[PDF] Top 20 Non-computability, unpredictability, and financial markets
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Non-computability, unpredictability, and financial markets
... expected) and this information is updated in the stock price through a significant increase/decrease of its ...new and better ...data, and as we get more reliable information, we revise the ... See full document
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FINANCIAL INSTABILITY IN ROMANIA
... securities markets and capital markets, the following measures are required: i) concentrating on the primary issuance of government securities on one or two points of maturity in order to increase ... See full document
12
Financial Depth, Stock Markets and Economic Growth in the EU-15 countries
... finance and growth is clear and that it can be rather complex or even ...of financial factors is overstated when explaining economic ...that financial development has a stronger positive ... See full document
25
NON-LINEAR TESTS OF WEAKLY EFFICIENT MARKETS: EVIDENCE FROM PORTUGAL
... of non-linear dependence in Portuguese financial time series namely stock exchange indexes ...returns. Non-linear dependence may exist in a series even if we have already concluded for the lack of ... See full document
24
The impact of financial restatements on financial markets: a systematic review of the literature
... Richardson, and Scholz (2004) document an average negative CAR of 20% [0; 1] for fraudulent cases, which contrasts with an average negative CAR of 6% [0; 1] for non-fraudulent ...investors and ... See full document
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Economic and financial integration in emerging markets: A European policy
... the financial sector liberal- ization is observed from mid 1996all the way to early 2003: resulting from the 1996 banking crisis, specific aggregate lending limits to regions ...to non-OECD countries, bar ... See full document
22
Intermediaries, Financial Markets and Growth: Some more International Evidence
... through financial intermediaries, either monetary and financial institutions or insurance companies and pension ...of non-intermediated assets, through the bond and the stock ... See full document
25
Financial Linkages in European Equity and Debt Markets
... Fratzscher and Rigobon (2005) examine financial transmission channels between asset classes in both the ...U.S and the Euro area using a VAR ...within and across asset classes are also ... See full document
49
Sovereign credit ratings, market volatility, and financial gains
... Moody’s, and Fitch) and their crucial task in providing information on which investors base their ...2008-2009 financial and economic crisis, volatility in financial markets has ... See full document
53
Sovereign credit ratings and financial markets linkages: application to European data
... notations and in the outlook (with some differences across rating agencies); ii) the response results are particularly important for the case of negative announcements, while the reaction of spreads to positive ... See full document
42
Intermediation by Banks and Economic Growth: A Review of Empirical Evidence
... King and Levine (1993a) data set Deidda and Fattouh (2002) find that in low income countries there is no significant rela- tionship between financial development and growth whereas in high ... See full document
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Dinamicity and unpredictability of emerging markets: an implementation of Goetzamnn and Jorion (1999)
... Emerging markets have been attracting investors since the last century. Markets that were unknown and not considered as a source of investment, have now become attractive due to their very rapid ... See full document
48
The role of the BNDES in the Brazilian development financing: contributions from the paper “towards a legal theory of finance” of Katharina Pistor
... law and finances, being the law the creating element or structuring party of the modern financial market 2 ; b) the resilience of the law; c) the necessary binding between market, state and, ... See full document
11
Linear and Non-linear time series analysis: forecasting financial markets
... networks and although we cannot conclude anything about what kind of neural net are the more efficient, our results indicated that in the major series the dynamic and multiple networks were more effective ... See full document
66
Sovereign credit ratings, market volatility, and financial gains
... Moody’s, and Fitch) and their crucial task in providing information on which investors base their ...2008-2009 financial and economic crisis, volatility in financial markets has ... See full document
53
Monopolistic insurance and competitive financial markets
... concrete and tractable ...competitive and non-competitive sides of the econ- omy work together ...profits and that are still acceptable for ... See full document
59
Computability and dynamical systems: a perspective
... to non-stability, non- robustness, sensitivity to initial values of the systems, and that it never occurs in “real systems” ...formalize and prove (or to disprove) this conjecture: it has been ... See full document
14
Como a estrutura do tecido empresarial português afecta a sustentabilidade da segurança social?
... longer and, consequently, had mores observations, more conclusions could be obtained with a smaller uncertainty ...(contributions) and independent (remunerations) variables, would be more exact considering ... See full document
67
False Pricing is widespread in financial markets
... gains and losses can be significant, their volatility depends entirely on fluctuations in the nominal exchange ...stability and large interest rate differentials provide strong incentive to traders, as in ... See full document
16
Partial economic reforrns and financial crises: an emerging markets perspective
... 148ee Baumgarten de BoIle (1999) for the consistency requirements with assumption 1.. In any case, expected profits as of period 1 are strictly lower than those of period z[r] ... See full document
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