Kara Novaco Brockmeyer, Chief Of FCPA Unit, To Leave SEC After 17 Years Of...
The Securities and Exchange Commission today announced that Kara Novaco Brockmeyer, Chief of the Enforcement Division’s Foreign Corrupt Practices Act (FCPA) Unit, is planning to leave the agency later...
View ArticleFederal Reserve Is Committed To Maintaining The Security Of Confidential FOMC...
The Federal Reserve is committed to maintaining the security of confidential FOMC information. We cooperated fully with the independent law enforcement investigation into an unauthorized disclosure in...
View ArticleDeparting Thoughts, Federal Reserve Governor Daniel K. Tarullo, At The...
Tomorrow is my last day at the Federal Reserve. So in this, my final official speech, it seems appropriate to offer a broad perspective on how financial regulation changed after the crisis. In a...
View ArticleNZX Shareholder Metrics March 2017
Please see attached NZX Shareholder Metrics for March 2017.read more...
View ArticleInterconnectedness in the Global Financial Market. (arXiv:1704.01028v1...
The global financial system is highly complex, with cross-border interconnections and interdependencies. In this highly interconnected environment, local financial shocks and events can be easily...
View ArticleMarket Efficiency and Price Stabilization Policy in Interwar Osaka-Dojima...
We investigate how and to what extent the Japanese government intervened in the rice futures exchange in Osaka during the interwar period, from the late 1910s to 1939, using a time-varying AR model. We...
View ArticleIncorporating Signals into Optimal Trading. (arXiv:1704.00847v1 [q-fin.TR])
Optimal trading is a recent field of research which was initiated by Almgren, Chriss, Bertimas and Lo in the late 90's. Its main application is slicing large trading orders, in the interest of...
View ArticleTokyo Commodity Exchange March 2017 Market Summary
The Tokyo Commodity Exchange announced today that March 2017 daily average volume was 93,000 contracts, down 3.5% from February. Volume increased for some products, such as Platinum Standard, which was...
View ArticleInternational inflation spillovers through input linkages
We document that observed international input-output linkages contribute substantially to synchronizing producer price inflation (PPI) across countries. Using a multi-country, industry-level dataset...
View ArticleReplica Analysis for Portfolio Optimization with Single-Factor Model....
In this paper, we use replica analysis to investigate the influence of correlation among the return rates of assets on the solution of the portfolio optimization problem. We consider the behavior of...
View ArticleICT and Employment in India: A Sectoral Level Analysis. (arXiv:1704.01316v1...
How technology affects growth or employment has long been debated. With a hiatus, the debate revived once again in the form of how Information and Communications Technology, as a form of new...
View ArticleThe Wandering of Corn. (arXiv:1704.01179v1 [q-fin.GN])
Time and Sales of corn futures traded electronically on the CME Group Globex are studied. Theories of continuous prices turn upside down reality of intra-day trading. Prices and their increments are...
View ArticleTwo-Stage Stochastic International Portfolio Optimisation under...
In this paper, we present a two-stage stochastic international portfolio optimisation model to find an optimal allocation for the combination of both assets and currency hedging positions. Our...
View ArticleTax Planning and Compliance for Tax-Exempt Organizations, 2017 Cumulative...
Tax rules and regulations change annually, and nonprofit organizations know that staying compliant means staying up to date. But wading through tax code is less than helpful in the field, whereas the...
View ArticleThe Tax Law of Charitable Giving, 2017 Supplement, 5th Edition
The Tax Law of Charitable Giving is the leading guide to the law, rules, and regulations governing charitable giving. Author Bruce R. Hopkins is the most respected authority in the field; in this book,...
View ArticleCentral banks face common challenges in providing liquidity assistance - report
Press release report about "Central banks face common challenges in providing liquidity assistance", 6 April 2017.
View ArticleDesigning frameworks for central bank liquidity assistance: addressing new...
Liquidity assistance (LA) operations that took place during the 2007-09 Global Financial Crisis presented central banks with a number of challenges. Notwithstanding important changes in the...
View ArticleFSB-IOSCO Roundtable on Compensation Practices in the Securities Sector:...
6 April 2017read more...
View ArticleITG to Announce First Quarter 2017 Results
NEW YORK, April 06, 2017 (GLOBE NEWSWIRE) -- ITG (NYSE:ITG), a leading independent broker and financial technology provider, plans to announce first quarter 2017 financial results on Wednesday, May 3,...
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