Gotowe bibliografie tematyczne / Money market

Gotowa bibliografia na temat „Money market”

Autor: Grafiati
Data publikacji: 4 czerwca 2021
Data aktualizacji: 29 lipca 2024

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Artykuły w czasopismach na temat "Money market"

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Ханлар гызы Ибрахимли, Айнур. "World experience in the field of money market formation". SCIENTIFIC WORK 65, nr 04 (21.04.2021): 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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Gogohiya, D. "Money and Market". Voprosy Ekonomiki, nr 1 (20.01.2012): 127–41. http://dx.doi.org/10.32609/0042-8736-2012-1-127-141.

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Origins and functions of money, its formative role for emergence and performance of market economy are considered. Money is interpreted as a socially accepted form of wealth which role is to neutralize the impact of differences in liquidity and maintenance costs among traded goods on pricing. This approach is compared to those of classical, neoclassical and institutional economics. Rival theories of money origins are used as a background to assess controversies over contemporary fractional reserve banking. The author discusses measures aimed at preserving value of money deposits, while keeping bank credits at a moderate level.
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Bartolini, Leonardo, R. Spence Hilton i Alessandro Prati. "Money Market Integration". IMF Working Papers 06, nr 207 (2006): 1. http://dx.doi.org/10.5089/9781451864670.001.

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BARTOLINI, LEONARDO, SPENCE HILTON i ALESSANDRO PRATI. "Money Market Integration". Journal of Money, Credit and Banking 40, nr 1 (luty 2008): 193–213. http://dx.doi.org/10.1111/j.1538-4616.2008.00109.x.

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Goetzmann, William N., Luc Renneboog i Christophe Spaenjers. "Art and Money". American Economic Review 101, nr 3 (1.05.2011): 222–26. http://dx.doi.org/10.1257/aer.101.3.222.

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This paper investigates the impact of equity markets and top incomes on art prices. Using a newly constructed art market index, we demonstrate that equity market returns have had a significant impact on the price level in the art market over the last two centuries. We also find evidence that an increase in income inequality may lead to higher prices for art. Finally, the results of Johansen's cointegration tests strongly suggest the existence of a long-run relation between top incomes and art prices.
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Emenike, Kalu O. "Volatility transmission between money and stock markets: Evidence from a developing financial market". Journal of Economic and Financial Sciences 9, nr 1 (18.12.2017): 244–55. http://dx.doi.org/10.4102/jef.v9i1.40.

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The direction and intensity of volatility transmission between the money and stock markets are important for portfolio selection and diversification, optimal hedging strategy, financial market regulation, and risk management. The purpose of this paper therefore is to examine the nature of volatility transmission between money and stock markets in a developing economy using Nigeria data. The results of the bivariate BEKK-GARCH (1,1) model show strong evidence of ARCH and GARCH effects for both the money and stock markets returns. The results also suggest unidirectional shock transmission from the stock market to the money but not otherwise. Further, the results indicate evidence of a unidirectional volatility transmission from the stock market to the money market. The findings of this study have implications for portfolio selection and diversification as well as financial market regulation.
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Batubara, Maryam, Purnama Ramadani Silalahi , Muhammad Al Fazri, Aulia Monica i Sakinah Sakinah. "Pasar Uang Berdasarkan Prinsip Syariah di Indonesia". VISA: Journal of Vision and Ideas 2, nr 1 (7.02.2022): 110–18. http://dx.doi.org/10.47467/visa.v2i1.952.

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The money market is a gathering place between parties who have excess assets and individuals who experience a lack of assets, the system is by exchanging temporary assets into certain assets with developments in less than one year. In the money market, the application actually involves revenue to create profit. Therefore, progress is needed in the exchange of currency markets using the Qur'an and Hadith as a premise. Also currently there is a sharia money market and has received the legitimacy of the National Sharia Council (DSN) fatwa No. 37 concerning the interbank money market with sharia standards as an answer to the need for exchange rates, especially for Muslim community groups. Keywords: Money market, Islamic money market, DSN-MUI fatwa.
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Batubara, Maryam, Purnama Ramadani Silalahi , Muhammad Al Fazri, Aulia Monica i Sakinah Sakinah. "Pasar Uang Berdasarkan Prinsip Syariah di Indonesia". VISA: Journal of Vision and Ideas 2, nr 2 (7.02.2022): 110–18. http://dx.doi.org/10.47467/visa.v2i2.952.

