Long-term memories of developed and emerging markets: using the scaling analysis to characterize their stage of development
Article Abstract:
A study of scaling properties of foreign exchange rates, stock market indices, and fixed income instruments is presented. It is found that each of the markets has its own characteristic scaling properties, which can be used to assess the stage of development in the developed and emerging markets.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2005
User Contributions:
Comment about this article or add new information about this topic:
Economic growth and the stability and efficiency of the financial sector
Article Abstract:
The role of financial efficiency in bringing about financial stability, and hence economic growth of emerging markets is discussed.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2006
User Contributions:
Comment about this article or add new information about this topic:
A note on the non-convexity problem in some shopping-time and human-capital models
Article Abstract:
The existence of non-convexity process in economic development evaluation models is addressed.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2006
User Contributions:
Comment about this article or add new information about this topic:
- Abstracts: Civilian tanking venture targets NATO training market. MEADS ready to enter development. Frontline chronicles Iraq invasion
- Abstracts: Informational efficiency of credit default swap and stock markets: the impact of credit rating announcements. Measurement, estimation and comparison of credit migration matrices
- Abstracts: Early birds, late risers, and sleeping beauties: bank credit growth to the private sector in Central and Eastern Europe and in the Balkans
- Abstracts: Market response to banks granting lines of credit. Investor protection, prospect theory, and earnings management: an international comparison of the banking industry
- Abstracts: Problem loans and cost efficiency in commercial banks. Are labor-saving technologies lowering employment in the banking industry?