There’s an interesting claim of regime switching in stock-bond correlations: Based on his analysis of data over the past 20 years, the tipping point is a yield of about 4 per cent. When the 10-year …
Search Results for: performance
February 16, 2011
The Boston Fed has released its 2H10 Research Review: Public Policy Discussion Papers Who Gains and Who Loses from Credit Card Payments? Theory and Calibrations, Scott Schuh, Oz Shy, and Joanna Stavins $1.25 Trillion Is …
February 15, 2011
Daniel K Tarullo, Member of the Board of Governors of the Federal Reserve System, testified before the Committee on Financial Services, US House of Representatives, Washington DC, 15 February 2011, in an effort titled Assessing …
February 14, 2011
The Basel Committee has released its Revisions to the Basel II market risk framework – updated as of 31 December 2010, complete with a PDF that has now crashed my Internet Explorer twice. The press …
MAPF Portfolio Composition: January 2011
This is grossly abbreviated. My apologies, but since the OSFI announcement on extant Tier 1 Capital, time has been at a premium. Turnover picked up in January, to about 54% Trades were, as ever, triggered …
February 11, 2011
There is one problem with directing tax revenue to debt reduction: it means you can’t spend it. EU plans are running into roadblocks: Greece joined Italy in objecting to annual numerical debt-reduction targets in a …
February 10, 2011
There’s always a new wrinkle: ETFs have emerged as a possible mechanism for maximizing gains in one stock while potentially masking trading patterns, people familiar with the matter say. In one scenario, a trader could …
February 9, 2011
Choose your partners! Now it looks like Deutsche Bourse will purchase Euronext: Deutsche Boerse AG is in advanced talks to buy NYSE Euronext in an all-stock transaction that would create the world’s biggest exchange operator, …
February 8, 2011
There is talk of a merger between the TMX and the London Stock Exchange: London Stock Exchange Group Plc is in advanced talks to purchase TMX Group Inc., owner of the Toronto Stock Exchange, to …
February 7, 2011
The SEC Flash Crash Advisory Committee has been discussing the Flash Crash for some time now; speculation is intensifying: Regarding market structure, Schapiro said more work needs to be done to shore up investor confidence …