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The money market is a gathering place between parties who have excess assets and individuals who experience a lack of assets, the system is by exchanging temporary assets into certain assets with developments in less than one year. In the money market, the application actually involves revenue to create profit. Therefore, progress is needed in the exchange of currency markets using the Qur'an and Hadith as a premise. Also currently there is a sharia money market and has received the legitimacy of the National Sharia Council (DSN) fatwa No. 37 concerning the interbank money market with sharia standards as an answer to the need for exchange rates, especially for Muslim community groups. Keywords: Money market, Islamic money market, DSN-MUI fatwa.
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Sissoko, Carolyn. "How to stabilize the banking system: lessons from the pre-1914 London money market". Financial History Review 23, nr 1 (21.03.2016): 1–20. http://dx.doi.org/10.1017/s0968565016000020.

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This article argues that the British financial system in the era prior to World War I provides modern policymakers with a successful model of how to stabilize the banking system. This model had two components: incentives were structured to ensure that all banks that originated or traded assets on the money market sought only to trade in high-quality assets; and macro-prudential regulation promoted the segregation of money markets from capital markets, monitored the growth of money market credit, and restricted trade on the money market in assets issued by entities and sectors whose money market liabilities were growing so fast that the most reasonable explanation was that the money market was being used to finance longer-term investment. These facts indicate that policymakers can successfully stabilize the banking system through a combination of structural reform and regulation of the growth of credit.
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Dr.S., Kanthimathinathan. "A Study on Indian Money Market, Capital Market and Banking Legislations". International Journal of Research in Arts and Science 3, Special Issue, 2017 (31.05.2017): 21–25. http://dx.doi.org/10.9756/ijras.8152.

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Rozprawy doktorskie na temat "Money market"

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Schnadt, Norbert. "Alternative monetary regimes : are they operational?" Master's thesis, University of Cape Town, 1990. http://hdl.handle.net/11427/15977.

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Bibliography: pages 77-82.
Although the proposed alternative monetary regimes have received critical attention from White (1984), McCallum (1985), O' Driscoll ( 1987) and Hoover ( 1988), we are not aware of any systematic and coherent critical appraisal. The main motivation for this paper is that neither the originators nor the critics seem thus far to have provided satisfactory treatments of the 'operationality' of the above proposals. Considering that most of the proposed payments systems are forwarded as potential alternatives to existing fiat currency systems, this is a serious shortcoming. For each proposed payments system that this paper considers, the analytical method which is adopted for this objective is as follows: (I) The institutional arrangements defining the proposed payments system are specified. (II) This payments system is then embedded in an economy in which pricing decisions are made by agents in decentralised markets.
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Nie, Jing. "Three essays on the empirical market microstructure of money market derivatives". Thesis, Durham University, 2016. http://etheses.dur.ac.uk/11614/.

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This thesis is the first directly to study the entire limit order book of a large market. Herein, I conduct a population study on the microstructure of the Eurodollar future market, to my knowledge this is a) the first study of its type and b) the largest microstructure study ever conducted. I will build a data-drive model that incorporates information from the entire population of quotes updates and transactions on this type of future market. This thesis aims to provide a comprehensive understanding of the market microstructure on money market derivatives and the impact of high-speed algorithmic trading activity on the market characteristics and quality. I apply a broad battery of market volatility and liquidity measurements, and gauge the proportion of high-frequency algorithmic traders in the market. This thesis provides a standard asymmetric information based theoretical model to predict the relation on the term structure of Eurodollar future contracts. The prediction is a non-linear relation between the saturation of algorithmic traders (ATs) versus the impacts on the quality of the market. Therefore, I develop a novel semi-parametric estimator and model the non-linear relation between the impact of the fraction of algorithmic trading and a large set of different market quality indicators including volatility, liquidity and price informativeness. Finally, I consider the efficiency and the speed of high-frequency prices formation by implementing the return autocorrelations and vector autoregression, and also make a contribution to the trade classification algorithm using the order book data. My findings are fourfold. First, the impact of high-frequency trading (HFT) on market quality is a non-linear by implementing the semi-parametric model. This may partially explain why prior studies have found contradictory results regarding the impact of high-frequency traders (HFTs) on market characteristics. Second, prior studies only including the inside quotes or best bid best ask are limited to reflect all the information in the market. My findings suggest that the second level quoting in the limit order book is by far the most rapidly quoted element of the order book. Furthermore, I find that wavelet variance covariance of the bid and the ask side changes substantially over the term structure; providing further supporting evidence of the non-linear impact of HFTs. Finally, the adjustment time of the trade prices formation process is within one second, and the quote prices are even faster within 200 milliseconds (ms). The mid-quoted return autocorrelation is positive and gradually increase from the shortest time interval to the longest time interval. The trade prices are less sensitive to new information as the contract approaches its maturity.
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Santorum, Anita. "Money, consumption and prices in China". Thesis, Birkbeck (University of London), 1988. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.310903.

