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Relevant bibliographies by topics / World financial market

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Academic literature on the topic 'World financial market'

Author: Grafiati

Published: 30 May 2022

Last updated: 31 May 2022

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Journal articles on the topic "World financial market"

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Carrieri, Francesca, Vihang Errunza, and Ked Hogan. "Characterizing World Market Integration through Time." Journal of Financial and Quantitative Analysis 42, no. 4 (December 2007): 915–40. http://dx.doi.org/10.1017/s0022109000003446.

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AbstractInternational asset pricing models suggest that barriers to portfolio flows and availability of market substitutes affect the degree and time variation of world market integration. We use GARCH-in-mean methodology to assess the evolution in market integration for eight emerging markets over the period 1977–2000. Our results suggest that while local risk is still a relevant factor in explaining time variation of emerging market returns, none of the countries appear to be completely segmented. We find that there are substantial crossmarket differences in the degree of integration. The evolution toward more integrated financial markets is apparent although at times we do observe reversals. In addition, we provide clear evidence on the impropriety of directly using correlations of market-wide index returns as a measure of market integration. Finally, financial market development and financial liberalization policies play important roles in integrating emerging markets.

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Evstigneeva, L., and R. Evstigneev. "Metamorphoses of Financial Capital." Voprosy Ekonomiki, no. 8 (August 20, 2013): 106–22. http://dx.doi.org/10.32609/0042-8736-2013-8-106-122.

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Financial capital is considered as a precondition of forming an integral market system. Based on financial capital a vertical market model is taking shape. It includes the following leading markets: strategic markets of financial capital, finance and money markets, markets of physical (cluster) capital, markets of social (consumers) capital. Markets of financial capital build the world reproduction model of synergetic character. Sustainability of the world market is maintained within the framework of the following types of big financial capital systems: cooperation of industrial and banking capital (Hilferding), international banks (Keynes), state monopoly of GDP (well known as far back, as in the USSR period). One can consider this framework as a political form of general equilibrium of the global market. A systemic function of financial capital is gathering power for ensuring endogenous evolution of economy and society on the principles of market self-organization. The authors believe this is the only way out of a deadlock for our economy and society.

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Das, Dilip K. "Globalization in the World of Finance: An Analytical History." Global Economy Journal 6, no. 1 (February 13, 2006): 1850081. http://dx.doi.org/10.2202/1524-5861.1115.

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One of the many definitions of financial globalization is integration of domestic financial system of a country with the global financial markets and institutions. Enabling framework of financial globalization essentially includes liberalization and deregulation of the domestic financial sector as well as liberalization of the capital account. As economies progressively integrate globally, pari passu the financial structures of markets and the world of finance change. Financial globalization cannot be considered a novel phenomenon. Trans-country capital movements are centuries old. The oil shock of 1973 and the collapse of the Bretton Woods system, both of these developments were momentous and were responsible for laying the foundation of the contemporary era of financial globalization. After the collapse of the Bretton Woods system, some middle-income developing economies began to liberalize and open up for greater capital mobility, while keeping an autonomous control over their monetary policy. Advances in IT and computer technology are cited as one of the most important factors driving and supporting financial globalization. Transnational corporations (TNCs) also helped in global financial integration. They expanded their networks by merging with or acquiring other national and international firms. The prime movers in financial globalization are governments, borrowers, investors, and financial institutions. Each one of these market participants propelled economies towards financial integration in a proactive manner. Financial globalization has caused dramatic changes in the structure of national and international capital markets. The most significant change in the capital markets was in the banking system, which went through a process of dis-intermediation. This was a market transformation of fundamental nature. Contagions and crises are the downsides of financial globalization. Economic and financial crises of the 1990s portend to the fact that financial globalization is not a win-win game, and that it can potentially lead to serious disorder and high cost in terms of bank failures, corporate bankruptcies, stock market turbulence, depletion of foreign exchange reserves, currency depreciation and increased fiscal burden. A unique characteristic of globalized financial markets is reversal of capital flows when market perception regarding the creditworthiness of the borrowing entity changes. Cross-country financial flows to the emerging market economies were low, at during the mid-1970s. They increased at a healthy clip during the decades of 1980s and 1990s, peaking in 1997. They suffered a sharp decline after that because of the Asian and Russian financial and economic crises. The composition of external capital underwent a dramatic transformation during this period. Official flows either stagnated or declined. As a result their relative significance in global capital flows dwindled. In their place, private capital flows became the major source of external finance for a good number of emerging market economies. FDI became an important and dependable source of finance for the emerging markets and other middle-income economies during the decade of the 1980s and 1990s. Portfolio investment in stocks and bond markets also increased substantially. Global institutional investors found this channel of investment functional and profitable. Mutual funds, insurance companies, and pension funds channeled large amounts through portfolio investment into the emerging market economies. As financial globalization progressed, presence of international financial intermediaries has expanded considerably. This applies more to international commercial banks than to investment banks, insurance companies and mutual funds. It is incorrect to say that their global expansion has been uniform because this has occurred unevenly. International bond issuance activity by emerging market economies recorded a sharp spurt in 1993. Emerging market economies began using ADRs and GDRs for raising capital from the global capital markets in 1990 in a small way.

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Belousov, S. "World Arms Market." World Economy and International Relations, no. 7 (2010): 91–101. http://dx.doi.org/10.20542/0131-2227-2010-7-91-101.

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In this article, the condition of world arms market, the role and the place of its leaders on it are evaluated. The world arms market, especially in the context of current financial and economical crisis, is exclusively important for the largest economies as a mechanism for their military-industrial complexes stabilization and critical technologies development.

