Now showing items 21-40 of 99

    • DFA 

      Unknown author
      Die Bundesrepublik Deutschland – Finanzagentur GmbH ist ein Finanzdienstleistungsunternehmen im Eigentum der Bundesrepublik Deutschland. Rechtsgrundlagen sind § 1 der Verordnung zur Übertragung von Aufgaben nach dem ...
    • ECB EA 

      Unknown author
      The ECB’s historical list of eligible marketable assets
    • ECB SDW 

      Unknown author
      The Statistical Data Warehouse is the ECB's online data delivery service for statistics. It is intended for a wide range of users of euro area statistics, ranging from one-time visitors searching for a specific most recent ...
    • Eikon 

      Unknown author
      Refinitiv Eikon delivers a powerful combination of information, analytics and exclusive news on financial markets. It covers all the major financial markets – equity, fixed income, commodities, foreign exchange – and ...
    • EMIR 

      Unknown author
    • Endogenous Banks’ Networks, Cascades and Systemic Risk 

      Bluhm, Marcel; Faia, Ester; Krahnen, Jan Pieter (2014-06-01)
      We develop a network model whose links are governed by banks' optmizing decisions and by an endogenous tâtonnement market adjustment. Banks in our model can default and engage in re-sales: risk is transmitted through direct ...
    • Equilibrium Asset Pricing in Directed Networks 

      Branger, Nicole; Konermann, Patrick; Meinerding, Christoph; Schlag, Christian (2018-10-16)
      Directed links in cash flow networks affect the cross-section of price exposures and market prices of risk in equilibrium. In an asset pricing model featuring mutually exciting jumps, we measure directedness through an ...
    • ESRB 

      Unknown author
      The ESRB (European Systemic Risk Board) is responsible for the macroprudential oversight of the EU financial system and the prevention and mitigation of systemic risk. The ESRB therefore has a broad remit, covering banks, ...
    • Eurobarometer 

      Unknown author
      same with Eurobarometer surveys below
    • FDIC 

      Unknown author
      The Federal Deposit Insurance Corporation (FDIC) is an independent agency created by Congress to maintain stability and public confidence in the nation's financial system. To accomplish this mission, the FDIC insures ...
    • Financial Bridges and Network Communities 

      Casarin, Roberto; Costola, Michele; Yenerdag, Erdem (2018-09-29)
      We analyze the global financial crisis and the European sovereign debt crisis showing that the European network exhibits a strong community structure with two main blocks acting as shock spreader and receiver, respectively. ...
    • Financial Incentives and Loan Officer Behavior: Multitasking and Allocation of Effort Under an Incomplete Contract 

      Behr, Patrick; Drexler, Alejandro; Gropp, Reint E.; Guettler, Andre (2017-10-10)
      We investigate the implications of providing loan officers with a non-linear compensation structure that rewards loan volume and penalizes poor performance. Using a unique data set provided by a large international commercial ...
    • Financial Regulation in the EU – Cross-Border Capital Flows, Systemic Risk and the European Banking Union as Reference Points for EU Financial Market Integration 

      Haar, Brigitte (2014-06-01)
      This is a chapter for a forthcoming volume Oxford Handbook of Financial Regulation (Oxford University Press 2014) (eds. Eilís Ferran, Niamh Moloney, and Jennifer Payne). It provides an overview of EU financial regulation ...
    • Finanzagentur GmbH 

      Unknown author
      Debt management from a single source: We ensure that the Federal Government, as the benchmark issuer in the eurozone, has at its disposal the most cost-efficient and low-risk financing as possible. We were established ...
    • FRB 

      Unknown author
      The Federal Reserve System is the central bank of the United States. It performs five general functions to promote the effective operation of the U.S. economy and, more generally, the public interest.
    • FRED 

      Unknown author
      Federal Reserve Economic Data (FRED) is a database maintained by the Research division of the Federal Reserve Bank of St. Louisthat has more than 500,000 economic time series from 87 sources. The data can be viewed in ...
    • HFRX 

      Unknown author
      HFR is the established global leader in the indexation, analysis and research of the hedge fund industry. With over 150 indices ranging from broad composites down to specific, niche areas of sub-strategy and regional ...
    • High-Dimensional Sparse Financial Networks through a Regularised Regression Model 

      Bernardi, Mauro; Costola, Michele (2019-02-12)
      "We propose a shrinkage and selection methodology specifically designed for network inference using high dimensional data through a regularised linear regression model with Spike-and-Slab prior on the parameters. The ...
    • High-Frequency Trading During Flash Crashes: Walk of Fame or Hall of Shame? 

      Bellia, Mario; Christensen, Kim; Kolokolov, Aleksey; Pelizzon, Loriana; Renò, Roberto (2020-03-01)
      We show that High Frequency Traders (HFTs) are not beneficial to the stock market during flash crashes. They actually consume liquidity when it is most needed, even when they are rewarded by the exchange to provide immediacy. ...
    • HMDA 

      Unknown author
      Background & Purpose The Home Mortgage Disclosure Act (HMDA) was enacted by Congress in 1975 and was implemented by the Federal Reserve Board's Regulation C. This regulation provides the public loan data that can be used ...