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Haegler, Urs. "Money, reputation and inventories under credit market imperfections". Thesis, London School of Economics and Political Science (University of London), 1998. http://etheses.lse.ac.uk/2862/.

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This thesis analyses the way in which credit market imperfections affect the behaviour of economic agents, and examines how a variety of tangible or intangible assets such as fiat money, reputation and inventories, facilitate bilateral exchange and influence investment decisions of firms under such circumstances. The first chapter of the thesis deals with the role of fiat money as a medium of exchange in a model in which agents hold consumable goods or nonconsumable cash. The physical environment of pairwise random matching for bilateral trade, however, prevents them from issuing debt certificates. Unlike fiat money, consumables have uncertain quality characteristics, and agents can only detect the quality of a subset of goods. As a consequence, barter is plagued by asymmetric information, whereas monetary exchange involving generally recognisable legal tender is not. This suggests that it is because of, rather than despite, its intrinsic uselessness that, as a medium of exchange, fiat money is superior to goods or assets subject to some form of quality uncertainty. The second chapter examines the effects of reputation and internal finance on a firm's investment incentives. An entrepreneur with unknown productivity finances risky production with a combination of internal finance and funds from external investors who, just like himself, are able to learn about his true productivity over time, a process that influences their willingness to lend. However, investment decisions taken by the entrepreneur, are not observable to outsiders. This information problem leads not only to underinvestment but also to premature liquidation. It is shown that the acquisition of reputation and internal funds may counteract such undesirable outcomes. On the other hand, it becomes clear that when assets are low, incentives to invest are disrupted because of a high probability of liquidation in the near future. Young firms appear to be particularly susceptible to effects of this type. Finally, the third chapter studies inventory investment and internal-finance decisions of a financially constrained firm facing an uncertain demand process. The model gives an explanation for the stylised fact that production is more volatile than sales. Assuming that firms have limited access to capital markets they are forced to rely on internal finance. However, following a series of unfavourable sales realisations such funds possibly are so low that firms find themselves unable to re-establish the old inventory level in subsequent periods. Conversely, after a series of high sales the firm has a substantive amount of money to finance output quantities that may be in excess of sales.
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Gallagher, Emily A. "Money market funds, shareholder behavior, and financial stability". Thesis, Paris 1, 2015. http://www.theses.fr/2015PA010028.

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Fonds du marché monétaire, comportement des actionnaires et stabilité financière
In the five business days following the default of Lehman Brothers in September 2008, U.S. prime money market funds (MMFs) experienced outflows totaling over 300 billion of dollars, representing 15% of their total assets. In order to generate cash to service outflows, some MMFs sold assets and stopped rolling their investments. Many have argued that these outflows exacerbated the financial crisis by contributing to a freezing of commercial paper markets. In 2010, in an effort to improve the resiliency of MMFs to withstand severe market stresses, the Securities and Exchange Commission (SEC) adopted a number of substantial reforms. Since 2010, many regulators have called for further reforms of MMFs, citing the eurozone crisis of 2011 as evidence that MMFs remain a financial stability concern. Over June, July and August 2011, MMFs experienced outflows of 162 billion of dollars, representing 10% of their total assets. Some contend that the size and timing of these outflows indicate that MMF investors continue to react to, and perhaps exacerbate, stresses in the financial markets. According to this view, yield sensitive investors incent MMFs to take risk through foreign bank investments and then cut and run once those risks escalate, resulting in a sudden loss of funding available to credit-worthy U.S. firms. Using the eurozone crisis of 2011 as an acid test, this thesis evaluates the validity of this narrative and, more broadly, the stability of U.S. MMFs after the 2008 financial crisis and resulting reforms. (...)
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Neubert, Timothy Miles James A. "Money market funds vs. ultra-short bond funds". [University Park, Pa.] : Pennsylvania State University, 2009. http://honors.libraries.psu.edu/theses/approved/WorldWideIndex/EHT-35/index.html.

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Ganguli, Alakananda. "Globalization of financial markets and the demand for international reserves : the case of the industrialized countries". Thesis, McGill University, 1994. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=28447.