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Ханлар гызы Ибрахимли, Айнур. "World experience in the field of money market formation." SCIENTIFIC WORK 65, no. 04 (April 21, 2021): 130–32. http://dx.doi.org/10.36719/2663-4619/65/130-132.

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The article examines the role of the money market in the local currency in the financial market, analyzes the prerequisites for the formation of the money market and the factors necessary for its development. The study examines both the ambitious policy reforms and the specifics of money market formation in the implementation of financial sector development plans and the solution of specific tasks for the development of money markets, the development of financial markets in developing and bordering countries. The main idea of the study is that the formation of stable and money markets is closely linked with the formation of a monetary policy regime based on a flexible exchange rate and the desire to reach a low and stable level. In other words, reforms aimed only at the development of money market rate policy, should take certain steps mechanisms, using projected interest rates and a relatively flexible exchange to achieve low and stable inflation rates. At the same time, the implementation of such a regime is unlikely to be successful without efforts to create appropriate money markets. Key words: financial system, national economy, money market, money market parameters, interest rate, world experience

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LUTSIV, Pavlo. "THE GLOBAL IMPACTS OF TRANSFORMATION ON WORLD CAPITAL MARKET." WORLD OF FINANCE, no. 4(53) (2017): 89–98. http://dx.doi.org/10.35774/sf2017.04.089.

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Introduction. The general feature of the modern theory of globalization is the interdependence of economies of countries of the world, which is based on the transformation of national economics into an integrated global world economy. Permanent transformations of world economic processes lead to corresponding changes in the distribution and redistribution of capital. Essential growth of amounts and quantities of ІPO-transactions is showing the high efficiency of the principal financial instrument which is IPO-market. Purpose. The investigation of condition of transformation process on international capital market, installation of tendencies in changing of dynamic of the activity on world IPO market. Results. The globalization of financial markets has a revolutionary effect not only forworld financial market, but also for international investors and borrows of capital. The theoretical concept of globalization of financial markets provides of elimination barriers between domestic and international financial markets. The modern world economy is characterized by three tendencies such as new convergence, cyclical interdependence and dissimilarity in distribution. The essence and forms of manifestation ofthe financiaiization ofthe economics are deployed which leads to an increase in the financial depth of the economy. The essence of the international capital market is complemented by the analysis of problems ofthe development of IPO-market. Conclusion. The international capital market is in a condition of constant renewal through the positive influence of globalization processes in the world economy. The consolidation of Western stock exchanges on the IPO-market is continuing, while stock exchanges are expanding in developing countries throughjoint initiatives and closer integration.

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Ragot, Xavier, and Ricardo Pinois. "Public debt and the world financial market." Revue de l'OFCE 164, no. 4 (2019): 165. http://dx.doi.org/10.3917/reof.164.0165.

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Johansson, Anders C. "China's financial market integration with the world." Journal of Chinese Economic and Business Studies 8, no. 3 (August 2010): 293–314. http://dx.doi.org/10.1080/14765284.2010.493642.

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Arestis, Philip, and Elias Karakitsos. "Financial Market Puzzles May Affect World Growth." Challenge 48, no. 6 (November 2005): 95–113. http://dx.doi.org/10.1080/05775132.2005.11034319.

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Rejnuš, O. "The present significance of commodity exchange trading in the conditions of the current world economy ." Agricultural Economics (Zemědělská ekonomika) 52, No. 11 (February 17, 2012): 497–502. http://dx.doi.org/10.17221/5056-agricecon.

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The paper discusses the importance of commodity exchange trading while placing a special emphasis on the increasingly close interconnection between commodity markets and financial instruments markets. The aim of the paper is to prove that at present, commodity markets cannot be seen as strictly separate from markets trading in financial instruments, as there are increasingly close links between the two, which effectively lead to the transfer of financial resources invested in the financial market into the real economy. The paper analyses the most significant ties that already exist between the commodities and financial investment instruments in the financial and capital market, as well as the links that are very likely to come into existence in the near future. In the concluding part, there is a summary of the reasons that will necessarily lead to a further world-wide development of commodity exchange trading and a prediction of the lines along which this development is likely to take place.

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Dissertations / Theses on the topic "World financial market"

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Cunha, Raphael C. "Financial Globalization & Democracy: Foreign Capital, Domestic Capital, and Political Uncertainty in the Emerging World." The Ohio State University, 2017. http://rave.ohiolink.edu/etdc/view?acc_num=osu149434486657801.

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Троян, Марія Юріївна, Мария Юрьевна Троян, Mariia Yuriivna Troian, and Т. А. Передерій. "Regulation international financial markets in the conditions of globalization." Thesis, Сумський державний університет, 2020. https://essuir.sumdu.edu.ua/handle/123456789/82840.

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Розкриваються питання регулювання міжнародних фінансових ринків в умовах глобалізації
Раскрываются вопросы регулирования международных финансовых рынков в условиях глобализации
Reveals the issues of regulation of international financial markets in the context of globalization

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Ramarimbahoaka, Dimbinirina. "Growth optimal portfolios and real world pricing." Thesis, Stellenbosch : Stellenbosch University, 2008. http://hdl.handle.net/10019.1/2209.

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Thesis (MSc (Mathematics))--Stellenbosch University, 2008.
In the Benchmark Approach to Finance, it has been shown that by taking the Growth Optimal Portfolio as numéraire, a candidate for a pricing derivatives formula under the real world probability can be given. This result allows us to price in an incomplete financial market model. The result comes from two different approaches. In the first approach we use the supermartingale property of portfolios in units of the benchmark portfolio which leads to the fact that an equivalent measure is not needed. In the second approach the numéraire property of the Growth Optimal Portfolio is used. The numéraire portfolio defines an equivalent martingale measure and by change of measure using the Radon-Nikodým derivative, a real world pricing formula is derived which is the same as the one given by the first approach stated above.

