Similar Search Results

After the flood comes the tax : European road to financial transactions tax

Gurdgiev, Constantin; Murphy, Barry - In: Lessons from the Great Recession : at the crossroads of …, (pp. 203-230). 2016

Persistent link: https://www.econbiz.de/10012225127

OTC premia

Cenedese, Gino; Ranaldo, Angelo; Vasios, Michalis - 2018

Using unique data at transaction and identity levels, we provide the first systematic study of interest rate swaps traded over the counter. We find substantial and persistent heterogeneity in derivative prices consistent with a pass-through of regulatory costs on to market prices via so-called...

Persistent link: https://www.econbiz.de/10011906506

Cyberfinance : Liberating the Financial Markets

Wales, Kim - 2015

A new economic revolution liberating financial markets? Seeks to answer some of the questions driving the existential crisis embroiling finance: What is currency? What is value? What is a business? What is a bank, even?This article discusses how regulatory reform, transformative technologies,...

Persistent link: https://www.econbiz.de/10013021212

A sensitivities based CoVaR approach to asset commonality and its application to SSM banks

Del Vecchio, Leonardo; Giglio, Carla; Shaw, Frances; … - 2022

One important source of systemic risk can arise from asset commonality among financial institutions. This indirect interconnection may occur when financial institutions invest in similar or correlated assets and it is also described as overlapping portfolios. In this paper, we propose a new...

Persistent link: https://www.econbiz.de/10013373564

The European financial transaction tax : issues for derivatives, structered products securitization

Murre, Donald - In: Derivatives & financial instruments 14 (2012) 1, pp. 25-31

Persistent link: https://www.econbiz.de/10009583182

Cournot fire sales

Eisenbach, Thomas M.; Phelan, Gregory - 2018

efficient. Implications for welfare and regulation therefore depend highly on the nature of the shocks and the competitiveness …

Persistent link: https://www.econbiz.de/10011806238

Measuring regulatory complexity

Colliard, Jean-Edouard; Georg, Co-Pierre - 2020

Despite a heated debate on the perceived increasing complexity of financial regulation, there is no available measure … measures from the computer science literature by treating regulation like an algorithm - a fixed set of rules that determine … regulation of a bank in a theoretical model, to an algorithm computing capital requirements based on Basel I, and to actual …

Persistent link: https://www.econbiz.de/10012291737

The effect of financial transaction tax on market liquidity and volatility : an Italian perspective

Hvozdyk, Lyudmyla; Rustanov, Serik - In: International review of financial analysis 45 (2016), pp. 62-78

Persistent link: https://www.econbiz.de/10011581913

The impact of the French financial transaction tax on HFT activities and market quality

Veryzhenko, Iryna; Harb, Etienne; Louhichi, Waël; … - In: Economic modelling 67 (2017), pp. 307-315

Persistent link: https://www.econbiz.de/10011813833

Market infrastructure regulation and the financial transaction tax

Heber, Caroline; Sternberg, Christian - In: World tax journal : WTJ 8 (2016) 1, pp. 3-35

Persistent link: https://www.econbiz.de/10011722868