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Improving Slum Conditions through Innovative Financing
Improving Slum Conditions Innovative Financing
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2016/1/22
The seminar “Improving Slum Conditions through Innovative Financing” was organised jointly by FIG and UN-HABITAT. It was made possible by the generous support from Swedish authorities: Lantmäteri...
Comprehensive Analysis of Market Conditions in the Foreign Exchange Market: Fluctuation Scaling and Variance-Covariance Matrix
Foreign Exchange Market Fluctuation Scaling Scaling Breaking Global Average of Cross-Correlations
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2012/4/28
We investigate quotation and transaction activities in the foreign exchange market for every week during the period of June 2007 to December 2010. A scaling relationship between the mean values of num...
Multivariate Feller conditions in term structure models: Why do(n't) we care?
Multivariate Feller conditions structure models care
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2010/12/17
In this paper, the relevance of the Feller conditions in discrete time macro-finance term structure models is investigated. The Feller conditions are usually imposed on a continuous time multivariate ...