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Konderla, Michal. "Ocenění společnosti NEW WORLD Resoursces N.V." Master's thesis, Vysoká škola ekonomická v Praze, 2009. http://www.nusl.cz/ntk/nusl-10624.

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The goal of the thesis is to find out the value of the company New World Resources N. V. to date 31st of December 2008. In the beginning of the thesis is itroduced company profile, then is this thesis divided into four parts. In the introduction of each part are shortly characterized essential theoretical aspects, which are then used in practical application. The result of strategic analysis is prediction of sales. In the financial analysis there is interpreted financial health of the society. In the third part are estimated generators of values and then is arranged the financial plan, which is basis for the final valuation. Market value of the company is determinated by income approach, especially by the method of DCF Entity. This thesis includes also methods of market comparison.

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Оніщенко, В. В. "Державні банки на фінансовому ринку: узагальнення світового досвіду та вітчизняні реалії." Thesis, Українська академія банківської справи Національного банку України, 2011. http://essuir.sumdu.edu.ua/handle/123456789/62285.

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Зважаючи на зростаючий вплив іноземного капіталу та можливі негативні наслідки такої експансії, фінансовий сектор держави втрачає свою безпеку та незалежність. На нашу думку, одним з дієвих способів боротьби з такою ситуацією є зростання частки державних банків на ринку банківських послуг, які в такому випадку мають виступати гарантами стабільності в банківській системі, представниками уряду та підтримувати урядові програми, які часто є низькоприбутковими, а тому непривабливими для іноземного капіталу.

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Barnor, Joel A. "An analysis of the money market linkages between South Africa and selected major world economies." Thesis, Rhodes University, 2009. http://hdl.handle.net/10962/d1002690.

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Globalisation and financial liberalisation has increased the linkages across countries in recent times. The existence of money market links has important implications for both domestic monetary policy and for investment decisions. This study examines the linkages between South Africa’s money market and selected major international money markets. The objectives of the study are firstly to examine the links between the repo rate of South Africa and the central bank rates of the EU, Japan, UK and US. Secondly, is to compare the influence of domestic and foreign monetary policy decisions on South Africa’s money market. The third objective is to examine the long run relationship between the South African money market and the money markets of its major trading partners. Three estimation techniques are used to examine the different links. Principal components analysis, four tests of cointegration, and stationarity tests of the spreads/risk premium between South Africa’s interest rates and the interest rates of the other countries. All three techniques show that there is no long-run link between South Africa’s central bank rates and the central bank rates of the other countries. This shows that the repo rate does not depend on movements in other central bank rates. Domestic money market interest rates respond strongly to changes in the repo rate whilst showing no dependence on central bank rates of the other countries. This confirms the autonomy of the South African Reserve Bank in carrying out policy objectives. When the risk premium is accounted for under the third technique, evidence of integration is found. This indicates that the risk premium plays a crucial part in the level of integration between South Africa and the countries included in the study.

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Mumba, Mabvuto. "Analysis of volatility spillover effects between the South African, regional and world equity markets." Thesis, Rhodes University, 2011. http://hdl.handle.net/10962/d1002691.

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The current study examines the extent and magnitude by which global and regional shocks are transmitted to the volatility of returns in the stock markets of South Africa, Egypt, Nigeria, Botswana, Mauritius and Egypt. This is done so as to make inferences on the level of the domestic market‟s integration into the regional and world capital markets. By applying multivariate and univariate GARCH models, using weekly data from June 1995 to May 2010, the main empirical findings are threefold. Firstly, the volatility analytical framework finds statistically significant and time-varying volatility spillover effects from the regional and global markets to the South African market. Global shocks are generally stronger and account for up to 23.9 percent of the volatility of South Africa‟s equity market compared to weaker regional factors which account for less than 1 percent of domestic variance. Only in countries with strong bilateral trade and economic links with South Africa, such as Botswana and Namibia, is it found that regional factors are more dominant than global factors for domestic volatility. Compared to the other African markets, the joint influence of foreign shocks on domestic volatility is highest in South Africa and Egypt, two of Africa‟s largest and most developed markets. The results further demonstrate that for all the African markets the explanatory power of both regional and global factors for domestic volatility is not constant over time and tends to increase during turbulent market periods. Secondly, the analysis of the determinants of South frica‟s second moment linkages with the global market suggests that the volatility of the exchange rate plays a cardinal role in influencing the magnitude by which global shocks affect domestic volatility. The increased global integration in the second moments cannot be attributed to either increased trade integration, convergence in inflation rates or to convergence in interest rates between South Africa and the global markets. Lastly, tests were conducted to examine whether there have been contagion effects from the regional and global markets to South Africa from the 1997 Asian crisis and the 2007/8 global financial crisis. The results show no evidence of contagion during either the East Asian currency crisis or the recent global financial crisis to South Africa, while some African markets, such as Egypt, Mauritius and Botswana, exhibit contagion effects from either crisis. Overall, the empirical findings generally support the view that African markets are segmented both at the regional and global levels as domestic volatility is more influenced by local idiosyncratic shocks (the proportion not attributable to either global and regional factors). However, the volatility of South Africa, and to a lesser extent Egypt, remains relatively more open to global influence. This implies that the potential for gains from international portfolio diversification and the scope for success of policies aimed at the stabilisation of equity markets in these markets exist.

