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Comments on ‘Does Monetary Policy Affect Real Economic Activity: Why Do We Still Ask This Question?’ by Benjamin Friedman
Monetary Policy Economic Activity
2015/8/4
Comments on ‘Does Monetary Policy Affect Real Economic Activity: Why Do We Still Ask This Question?’ by Benjamin Friedman.
Information Risk and Fair Value: An Examination of Equity Betas and Bid-Ask Spreads
Fair Value Accounting Cost of Capital Financial Instruments
2015/4/22
Finance theory suggests that information risk-that is, the uncertainty regarding valuation parameters for an underlying asset-is reflected in firms' equity betas and the information asymmetry componen...
"Market making" behaviour in an order book model and its impact on the bid-ask spread
Market making behaviour order book model impact bid-ask spread
2010/10/19
It has been suggested that marked point processes might be good candidates for the modelling of financial high-frequency data. A special class of point processes, Hawkes processes, has been the subje...