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Special Report on

Center of Finance and Econometrics

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EXCERPTS FROM PAPER ON "Modelling Intraday Trading Activity Using ...
This paper models the intraday trading activity based on volume durations, i.e. the waiting time until a predetermined volume is absorbed by the market. Since this concept measures the trading volume per time it is strongly related to market liquidity. The focus is on volumes measured independently of the side of the market as well as on buy volumes, sell volumes and volumes measured on both market sides simultaneously. For econometric modelling of the different duration concepts, the performance of alternative types of Box-Cox-ACD models are analyzed. By evaluating out-of-sample forecasts, evidence is provided that Box-Cox-ACD ... market research, surveys and trends
PhD Research proposal:Analysis of Chinese Trade and Foreign Direct ...
China’s newfound interest in trade and investment with African-home to 300 million of the globe’s poorest people and the world’s most formidable development challenge presents a significant opportunity for growth and integration of the Sub-Saharan continent into the global economy. These emerging economic “giant” of Asia is at the center of the explosion of African-Asian trade and investment, a striking hallmark of the new trend in South-South commercial relations. Both nations have centuries-long histories of international commerce, dating back to at least the days of the Silk Road, where merchants plied goods traversing ... market research, surveys and trends


The reaction of exchange rates and interest rates to news releases
This paper examines the response of exchange rates and interest rates--U.S. and foreign--to economic news. The news is associated with the surprise component of the monthly release of six U.S. macroeconomic variables. The results suggest that dollar exchange rates systematically react to news about real economic activity--a surprise of 100,000 on nonfarm payroll employment leads to a 0.2 percent appreciation of the exchange rate. In general, exchange rates do not react systematically to news on inflation. By contrast, U.S. interest rates respond to both types of news, although the response continues to be extremely small, on the ... industry trends, business articles and survey research
Valuing Toxic Assets: An Analysis of CDO Equity
How does the market value complex structured-credit securities? This issue is central to understanding the current financial crisis and identifying effective policy measures. We study this issue from a novel perspective by contrasting the valuation of CDO equity with that of bank stocks. This is possible because both CDO equity and bank stock represent levered first-loss residual claims on an underlying portfolio of debt. There are strong similarities in the two types of equity investments. Using an extensive data set of CDX index tranche prices, we find that the discount rates applied by the market to bank and CDO equity are ... industry trends, business articles and survey research
Business Rx: The books of summer
Comments that include profanity or personal attacks or other inappropriate comments or material will be removed from the site. Additionally, entries that are unsigned or contain "signatures" by someone other than the actual author will be removed. Finally, we will take steps to block users who violate any of our posting standards, terms of use or privacy policies or any other policies governing this site. Please review the full rules governing commentaries and discussions. You are fully responsible for the content that you post. By Special to Capital Business Monday, June 28, 2010 Even busy entrepreneurs and business ... market trends, news research and surveys resources
Off-Course: St. Joseph's College - Excellence in education!
      Published: June 21 2010            Apart from its prime location in the heart of the city and a host of alumni that have done the country proud, St Joseph’s College is best known as an institution that has never compromised with its standard of education. St. Joseph’s College (SJC) in Bangalore is 128 years old and excels in imparting graduate, post-graduation and research education. One of the oldest colleges of the state, they keep on searching, renewing and expanding, attempting to be ever relevant to the changing ... market trends, news research and surveys resources


Curriculum Vitae of Dr. Ingmar Nolte
Research Fellow, Center of Finance and Econometrics (CoFE), University of. Konstanz. 2003 – 2008 Research Associate, Chair of Economics and Econometrics of ... technology research, surveys study and trend statistics
FDIC: Center for Financial Research
Andras Fulop is a Ph.D student in Finance at the Rotman School of Management, University of Toronto, expecting to graduate in 2006. He also holds an M.A. (Economics) from the University of Toronto and an M.Sc (Economics) from the Budapest University of Economic Sciences. His current research focuses on developing and estimating structural credit risk models. His research interests include derivative pricing models and financial econometrics. Andrea Macrina Andrea Macrina holds a BSc in Physics and Mathematics and an MSc in Physics from the University of Bern, Switzerland. His research interests in financial ... technology research, surveys study and trend statistics
A Selective Overview of Nonparametric Methods in Financial ...
Jianqing Fan is Professor, Benheim Center of Finance and Department of Operations Research and ... ingly important role in financial econometrics, thanks ...
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Whats wrong with Majoring in Economics? - Yahoo! Answers
Today while declaring myself as an Econ major in my CLA, the counselor told me it was a bad idea and no one is really goes anywhere with this degree. After taking, Macro I realized that I'm great at it, and understand and retain the information very easily. Also, I'm a B student when it comes to math. I didn't change waiver in my choice while I was there, but was she right? My friends dad is a financial Planner and he succeeded with a BAe, how about you? 4 weeks ago :::Long sigh::: I try to avoid providing an opinion to questions like this because I truly believe people will use what information they ...
Why has your Sales and Operations Planning Planning process ...
Andy – Your workshop for your executive team is a critical part of your S&OP journey. I’m not sure how far along you are in the process, if you’re at the educating and momentum building stage or if you’re rolling out the specifics of your design, so please take the suggestions that best fit where you are now. The suggestions below are all from several real world experiences. For your workshop and executive appetite, I’d suggest including: • Executive Sponsor – Kicks it off and emphasizes how S&OP is critical to the integrated planning of the organization. Perhaps you're ...