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Посохов, Ігор Михайлович, and В. С. Золенко. "Роль фінансової глобалізації у розвитку світового фінансового ринку." Thesis, Фенікс, 2019. http://repository.kpi.kharkov.ua/handle/KhPI-Press/45170.

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Розглянуто сутність, особливості, форми, напрями та основні рушійні сили фінансової глобалізації, динаміку зовнішнього державного та гарантованого державою боргу України. Виокремлено недоліки фінансової глобалізації.
The essence, features, forms, directions and main driving forces of financial globalization, dynamics of external state and guaranteed by the state of Ukraine's debt are considered. The disadvantages of financial globalization are highlighted.

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Waldenström, Daniel. "Essays in historical finance." Doctoral thesis, Handelshögskolan i Stockholm, Institutionen för Nationalekonomi, 2003. http://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-562.

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This dissertation concentrates on the interplay between politics and financial markets using various empirical tools applied on historical financial statistics. The first essay examines the effect of stock transaction taxation on trading activity and asset prices, specifically focusing on the case of early 20th century Sweden. The main finding is that the tax substantially reduced trading as well as the level of asset prices. In the second essay, modern ex post historical writing is contrasted with the ex ante views of contemporaries which are estimated from historical price data. The specific case study is the events around World War II related to the Nordic countries and Germany. The comparisons point out considerable differences between the assessments of historical events in the ex post and ex ante approaches. The third essay is an empirical study of price controls on asset price movements and how these controls affect asset returns. The study finds that the controls have large significant effects which even may influence estimates of the long-run equity premium. Altogether, this raises concerns about the use of century-long series of asset returns without correcting for the impact of institutional variation and market constraints. Finally, the fourth essay examines the growth effects of international financial liberalization and integration using a large country- industry sample from the 1980s. The main result is that industries highly dependent on external financing do not experience higher value added growth in countries with liberalized financial markets. Liberalization does, however, increase the growth rates of both output and firm creation among externally dependent industries. These results are consistent both with increased competition and increased outsourcing.

Diss. (sammanfattning) Stockholm : Handelshögskolan, 2003

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Buckberg, Elaine Karen. "Developing countries in world financial markets : studies of emerging stock markets, direct investment, and debt." Thesis, Massachusetts Institute of Technology, 1993. http://hdl.handle.net/1721.1/12600.

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Books on the topic "World financial market"

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International Monetary Fund. 1992 World Econ. & Financial Surveys, Private Market Financing... Dec 1992. Washington, D.C.: International Monetary Fund, 1992. http://dx.doi.org/10.5089/9781451940053.083.

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International Monetary Fund. 1993 World Econ. & Financial Surveys, Private Market Financing... Dec 1993. Washington, D.C.: International Monetary Fund, 1993. http://dx.doi.org/10.5089/9781451940084.083.

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City within a state: A portrait of Britain's financial world. London: I.B. Tauris, 1987.

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Financial markets, money, and the real world. Cheltenham, UK: Edward Elgar, 2002.

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Associated Chambers of Commerce & Industry of India. Qualified institutional placement (QIP): The flavour of Indian corporate world. New Delhi: The Associated Chambers of Commerce and Industry of India, 2010.

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Interest rates, the markets, and the new financial world. New York: Times Books, 1986.

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Interest rates, the markets, and the new financial world. London: Tauris, 1986.

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The little book of currency trading: How to make big profits in the world of forex. Hoboken, N.J: John Wiley & Sons, 2011.

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Zevin, Robert Brooke. Are world financial markets more open?: If so why and with what effects? Helsinki, Finland: WIDER, 1989.

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Fund, International Monetary. World economic outlook and international capital markets: Interim assessment : update - financial turbulence and the world economy. Washington, D.C: International Monetary Fund, 1998.

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Book chapters on the topic "World financial market"

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Szepanski, Achim. "Capital and the World Market." In Financial Capital in the 21st Century, 269–312. Cham: Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-030-93151-3_9.

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Starikov, Alexander. "Adaption of World Experience in Insider Dealing Regulation to the Specifity of the Russian Market." In Market Risk and Financial Markets Modeling, 219–28. Berlin, Heidelberg: Springer Berlin Heidelberg, 2012. http://dx.doi.org/10.1007/978-3-642-27931-7_20.

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Solberg, Ronald L. "Developing Country Creditworthiness and Financial Market Innovation." In Economic Development and World Debt, 167–80. London: Palgrave Macmillan UK, 1989. http://dx.doi.org/10.1007/978-1-349-20044-3_14.

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Underhill, Geoffrey R. D. "The Making of the European Financial Area: Global Market Integration and the EU Single Market for Financial Services." In The New World Order in International Finance, 101–23. London: Palgrave Macmillan UK, 1997. http://dx.doi.org/10.1007/978-1-349-25315-9_5.

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Dwyer, Jennifer Holt. "The Dynamics of Financial Market Reform in Japan, 1975–95." In The New World Order in International Finance, 195–221. London: Palgrave Macmillan UK, 1997. http://dx.doi.org/10.1007/978-1-349-25315-9_9.

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Bordo, Michael D. "Financial Crises, Banking Crises, Stock Market Crashes and the Money Supply: Some International Evidence, 1870–1933." In Financial Crises and the World Banking System, 190–264. London: Palgrave Macmillan UK, 1986. http://dx.doi.org/10.1007/978-1-349-06788-6_7.

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Pizzutto, Giorgio. "The Money Market After World War II: Securitization and the Role of Dealers." In The US Financial System and its Crises, 103–34. Cham: Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-14489-0_6.

