Springer Science and Business Media LLC
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Swiss banking secrecy: the stock market evidence
Springer Science and Business Media LLC - Tập 26 - Trang 143-176 - 2011
We examine the stock price reactions of four Swiss banks to negotiations between Switzerland and the European Union and between Switzerland and the United States to (i) obtain an estimate of the value of banking secrecy to Swiss banks, and (ii) distinguish between tax evasion and genuine privacy concerns as sources of that value. We find that the value of banking secrecy to the private banks is la...... hiện toàn bộ
Financial architecture, systemic risk, and universal banking
Springer Science and Business Media LLC - Tập 26 - Trang 39-59 - 2011
Consolidation has been a fact of life in the wholesale financial services sector, resulting in fundamental change in the financial architecture and public exposure to systemic risk. The underlying drivers include advances in transactions and information technologies, regulatory changes, geographic shifts in growth opportunities, and the rapid evolution of client requirements, which in combination ...... hiện toàn bộ
Hedge funds: All that glitters is not gold — Seven questions for prospective investors
Springer Science and Business Media LLC - Tập 16 - Trang 316-336 - 2002
Massimo Morini: Understanding and managing model risk: a practical guide for quants, traders and validators
Springer Science and Business Media LLC - Tập 26 - Trang 295-296 - 2012
Co-movement of revenue: structural changes in the business cycle
Springer Science and Business Media LLC - Tập 25 - Trang 411-433 - 2011
The co-movement of revenue growth across different industries changes over the business cycle. Using a large sample of quarterly firm revenues, aggregated to industry data from 1969 to 2009, we demonstrate that the correlation is the highest during a crisis. Our findings of structural changes in correlation have implications for diversification decisions in portfolio analysis and risk management. ...... hiện toàn bộ
Alternative beta applied—an introduction to hedge fund replication
Springer Science and Business Media LLC - Tập 22 - Trang 259-279 - 2008
Motivated by the surge in popularity of passive hedge fund investments, the present article discusses the concept of “alternative beta” and its implications for the hedge fund industry. The article covers a variety of topics, ranging from the basic rationale for hedge fund replication to replication methodologies and products to the academic and financial market environment. We find that with thei...... hiện toàn bộ
Intervention reaction functions in the dollar-deutschmark market
Springer Science and Business Media LLC - Tập 15 - Trang 328-343 - 2001
The financial crisis in Norway: effects on financial markets and measures taken
Springer Science and Business Media LLC - Tập 23 - Trang 361-381 - 2009
This article guides through the measures implemented in Norway in order to dampen negative effects stemming from the financial crisis. We also discuss some features of the Norwegian money market and the liquidity system in Norway. From the point of view of central banks, the widening gap between money market rates and the key policy rate has been one disturbing element of the financial crises. We ...... hiện toàn bộ
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