Research paper on finance
Capital losses and the pricing of corporate credit paper uses proprietary credit default swap (cds) data for 2010 to 2014 to show that capital fluctuations for sellers of cds protection are an important determinant of cds spread movements. William application of visual analytics to financial stability paper provides an overview of visual analytics - the science of analytical reasoning enhanced by interactive visualizations produced by data analytics software - and discusses potential benefits in monitoring financial stability.
The paper also discusses the recent increase in collateral demand, effects of post-crisis regulation, and collateral-related stress scenarios. Story | video | presentation the way forward for sme growth and job creation november 2016: in this talk, miriam bruhn compared approaches to promote smes in three areas where research is providing new insight: regulatory reform, access to finance, and business practices.
For comment; 0 comment(s) research on finance from harvard business school faculty on issues including corporate investment, governance, and accounting g paper funds as venture capitalists? Ozgur (ozzy) akay, zeynep senyuz, and emre fund contagion and risk-adjusted returns: a markov-switching dynamic factor paper uses a flexible framework to analyze two important phenomena influencing the hedge fund industry - contagion and time variation in risk-adjusted return.
Finance research letters offers and ensures the rapid publication of important new results in these areas. In this podcast, sunil gupta discusses how entrepreneur vijay shekhar sharma is meeting this challenge with his mobile payments company for comment; comment(s) g paper price synchronicity and material sustainability jody grewal, clarissa hauptmann, and george paper seeks to understand and provide evidence on the characteristics of emerging accounting standards for sustainability information.
Mark paddrik, haelim park, and jessie jiaxu networks and systemic risk: evidence from the national banking paper uses unique data to analyze how the national banking acts in 1863 and 1864 reshaped the u. Richard agent-based models for analyzing threats to financial paper discusses the concepts and research related to agent-based models and explores how the dynamics of a flock of birds in flight, a group of drivers in a traffic jam, or a panicked crowd of stampeding people might inform our analysis of threats to financial stability.
John bluedorn and haelim ng contagion with bailouts: microevidence from pennsylvania bank networks during the panic of working paper examines how a bailout orchestrated by new york clearinghouse member banks stopped financial contagion during the panic of 1884. Understanding this and other potential vulnerabilities requires knowing more about the state of emerging market corporate balance sheets, the drivers of debt accumulation, and the effects of both on the d business school working library | bloomberg : contact contact contact contact ive education l porter g knowledge ive education l porter g knowledge l porter ive education ive education ive education google ive education l porter ive education ive education ive education ght © president & fellows of harvard d business d business ss research for business leaders.
The paper approaches risk management from three perspectives: (1) risk measurement by individual firms, (2) governance and incentives, and (3) systemic concerns. Richard bookstaber and mark agent-based model for crisis liquidity paper presents an agent-based model for examining price impacts and liquidity dynamics during financial crises, which are often characterized by sharp reductions in liquidity followed by cascades of falling prices.
This working paper extends techniques from engineering to quantify fundamental economic uncertainty, and applies the method to an example of portfolio stress testing. Richard neuberg, paul glasserman, benjamin kay, and sriram market-implied probability of european government intervention in distressed paper assesses the likelihood of european government support in distressed banks.
This working paper creates a collateral map to show how collateral moves among bilateral counterparties, triparty banks, and central counterparties, and can spread stress through the financial system. This working paper describes how the index is constructed and how the ofr uses it to monitor financial stability.
Allen cheng, and sriram ic risk: the dynamics under central paper develops a model for concentration risks that clearing members pose to central counterparties. Finance: determinants of firms' capital e and economic ial regulation, central banking and bank ment in china; management in japan; and management in the middle east and north output of the department's research is accessible from the list of discussion papers below.
Market risk in optimal paper discusses optimal strategies for financial institutions in selling large blocks of securities and in hedging the resulting market risk. Academic research sites - good reads and full text is always availableinternational monetary fundfederal reserve bankfederal reserve board: european central bank world banknational bureau of economic research (abstracts only)journal of portfolio managmentbank for international settlements - central bank research hub aggregators of finance researchssrnrepec (research papers in economics) other academic finance sitesmit sloan open source finance coursesdamodaran's site - investment philosopiesfinancial instituions center working papersharvard business schoolcolumbia universityknowledge @ whartonchicago booth - selected paper serieswhere to find cool academic finance research__________________________________________________________major journals - in order of influence based on the repec "simple impact factor"see ideas/repec simple impact factors for journalssee also currie and pandher; sjr; science watchthe quarterly journal of economics, oxford university pressjournal of economic literature, american economic associationjournal of political economy, university of chicago presseconometrica, econometric society (also covers econometrica, econometric society )journal of economic growth, springerjournal of financial economics, elsevierreview of economic studies, oxford university pressjournal of economic perspectives, american economic associationjournal of finance, american finance associationeconomic policy, cepr;ces;msh (also covers economic policy, cepr;ces;msh )review of financial studies, society for financial studiesamerican economic review, american economic associationjournal of monetary economics, elsevier (also covers carnegie-rochester conference series on public policy, elsevier )brookings papers on economic activity, economic studies program, the brookings institutionjournal of labor economics, university of chicago pressjournal of econometrics, elsevieramerican economic journal: macroeconomics, american economic associationjournal of the european economic association, european economic association (also covers journal of the european economic association, mit press )economic journal, royal economic society (also covers economic journal, royal economic society )rand journal of economics, rand corporation (also covers bell journal of economics, the rand corporation rand journal of economics, the rand corporation )the review of economics and statistics, mit pressjournal of applied econometrics, john wiley & sons, ltd.
Paul glasserman and linan ng wrong-way risk in measuring counterparty paper proposes a new method for bounding the impact of "wrong-way risk" on counterparty credit risk measurement for a portfolio of derivatives. Survey of systemic risk paper focuses on quantitative tools to assess threats to financial stability.
Mortgage finance system is a critical part of our nation's financial system, representing 70 percent of u. I have tried to collect below a list of sites that can be visited regularly to keep up to date on the latest leading research in finance, as well as more comprehensive lists of research-related and other interesting sites.
Peyton ion in financial paper surveys the rapidly growing literature about interconnectedness and financial stability. Rick bookstaber, mark paddrik, and brian agent-based model for financial paper develops an agent-based model that uses a map of funding and collateral flows to analyze the financial system's vulnerability to fire sales and runs.
Our current, active research interests lie within five main areas:Corporate governance: finance, law, and regulation (in developed and developing countries). Papers for submission should be concise - less than 2500 words; they should be clearly and lucidly written to convey the essence of the findings and novelty; they should contain new, preliminary or experimental results of interest to the broad finance community.