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Mc Morrow, Kieran, and Werner Roeger. "Policy Response: How Can the EU and the World as a Whole Effectively Deal with the Challenges of Ageing?" In The Economic and Financial Market Consequences of Global Ageing, 109–40. Berlin, Heidelberg: Springer Berlin Heidelberg, 2004. http://dx.doi.org/10.1007/978-3-540-24821-7_5.

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Ben-Shahar, Danny, and Jacob Warszawski. "Partly Cloudy to Clear: The Israeli Economy and the Local Housing Market under the Storm of the World Financial Crisis." In Global Housing Markets, 535–56. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2015. http://dx.doi.org/10.1002/9781119200505.ch24.

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Chen, Chung-Chi, Hen-Hsen Huang, and Hsin-Hsi Chen. "FinTech Applications." In From Opinion Mining to Financial Argument Mining, 73–87. Singapore: Springer Singapore, 2021. http://dx.doi.org/10.1007/978-981-16-2881-8_6.

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AbstractThe Financial Stability Board defines financial technology (FinTech) as “technology-enabled innovation in financial services.” At the 2015 World Economic Forum, experts proposed a taxonomy for financial services that can be classified into six major categories: payments, deposits and lending, market provisioning, capital raising, insurance, and investment management. Because financial opinion mining can be applied to many listed services, we survey various cases in this chapter and show that financial opinion mining is useful and crucial in many financial application scenarios.

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Conference papers on the topic "World financial market"

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Kuznetsova, Natalia, Zhanna Pisarenko, and Liudmila Lobanova. "FINANCIAL CONGLOMERATE IDENTIFICATION BY FINANCIAL MARKETS REGULATORS: CASE OF DEVELOPED AND EMERGING MARKET ECONOMIES." In Business and Management 2018. VGTU Technika, 2018. http://dx.doi.org/10.3846/bm.2018.49.

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The paper examines financial conglomerates as an innovative form of integration from different sec-tors of the world financial market. The authors reveal their features, advantages and risks. The goal of the paper is an empirical cross-country analysis of financial conglomerate identification by finan-cial markets regulators. There is no common approach to such a consolidated entity as financial con-glomerate among both researchers and regulators. The blurring of the dividing lines between financial sectors is of great importance too. The development of a conceptual apparatus, the theory and anal-ysis of a financial conglomerate has become of considerable importance.

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Jiang, Jijiao, and Jingwen Zhang. "Investor Sentiment in the Financial Market with Small World Networks." In 2008 4th International Conference on Wireless Communications, Networking and Mobile Computing (WiCOM). IEEE, 2008. http://dx.doi.org/10.1109/wicom.2008.2290.

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Wang, Guoxun, Guangli Nie, Peng Zhang, and Yong Shi. "Personal Financial Market Segmentation Based on Clustering Ensembles." In 2009 WRI World Congress on Computer Science and Information Engineering. IEEE, 2009. http://dx.doi.org/10.1109/csie.2009.741.

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Sorici (Zlati), Monica-Laura, Veronica Grosu, Cristina-Gabriela Cosmulese, and Marian Socoliuc. "Adjusting Financial Reporting in the Perspective of Transferring Financial Transactions to the Cryptocurrency Market." In World Lumen Congress 2021, May 26-30, 2021, Iasi, Romania. LUMEN Publishing House, 2022. http://dx.doi.org/10.18662/wlc2021/60.

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The regulation of the cryptocurrency market is becoming an increasingly debated topic in the context of the transition to the digital economy and the health security procedures adopted by the authorities in this period dominated by the pandemic and economic crisis. In this context, we propose a prospective analysis of the effects of legislative regulation and the shift to the cryptocurrency market as a unit supporting digitization. The methods and procedures used in the analysis aim to obtain the staging of the interaction between the accounting system and the cryptocurrency trading processes. Thus, we will address the issue of the digital economy and the effects produced by it, and the result of this approach will be to identify viable solutions that will prevent certain effects on financial reporting and limit tax evasion or other money laundering techniques as a result of the widespread transition to this trading system. The results obtained will be useful to economic decision-makers and tax authorities concerned with these aspects of economic development.

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Uslu, Kamil, and Mustafa Batuhan Tufaner. "Effects of the Theory of Regulation on Financial Crisis." In International Conference on Eurasian Economies. Eurasian Economists Association, 2015. http://dx.doi.org/10.36880/c06.01369.

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The role of the financial sector in the financial crisis occurring in the world economy and market failures throughout history, has brought the debate over financial regulation. Systemic risk cases, which plays a major role in the occurrence of the financial crisis, to ensure efficiency and stability of financial markets has revealed the need for regulations. The aim of this study is to evaluate how the impact of the financial crisis on the regulation theory. Financial crisis, leading to market failures, moral hazard problems and rent-seeking activities, economic and social structure has created negative. In this context, the pre-crisis and post-crisis regulatory measures can be taken, it is possible to say that the country would have a positive effect on macroeconomic fundamentals.

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Kuznetsova, Natalia, and Zhanna Pisarenko. "Financial convergence at the world financial market: pension funds and insurance entities prospects: case of China, EU, USA." In Contemporary Issues in Business, Management and Economics Engineering. Vilnius Gediminas Technical University, 2019. http://dx.doi.org/10.3846/cibmee.2019.037.

