Monthly Archives: October 2013

Re-Define Daily Review

Re-Define Daily Review.

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Posted in Economics
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Hilarious joke about behavioral finance

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Posted in Economics
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Behavioral finance: a primer on a quiz’s results (Italian)

Idiots exist, says L. Summers. For a brief introduction on behavioral finance download the Behavioral Finance primer.

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Posted in Economics, Whitepapers
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#eurocrisis

Some (preliminary text-mining) on #eurocrisis on Twitter using R.  

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Posted in R-stats
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Liquidity & systemic risks visualized

The liquidity risk indicator (LRI) and the systemic stress composite indicator (SSCI) between January 1999 and October 2013 (source ECB): part of systemic stress is explained by liquidity risk. As risk is identi ed with volatility LRI has been designed to be a measure of risk, thus LRI’s variability could be used

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Posted in Economics, R-stats
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Risk-return inversion

During some training sessions, held between October 1 and October 16, 52 financial advisors were asked to rank their preferences on 9 listed stocks (Google, Apple, Exxon Mobil, Citigroup, Goldman-Sachs, Wal-Mart, Ford Motors, Toyota and Baidu) according to two criteria: expected risk and required return. Consistently with other researches we have

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Posted in Economics, R-stats
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As liquid as it gets

While trying to answer the question where liquidity began to leak back in 2007 download the whitepaper.

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Posted in Economics, Whitepapers
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Liquidity: where has it all gone (part 2)?

An update on liquidity showing the well renowned non conventional intervention of the ECB and the extraordinary liquidity preference of the Euro financial system in the deposit facility (DF).

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Posted in Economics
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