Impact of implied moments of returns' distribution on the dynamics of returns
Analysis of results of portfolio sorting into ten decile and long-short portfolios and subsequent future monthly returns at random dates compared with days when FOMC statement or rate decision was announced. Long-short Feng-measure portfolio over time.
Подобные документы
Innovation is a factor in ensuring long-term competitive advantages. Constant monitoring of problems in the innovation sphere, their timely identification and resolution, improvement and development of new methods of managing innovation processes.
статья, добавлен 15.04.2024Тhe concept of the metropolis, the trend of urban development near major centers. Features of agglomeration economy, identification of the main advantages of Railways in long-distance transportation. Specifics of construction of the high-speed railway.
статья, добавлен 11.03.2019This study aims to analyze the linkages and impact of the plantation sector on the economy and poverty. The method used in this study is Miyazawa's input-output (I-O) analysis. The Foster-Greer-Thorbecke poverty index analysis is used to look at poverty.
статья, добавлен 05.05.2022The yield curve modeling. Brief overview of term structure model types and the analytical description of the Vasicek and Hull-White models. The term structure of Russian Federal Bonds. The implied economic characteristics stemming from the Vasicek model.
дипломная работа, добавлен 17.11.2015Consideration of the problems concerning the losing war for the salvation of the Eurozone in the long run. Budget policy and mandate of the European Central Bank. Economic growth, increased employment and lower inflation. The default management system.
статья, добавлен 23.03.2020Life insurance - a tool for infusing long-term investments into the economy through which the welfare of the population as a whole can increase. Cumulative life coverage - the most common type of insurance operations in Western Europe, America, Japan.
статья, добавлен 24.11.2020The study is driven by the current trend of shaping the economy of the future, characterized by a transition to more resilient, efficient and evolutionary models of economic activity. Turning to the essence of the axiom of diversification economy.
статья, добавлен 18.09.2024The current state of the food market, socioeconomic impact of its operations. Aspects of the formation and subsequent functioning of national food market and the source of its trade provision explored in the works of national and foreign economists.
статья, добавлен 28.12.2017Study of the model of information support for the analysis of the development potential of a tourist enterprise in anti-sipative management from the point of view of human and investment potential. Analysis of management preparation and decision making.
статья, добавлен 25.09.2020Technological and institutional modernization of russian economic. Economy, business and "the main instrument of power". The findings of the games in the modernization of economic. Natural state, the order of open access and democracy in Russia.
книга, добавлен 23.01.2017Transformation processes that took place in the credit market of Ukraine under the influence of the modern financial and economic crisis. Have been analyzed problems and factors that caused the long stagnation of the credit activity in banking sector.
статья, добавлен 23.08.2018Causes of unemployment in Ukraine, negative and positive consequences. The natural rate of unemployment and the complexity of its calculation. Its relationship with population poverty. The dynamics of indicators of the subsistence minimum in Ukraine.
статья, добавлен 03.05.2023Comparative analysis of sectors of industry in Russia and Kazakhstan. Calculation of the average annual growth in the extractive and manufacturing industries. Analysis of trends in investment dynamics using the method of analytical equalization.
статья, добавлен 27.09.2016Determining the rate of production growth in assets based on a number of technical and economic indicators. Formation of assets and their relation with profitability parameters support the reproduction of resources. Patterns of investment decisions.
статья, добавлен 25.02.2016Valuation of Long-Lived Assets. Eternal and annuities. Compound interest and present value. Nominal and real interest rates (adjusted for inflation), their calculation. Factors on sale that can be used to calculate the current value of any cash flow.
лекция, добавлен 02.08.2013This article addresses a long-held dispute across social science disciplines: that market and moral economies are distinctly different and even contradictory. Moral and Market Economies. Revisiting Moral Economy: Nebulous Logics and Misspecified Debates.
статья, добавлен 20.03.2020Analysis of concepts of corruption and collective action approach in the fight against corruption. Study of international anti-corruption regulations. Analysis of impact of business organizations on anti-corruption policy in Mongolia and Kazakhstan.
дипломная работа, добавлен 30.08.2016In the face of the Covid 19 pandemic, the need for small local growers and producers has emerged. This led to their increase. There is a need to analyze whether the legislation in force in Lithuania is adapted to the development of small producers.
статья, добавлен 17.12.2022Familiarity with the mechanisms and instruments of management of investment flows in the national economy in a systemic crisis. Consideration of the main ways of applying the rules of long-term promoting investment in strategic economic activities.
статья, добавлен 24.02.2016The question of exchange rates adjust is central to exchange rate policy, since countries with fixed exchange rates need to know what the equilibrium exchange rate is likely to be and countries with variable exchange rates would like to know what level h
статья, добавлен 30.08.2022The weighted average interest rates between loans, deposits based on the statistical data of Kazakhstan. The method of distribution of the value services indirectly measured of financial intermediation by sector, subsector of the economy; the type of use.
статья, добавлен 27.09.2016Mechanism of organization of economic security of the enterprise development is a set of managerial, economic, organizational, legal and motivational ways of protecting its long-term interests. The basic principles of its formation and functioning.
статья, добавлен 07.12.2020Research of the features of applying factor analysis of the holding company's profit in the conditions of market transformations. Conducting an assessment of the impact of the interests of interested parties on the formation of the holding's profit.
статья, добавлен 08.03.2020Directions of optimization of time resources of the investment project on an example of the project of construction of the integrated gas chemical complex in Kazakhstan. Analysis of a discrete-event (process) model implemented in the "Anylogic" system.
статья, добавлен 28.09.2016The growth model is used to identify the short run eects of two technology shocks. Neutral shocks aect the production of all goods homogeneously, and investment-specic shocks aect only investment goods. The uctuations at business cycle frequencies.
научная работа, добавлен 28.06.2013