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Purpose − to find whether large international institutional investors regardless of their country of origin due to the influence of external factors demonstrate convergence on some basic performance indicators. Research methodology is based on testing the set of selected entities for sigma convergence. The paper presents an empirical analysis of financial convergence for autonomous pension funds and insurance corporations of China, the EU and the USA. Findings − the insurance segment of the world financial market is more converged; however, current pension reforms in many countries is supposed to and must unify the requirements for both market segments and will lead to even greater convergence between pension funds and insurance corporations. Practical implications − results of the research are another step towards understanding the convergence processes, which are an objective trajectory for the development of the modern global financial market. Originality/Value − found intersegment convergence of pension and insurance entities, which needs further research.

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Zou, Peng, and Guofeng Li. "HOW EMERGING MARKET INVESTORS VALUE COMPETITORS’ BRAND EQUITY: A STUDY ON THE SPILLOVER OF BRAND CRISIS IN CHINA’S FINANCIAL MARKET." In Bridging Asia and the World: Globalization of Marketing & Management Theory and Practice. Global Alliance of Marketing & Management Associations, 2014. http://dx.doi.org/10.15444/gmc2014.05.05.01.

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Kovaleva, Elena, Artem Seminog, and Margarita Mkhitaryan. "Features of the Development of the World Oil Market in Conditions of Coronavirus Pandemic." In 8th International Conference on Contemporary Problems in the Development of Economic, Financial and Credit Systems (DEFCS 2020). Paris, France: Atlantis Press, 2020. http://dx.doi.org/10.2991/aebmr.k.201215.027.

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Heliodoro, Paula, Rui Dias, Paulo Alexandre, and Maria Manuel. "THE IMPACT OF THE COVID-19 ON THE FINANCIAL MARKETS: EVIDENCE FROM G7." In Fourth International Scientific Conference ITEMA Recent Advances in Information Technology, Tourism, Economics, Management and Agriculture. Association of Economists and Managers of the Balkans, Belgrade, Serbia, 2020. http://dx.doi.org/10.31410/itema.2020.103.

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This essay aims to analyse the impact of the 2020 global pandemic on the stock indexes of France (CAC 40), Germany (DAX 30), USA (DOW JONES), United Kingdom (FTSE 100), Italy (FTSE MID), Japan (Nikkei 225) and Canada (TSX 300), from January 2018 to June 2020, with the sample being divided into two sub periods: first sub period from January 2018 to August 2019 (Pre-Covid); second period from September 2019 to June 2020 (Covid-19). In order to carry out this analysis, different approaches were taken in order to analyse whether: (i) the global pandemic (Covid-19) increased the persistence of the G7 financial markets? In the Pre-Covid period, we can verify the presence of long memories in the Canadian market (TSX), while the markets in France (CAC 40) and Italy (FTSE MID) show signs of balance, since the random walk hypothesis was not rejected. The German (DAX 30), USA (DJI), United Kingdom (FTSE 100) and Japan (NIKKEI 225) markets have anti-persistence (0 <α <0.5). In period II, the Covid-19-time scale is contained, and we verified the presence of significant long memories, except for the US stock index (0.49). These findings make it possible to show that the assumption of the market efficiency hypothesis may be called into question, because these markets are predictable, which validate the research question. The results of the pDCCA correlation coefficients, in the Pre-Covid period, show 14 pairs of median markets (0.333 → ≌ 0.666). We can also see 7 pairs of markets with strong correlation coefficients (0.666 → ≌ 1,000), showing that these markets have a tendency towards integration, this evidence may call into question the hypothesis of portfolio diversification. In period II (Covid-19) the λ_DCCA correlation coefficients have 7 strong market pairs (0.666 → ≌ 1,000), 5 pairs have weak pDCCA coefficient (0.000 → ≌ 0.333), 5 market pairs show anti-correlation (-1.000 → ≌ 0.000), and 4 market pairs show median coefficients (pDCCA) (0.333 → ≌ 0.666) (out of 21 possible). When compared to the previous subperiod, we found that the majority of the pDCCAs decreased, which shows that the markets have decreased their integration, making it possible to diversify portfolios in certain markets, especially in the Japanese market (NIKKEI 225). These conclusions open space for market regulators to take measures to ensure better informational information, in the stock markets, in the 7 most advanced economies in the world.

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Vernaz, N., G. Cohen, C. Combescure, B. Ledergerber, and A. Calmy. "P6.24 The financial incentive to market secondary patent of ritonavir and lopinavir/ritonavir." In STI and HIV World Congress Abstracts, July 9–12 2017, Rio de Janeiro, Brazil. BMJ Publishing Group Ltd, 2017. http://dx.doi.org/10.1136/sextrans-2017-053264.675.

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Reports on the topic "World financial market"

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Soloviev, Vladimir, Victoria Solovieva, Anna Tuliakova, Alexey Hostryk, and Lukáš Pichl. Complex networks theory and precursors of financial crashes. [б. в.], October 2020. http://dx.doi.org/10.31812/123456789/4119.

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Based on the network paradigm of complexity in the work, a systematic analysis of the dynamics of the largest stock markets in the world and cryptocurrency market has been carried out. According to the algorithms of the visibility graph and recurrence plot, the daily values of stock and crypto indices are converted into a networks and multiplex networks, the spectral and topological properties of which are sensitive to the critical and crisis phenomena of the studied complex systems. This work is the first to investigate the network properties of the crypto index CCI30 and the multiplex network of key cryptocurrencies. It is shown that some of the spectral and topological characteristics can serve as measures of the complexity of the stock and crypto market, and their specific behaviour in the pre-crisis period is used as indicators- precursors of critical phenomena.

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Soloviev, Vladimir, Andrii Bielinskyi, Oleksandr Serdyuk, Victoria Solovieva, and Serhiy Semerikov. Lyapunov Exponents as Indicators of the Stock Market Crashes. [б. в.], November 2020. http://dx.doi.org/10.31812/123456789/4131.

