搜索结果: 1-5 共查到“金融市场 Evaluation”相关记录5条 . 查询时间(0.25 秒)
An Evaluation of Money Market Fund Reform Proposals
Risk Management Balance and Stability Investment Funds
font style='font-size:12px;'>
2015/4/27
U.S. money market mutual funds (MMFs) are an important source of dollar funding for global financial institutions, particularly those headquartered outside the U.S. MMFs proved to be a source of consi...
Market behavior and performance of different strategy evaluation schemes
Market behavior and performance strategy evaluation schemes
font style='font-size:12px;'>
2010/10/18
Strategy evaluation schemes are a crucial factor in any agent-based market model, as they determine the agents' strategy preferences and consequently their behavioral pattern. This study investigates ...
Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation
asymmetric correlations market portfolios felicity function
font style='font-size:12px;'>
2011/4/6
In this paper, we provide a model-free test for asymmetric correlations in which stocks move
more often with the market when the market goes down than when it goes up. We also provide
such tests for...
Model-Free Evaluation of Directional Predictability in Foreign Exchange
Characteristic function Directional predictability Generalized cross-spectrum Uncovered Interest Parity Market Intervention Currency Crisis Market Contagion
font style='font-size:12px;'>
2011/4/6
We examine directional predictability in foreign exchange markets using a model-free statistical evaluation procedure. Based on a sample of foreign exchange spot rates and futures prices in six major ...
Model-Free Evaluation of Directional Predictability in Foreign Exchange Markets
foreign exchange markets
font style='font-size:12px;'>
2011/4/2
We examine directional predictability in foreign exchange markets using a model-free statistical evaluation procedure. Based on a sample of foreign exchange spot rates and futures prices in six major ...