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Global Finance Liquidity Risk Revisited : Development of a Framework for Liquidity Assessment in Portfolio Construction Process: Presentations to the JP Morgan Global Head of Quant...

Malhotra, Yogesh - 2022

GLOBAL FINANCE LIQUIDITY RISK REVISITED: Development of A Framework for Liquidity Assessment in Portfolio Construction Process: Presentations to the JP Morgan Global Head of Quant Research & Analytics and US Head of Portfolio Construction Teams:Presentations To: JP Morgan Global Head of Quant...

Persistent link: https://www.econbiz.de/10013403261

Global Finance Liquidity Risk Revisited : JP Morgan Alternative Assets Portfolio Liquidity Assessment Framework & Models: $500 Billion Fund of Funds: 17 Asset Classes

Malhotra, Yogesh - 2022

GLOBAL FINANCE LIQUIDITY RISK REVISITED: JP Morgan Alternative Assets Portfolio Liquidity Assessment Framework & Models: $500 Billion Fund of Funds: 17 Asset ClassesPresentations atJP Morgan World HQ, 270 Park Ave, Manhattan, NY, USAToJP Morgan Global Head of Quant Research & Analytics, JP...

Persistent link: https://www.econbiz.de/10013405318

Is Globalization Driving Efficiency? A Threshold Stochastic Frontier Panel Data Modelling Approach

Mastromarco, Camilla - 2014

Recently, Mastromarco, Serlenga and Shin (2010) propose a two-step approach to examine dynamic transmission mechanism under which globalization factors foster technology efficiency. In this paper, we extend the MSS model by combining panel threshold regression technique advanced by Hansen...

Persistent link: https://www.econbiz.de/10013065766

Diamonds and precious metals for reduction of portfolio tail risk

Barbi, Massimiliano; Geman, Hélyette; Romagnoli, Silvia - In: Applied economics 52 (2020) 26, pp. 2841-2861

Persistent link: https://www.econbiz.de/10012221456

Climate risks and weather derivatives : a copula-based pricing model

Bressan, Giacomo Maria; Romagnoli, Silvia - In: Journal of financial stability 54 (2021), pp. 1-19

Persistent link: https://www.econbiz.de/10012794104

Asymmetric dependence in international currency markets

Paltalidis, Nikos; Patsika, Victoria - In: The European journal of finance 26 (2020) 10, pp. 994-1017

Persistent link: https://www.econbiz.de/10012207352

From the classical Gini index of income inequality to a new Zenga-type relative measure of risk : a modeller’s perspective

Greselin, Francesca; Zitikis, Ričardas - In: Econometrics : open access journal 6 (2018) 1, pp. 1-20

The underlying idea behind the construction of indices of economic inequality is based on measuring deviations of various portions of low incomes from certain references or benchmarks, which could be point measures like the population mean or median, or curves like the hypotenuse of the right...

Persistent link: https://www.econbiz.de/10011822341

Early-stage entrepreneurial activity : an explanatory model for cross-country comparisons

Chepurenko, A.; Gabelko, M.; Obraztsova, O. - 2011

The paper argues that when developing an explanatory model of the early-stage entrepreneurial activity level (measured by total index of early entrepreneurial activity - TEA) one should consider the "path dependency" of the "institutional matrix" of different societies. Otherwise one could...

Persistent link: https://www.econbiz.de/10009419667

Global income polarization : relative and absolute perspectives

Jordá, Vanesa; Niño-Zarazúa, Miguel; Roope, Laurence; … - 2023

This paper presents the first global and regional estimates of polarization and bipolarization spanning the period 1960-2020. The study relies on group data to implement a flexible parametric model to obtain the global income distribution and polarization estimates. The study introduces a...

Persistent link: https://www.econbiz.de/10014442614

An analysis of dependency of stock markets after unlimited QE announcements during COVID-19 pandemic

Ornanong Puarattanaarunkorn; Kittawit Autchariyapanitkul; … - In: Asian journal of economics and banking : AJEB 7 (2023) 3, pp. 310-332

aims at studying the dependence among stock markets before and after unlimited QE announcements. Design … in dependence. Findings - The findings show changes in dependence among the volatility of daily returns in 14 stock … markets during each period. After the unlimited QE announcement, the upper tail dependence became more apparent, while the …

Persistent link: https://www.econbiz.de/10014445508

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