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The frequent financial critical states that occur in our world, during many centuries have attracted scientists from different areas. The impact of similar fluctuations continues to have a huge impact on the world economy, causing instability in it concerning normal and natural disturbances [1]. The an- ticipation, prediction, and identification of such phenomena remain a huge chal- lenge. To be able to prevent such critical events, we focus our research on the chaotic properties of the stock market indices. During the discussion of the re- cent papers that have been devoted to the chaotic behavior and complexity in the financial system, we find that the Largest Lyapunov exponent and the spec- trum of Lyapunov exponents can be evaluated to determine whether the system is completely deterministic, or chaotic. Accordingly, we give a theoretical background on the method for Lyapunov exponents estimation, specifically, we followed the methods proposed by J. P. Eckmann and Sano-Sawada to compute the spectrum of Lyapunov exponents. With Rosenstein’s algorithm, we com- pute only the Largest (Maximal) Lyapunov exponents from an experimental time series, and we consider one of the measures from recurrence quantification analysis that in a similar way as the Largest Lyapunov exponent detects highly non-monotonic behavior. Along with the theoretical material, we present the empirical results which evidence that chaos theory and theory of complexity have a powerful toolkit for construction of indicators-precursors of crisis events in financial markets.

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Farmer, Roger E. A., Carine Nourry, and Alain Venditti. The Inefficient Markets Hypothesis: Why Financial Markets Do Not Work Well in the Real World. Cambridge, MA: National Bureau of Economic Research, December 2012. http://dx.doi.org/10.3386/w18647.

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Soloviev, Vladimir N., Andrii O. Bielinskyi, and Natalia A. Kharadzjan. Coverage of the Coronavirus Pandemic through Entropy Measures. CEUR Workshop Proceedings, March 2021. http://dx.doi.org/10.31812/123456789/4427.

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The rapidly evolving coronavirus pandemic brings a devastating effect on the entire world and its economy as awhole. Further instability related to COVID-19will negatively affect not only on companies and financial markets, but also on traders and investors that have been interested in saving their investment, minimizing risks, and making decisions such as how to manage their resources, how much to consume and save, when to buy or sell stocks, etc., and these decisions depend on the expectation of when to expect next critical change. Trying to help people in their subsequent decisions, we demonstrate the possibility of constructing indicators of critical and crash phenomena on the example of Bitcoin market crashes for further demonstration of their efficiency on the crash that is related to the coronavirus pandemic. For this purpose, the methods of the theory of complex systems have been used. Since the theory of complex systems has quite an extensive toolkit for exploring the nonlinear complex system, we take a look at the application of the concept of entropy in finance and use this concept to construct 6 effective entropy measures: Shannon entropy, Approximate entropy, Permutation entropy, and 3 Recurrence based entropies. We provide computational results that prove that these indicators could have been used to identify the beginning of the crash and predict the future course of events associated with the current pandemic.

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Hassan, Tarek A., Jesse Schreger, Markus Schwedeler, and Ahmed Tahoun. Country Risk. Institute for New Economic Thinking Working Paper Series, March 2021. http://dx.doi.org/10.36687/inetwp157.

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We construct new measures of country risk and sentiment as perceived by global investors and executives using textual analysis of the quarterly earnings calls of publicly listed firms around the world. Our quarterly measures cover 45 countries from 2002-2020. We use our measures to provide a novel characterization of country risk and to provide a harmonized definition of crises. We demonstrate that elevated perceptions of a country's riskiness are associated with significant falls in local asset prices and capital outflows, even after global financial conditions are controlled for. Increases in country risk are associated with reductions in firm-level investment and employment. We also show direct evidence of a novel type of contagion, where foreign risk is transmitted across borders through firm-level exposures. Exposed firms suffer falling market valuations and significantly retrench their hiring and investment in response to crises abroad. Finally, we provide direct evidence that heterogeneous currency loadings on global risk help explain the cross-country pattern of interest rates and currency risk premia.

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Vestergaard, Jakob, and Daniela Gabor. Central Banks Caught Between Market Liquidity and Fiscal Disciplining: A Money View Perspective on Collateral Policy. Institute for New Economic Thinking Working Paper Series, December 2021. http://dx.doi.org/10.36687/inetwp170.

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Despite much attention to unconventional monetary policies after the financial crisis, the collateral policies of central banks are rarely discussed. And when they are, the haircuts applied to assets pledged to access central bank liquidity tend not to be analyzed. An exception to these trends is the recent work by Nyborg (2017), who argues that the collateral policies adopted by the European Central Bank (ECB) aggravated the sovereign debt crisis and put the survival of the euro at risk. Taking our point of departure in the money view literature (Mehrling 2011), we argue however that Nyborg’s critique of the ECB’s crisis response is misguided and that his proposal to deepen and reinforce the ECBs role in the fiscal disciplining of member states would be procyclical and destabilizing. Through our analysis of Nyborg’s work and the ECBs crisis response, we identify core principles for countercyclical collateral policies suitable for market-based financial systems.

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Carrasquilla-Barrera, Alberto, Arturo José Galindo-Andrade, Gerardo Hernández-Correa, Ana Fernanda Maiguashca-Olano, Carolina Soto, Roberto Steiner-Sampedro, and Juan José Echavarría-Soto. Report of the Board of Directors to the Congress of Colombia - July 2020. Banco de la República de Colombia, February 2021. http://dx.doi.org/10.32468/inf-jun-dir-con-rep-eng.07-2020.

