CFTCâs LabCFTC Releases Primer on Virtual Currencies
The Commodity Futures Trading Commissionâs LabCFTC today released, âA CFTC Primer on Virtual Currencies.â
View ArticleNavigating dark liquidity (How Fisher catches Poisson in the Dark)....
In order to reduce signalling, traders may resort to limiting access to dark venues and imposing limits on minimum fill sizes they are willing to trade. However, doing this also restricts the liquidity...
View ArticlePreliminary steps toward a universal economic dynamics for monetary and...
We consider the relationship between economic activity and intervention, including monetary and fiscal policy, using a universal dynamic framework. Central bank policies are designed for growth without...
View ArticleDisruptive firms. (arXiv:1710.06132v1 [q-fin.EC])
This study proposes the concept of disruptive firms: they are firms with market leadership that deliberate introduce new and improved generations of durable goods that destroy, directly or indirectly,...
View ArticleReview of all members' implementation of the LCR completed by the Basel...
Press release about the Basel Committee completing review of all members' implementation of the LCR (18 October 2017). The Basel Committee on Banking Supervision today published assessment reports on...
View ArticleRegulatory Consistency Assessment Programme (RCAP) - Assessment of Basel III...
The Basel Committee is publishing the "Regulatory Consistency Assessment Programme (RCAP) - Assessment of Basel III LCR regulations - Australia", October 2017.
View ArticleRegulatory Consistency Assessment Programme (RCAP) - Assessment of Basel III...
The Basel Committee is publishing the "Regulatory Consistency Assessment Programme (RCAP) - Assessment of Basel III LCR regulations - Brazil", October 2017.
View ArticleRegulatory Consistency Assessment Programme (RCAP) - Assessment of Basel III...
The Basel Committee is publishing the "Regulatory Consistency Assessment Programme (RCAP) - Assessment of Basel III LCR regulations - Canada", October 2017.
View ArticleRegulatory Consistency Assessment Programme (RCAP) - Assessment of Basel III...
The Basel Committee is publishing the "Regulatory Consistency Assessment Programme (RCAP) - Assessment of Basel III LCR regulations - Switzerland", October 2017.
View ArticleCommissioner Behnam Statement on De Minimis Threshold
Commissioner Behnam Statement on De Minimis Threshold
View ArticleCommissioner Quintenz Statement on De Minimis Threshold
Commissioner Quintenz Statement on De Minimis Threshold
View ArticleWeekly Top 5 Papers â October 23rd, 2017
1. Availability Cascades and Risk Regulation by Timur Kuran (Duke University – Department of Economics) and Cass R. Sunstein (Harvard Law School)read more...
View ArticleGrasping asymmetric information in market impacts. (arXiv:1710.07959v1...
We measure the price impacts across a correlated financial market by the responses to single and multiple trades. Focusing on the primary responses, we use an event time scale. We quantify the...
View ArticleElectricity Market Theory Based on Continuous Time Commodity Model....
The recent research report of U.S. Department of Energy prompts us to re-examine the pricing theories applied in electricity market design. The theory of spot pricing is the basis of electricity market...
View ArticleComputational Methods for Martingale Optimal Transport problems....
We establish numerical methods for solving the martingale optimal transport problem (MOT) - a version of the classical optimal transport with an additional martingale constraint on transport's...
View ArticleOn the quadratic variation of the model-free price paths with jumps....
We prove that the model-free typical (in the sense of Vovk) c\`adl\`ag price paths with mildly restricted downward jumps possess quadratic variation which does not depend on the specific sequence of...
View ArticleThink Bigger: And 39 Other Winning Strategies from Successful Entrepreneurs
In looking for answers, one obvious place to start would be to talk to self-made men and women who themselves are successful. That's exactly what Michael W. Sonnenfeldt—an accomplished entrepreneur—has...
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Short-Term Rational, but Intermediate-Term Irrational
Don’t look at the left side of the chart on an empty stomachread more...
View ArticleMPs ask Facebook for any evidence of Russian-linked Brexit activity
MPs ask Facebook for any evidence of Russian-linked #Brexit activity https://t.co/rAyKibzcCi â moneyscience (@moneyscience) October 24, 2017
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