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FDI and Economic Growth: The Role of Local Financial Markets
Foreign direct investment capital markets credit markets
2015/9/21
In this paper, we examine the various links among foreign direct investment (FDI), financial
markets, and economic growth. We explore whether countries with better financial systems can
exploit FD...
The Political Economy of Financial Innovation:Evidence from Local Governments
Financial Innovation Political Elections Financing and Loans Innovation and Invention
2015/4/29
We examine the toxic loans sold by investment banks to local governments. Using proprietary data, we show that politicians strategically use these products to increase chances of being re-elected. Con...
Has Multi-Market Banking Changed the Response of Small Business Lending to Local Economic Shocks?
the impact of bank mergers small business lending economic conditions multi-market banking
2011/9/27
The article discusses the impact of bank mergers on small business lending and economic conditions in the U.S. According to the economists, the importance these organizations has increased due to rapi...
Banking on Local Empathy
the economic performance the banking industry monologue financial institutions
2011/9/27
The article reports on the economic performance of the banking industry in the U.S. It states that the Tonight Show monologue of Jay Leno focuses on news that Congress still had not corresponded on a ...
Bounds on Stock Price probability distributions in Local-Stochastic Volatility models
Law of the spot price local-stochastic volatility moment explosion
2010/10/20
We show that in a large class of stochastic volatility models with additional skew-functions (local-stochastic volatility models) the tails of the cumulative distribution of the log-returns behave as...
Basket Options Valuation for a Local Volatility Jump-Diffusion Model with the Asymptotic Expansion Method
Basket options pricing local volatility jump-diffusion model forward PIDE
2010/10/19
In this paper we discuss the basket options valuation for a jump-diffusion model. The underlying asset prices follow some correlated local volatility diffusion processes with systematic jumps. We deri...
Introduction into "Local Correlation Modelling"
implied correlation local correlation stochastic correlation correlation skew
2010/11/2
In this paper we provide evidence that nancial option markets for equity indices give rise to non-trivial dependency structures between its constituents. Thus, if the in-dividual constituent distribu...
Strict Local Martingale Deflators and Pricing American Call-Type Options
Strict local martingales deflators American call options
2010/11/2
We solve the problem of pricing and optimal exercise of American call-type options in markets which do not necessarily admit an equivalent local martingale measure. This resolves an open question prop...
Local Risk Decomposition for High-frequency Trading Systems
Financial Markets Risk Multi-scale Systems Complex Systems
2010/11/1
In the present work we address the problem of evaluating the historical performance of a trading strategy or a certain portfolio of assets. Common indicators such as the Sharpe ratio and the risk adju...
Czech LETS (empirical study on local complementary currencies in the Czech Republic)
LETS complementary currency money economic transaction regional and social development
2014/3/20
The presented theoretical reflection of the institutionalization of money shows that the given features of money are always linked to certain social conditions. Nowadays there are visible several atte...