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In Colombia, as well as in the rest of the world, the Covid-19 pandemic has seriously damaged the health and well-being of the people. In order to limit the damage, local and national authorities have had to order large sectors of the population to be confined at their homes for long periods of time. An inevitable consequence of isolation has been the collapse of economic activity, expenditure, and employment, a phenomenon that has hit many countries of the world affected by the disease. It is an unprecedented crisis in modern times, not so much for its intensity (which is undoubtedly immense), but because its origin is not economic. That is what makes it so unpredictable and difficult to manage. Naturally, its economic consequences are enormous. Governments and central banks from all over the world are struggling to mitigate them, but the final solution is not in the hands of the economic authorities. Only science can provide a way out. In the meantime, the economic indicators in Colombia and in the rest of the world cause concern. The output falls, the massive loss of jobs, and the closure of businesses of all sizes have become daily news. Added to this, there is the deterioration in global financial conditions and the increase in the risk indicators. Financial volatility has increased and stock indexes have fallen. In the face of the lower global demand, export prices of raw materials have fallen, affecting the terms of trade for producing countries. Workers’ remittances have declined due to the increase of unemployment in developed countries. This crisis has also generated a strong reduction of global trade of goods and services, and effects on the global value chains. Central banks around the world have reacted decisively and quickly with strong liquidity injections and significant cuts to their interest rates. By mid-July, such determined response had succeeded to revert much of the initial deterioration in global financial conditions. The stock exchanges stopped their fall, and showed significant recovery in several countries. Risk premia, which at the beginning of the crisis took an unusual leap, recorded substantial corrections. Something similar happened with the volatility indexes of global financial markets, which exhibited significant improvement. Flexibilization of confinement measures in some economies, broad global liquidity, and fiscal policy measures have also contributed to improve global external financial conditions, albeit with indicators that still do not return to their pre-Covid levels.

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Avellán, Leopoldo, Claudia Calderón, Giulia Lotti, and Z’leste Wanner. Knowledge for Development: the IDB's Impact in the Region. Inter-American Development Bank, July 2021. http://dx.doi.org/10.18235/0003387.

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By analyzing a novel dataset on publications by the Inter-American Development Bank (IDB), we shed light on the extent to which the knowledge production of a multilateral development bank can reach its beneficiaries. We find that IDB publications are downloaded mostly in the American continent, with Colombia, Peru, Mexico and the United States leading the ranking. Moreover, during the COVID-19 pandemic downloads of IDB publications increased, both in the world and in Latin America and the Caribbean. Some characteristics of publications are significantly associated with higher numbers of downloads, such as the language of publications: documents in at least two languages or in Spanish only are downloaded more often than documents in English only, suggesting that it is important to disseminate research in the language of the targeted audience. As for the online discussion on the IDB, we find that mentions of the IDB touch different sectors important for development (especially modernization of the state, health, labor markets and financial markets), they increase when a document is published, and also when a loan is approved.

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Thompson, Stephen, Brigitte Rohwerder, and Clement Arockiasamy. Freedom of Religious Belief and People with Disabilities: Evidence from India. Institute of Development Studies (IDS), June 2021. http://dx.doi.org/10.19088/creid.2021.004.

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Around the world, people with disabilities can be the most marginalised in society. Having a disability and being a member of a religious minority or an excluded social group can compound the reasons why some people find themselves on the outskirts of social systems which normally provide financial and moral support and a sense of identity and belonging. A recent study from India found that identity markers such as religion, caste and gender can exacerbate the exclusion already experienced by people with disabilities. Taking deliberate steps to strengthen the social inclusion of people with disabilities who also come from minority religious groups and socioeconomically marginalised backgrounds can help them fulfil their potential to fully and effectively participle in society on an equal basis with others, and strengthen community ties, making the society in which they live more inclusive.

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Leach, Roland M., Mark Pines, Carol V. Gay, and Shmuel Hurwitz. In vivo and in vitro Chondrocyte Metabolism in Relationship to the Developemnt of Tibial Dyschondroplasia in Broiler Chickens. United States Department of Agriculture, July 1993. http://dx.doi.org/10.32747/1993.7568090.bard.

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Skeletal deformities are a significant financial and welfare problem for the world poultry industry. Tibial dyschondroplasia (TD) is the most prevalent skeletal abnormality found in young broilers, turkeys and ducks. Tibial dyschondroplasia results from a perturbation of the sequence of events in the epiphyseal growth plate, the tissue responsible for longitudinal bone growth. The purpose of this investigation was to test the hypothesis that TD was the result of a failure of growth plate chondrocytes to differentiate and express the chemotactic molecules required for cartilage vascularization. In this investigation in situ hybridization and immunocytochemical techniques were used to study chondrocyte gene products associated with cartilage maturation and vascularization such as osteopontin, osteonectin, type X collagen, and alkaline phosphatase. All markers were present in the growth plate tissue anter or to the TD lesion but were greatly diminished in the TD lesion. Thus, rather than not acquiring the markers for hypertrophy, it appears that the growth plate chondrocytes reach a certain stage of hypertrophy and then de-differentiate into cells which resemble chondrocytes in the prehypertrophic zone. Similar patterns were observed in all TD tissues examined whether the lesions were spontaneous or induced by dietary treatments or genetic selection. The decrease in gene expression can at least be partially explained by the fact that many of the dysplastic chondrocytes show classic signs of apoptosis. These results provide an explanation for the observation that a variety of genes show reduced expression in the TD lesion when examined by in situ hybridization. This would suggest that future research should focus on the earliest detectable stages in the development of TD and examine endocrine and autocrine factors which cause chondrocytes to de-differentiate and undergo premature apoptosis.

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