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The purpose of this thesis is to explain theoretically and empirically the demand for international reserves by the major industrialized countries in the context of the present highly integrated and extremely volatile international financial system. The reserves demand behaviour of each of the G7 countries along with seven non-G7 industrialized countries have been empirically examined. The demand functions are estimated using the cointegration approach on autoregressive distributed lag and simple distributed lag models.
This study has revealed that a country's reserve demand is significantly influenced by its level of capital flows in addition to the traditionally used trade flow variables. It is shown that the greater the external vulnerability of an economy as measured by its net capital flows in relation to its GNP, the higher is its demand for international reserves. The results have striking similarity for all the 14 industrialized countries despite their structural and institutional differences.
This study points to the need of international monetary policy coordination to reduce large fluctuations in exchange rates and lessen massive flows of speculative capital which carry a potential threat of becoming inflationary.
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Chye, Eleanor. "Love, money and power in the Singaporean household economy". Thesis, University of Oxford, 2000. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.340788.

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Wan, Wai-choi Benny. "An empirical study of the Hong Kong money market : term structure, term preimum and uncovered interest parity /". [Hong Kong : University of Hong Kong], 1991. http://sunzi.lib.hku.hk/hkuto/record.jsp?B13005637.

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Guiloff, Scarneo Ian. "Optimización de la Liquidez de Fondo Mutuo del “Money Market”". Tesis, Universidad de Chile, 2010. http://www.repositorio.uchile.cl/handle/2250/102260.

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Książki na temat "Money market"

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Stigum, Marcia L. The money market. Wyd. 3. Homewood, Ill: Dow Jones-Irwin, 1990.

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Fanno, Marco. The Money Market. London: Palgrave Macmillan UK, 1995. http://dx.doi.org/10.1007/978-1-349-13148-8.

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Benson, E. F. The money market. Toronto: W. Briggs, 1993.

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Bartolini, Leonardo. Money market integration. [Washington, D.C.]: International Monetary Fund, Research Dept., 2006.

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Marco, Fanno. The money market. Basingstoke: Macmillan, 1995.

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Stigum, Marcia. The money market. Wyd. 3. Homewood, Ill: Business One-Irwin, 1990.

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Anthony, Crescenzi, i Stigum Marcia L, red. Stigum's money market. Wyd. 4. New York: McGraw-Hill, 2007.

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1964-, Cross Graham Harry, i Harrison James, red. The gilt-edged market. Oxford: Butterworth-Heinemann, 2003.

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C, Kaufman Phyllis, red. Understanding money market funds. Stamford, Conn: Longmeadow Press, 1987.

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Dufey, Gunter. The international money market. Wyd. 2. Englewood Cliffs, N.J: Prentice Hall International, 1994.

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Części książek na temat "Money market"

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Axilrod, Stephen H., i Henry C. Wallich. "Open-market Operations". W Money, 288–93. London: Palgrave Macmillan UK, 1989. http://dx.doi.org/10.1007/978-1-349-19804-7_34.

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Goufeng, Sun. "Money Market". W Financial Reforms in Modern China, 5–60. New York: Palgrave Macmillan US, 2015. http://dx.doi.org/10.1057/9781137504449_2.

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Grossman, Herschel I. "Monetary Disequilibrium and Market Clearing". W Money, 216–22. London: Palgrave Macmillan UK, 1989. http://dx.doi.org/10.1007/978-1-349-19804-7_26.

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Leijonhufvud, Axel. "Natural Rate and Market Rate". W Money, 268–72. London: Palgrave Macmillan UK, 1989. http://dx.doi.org/10.1007/978-1-349-19804-7_32.

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Irving, Sean. "Market republican money". W Hayek’s Market Republicanism, 131–45. Abingdon, Oxon ; New York, NY : Routledge, 2020. | Series: Routledge frontiers of political economy; 269: Routledge, 2019. http://dx.doi.org/10.4324/9780429423024-9.

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Walmsley, Julian. "Money Market Paper". W Global Investing, 195–204. London: Palgrave Macmillan UK, 1991. http://dx.doi.org/10.1007/978-1-349-11100-8_14.

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Lees, Francis A., James M. Botts i Rubens Penha Cysne. "The Money Market". W Banking and Financial Deepening in Brazil, 191–234. London: Palgrave Macmillan UK, 1990. http://dx.doi.org/10.1007/978-1-349-10639-4_8.

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Banks, Erik. "Money Market Instruments". W The Credit Risk of Financial Instruments, 134–54. London: Palgrave Macmillan UK, 1993. http://dx.doi.org/10.1007/978-1-349-13247-8_10.

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Errington, Charles. "Money Market Instruments". W Financial Engineering, 88–107. London: Palgrave Macmillan UK, 1994. http://dx.doi.org/10.1007/978-1-349-13268-3_6.

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Smith, Josephine M. "Money Market Instruments". W Handbook of Fixed-Income Securities, 25–40. Hoboken, NJ, USA: John Wiley & Sons, Inc, 2016. http://dx.doi.org/10.1002/9781118709207.ch2.

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Streszczenia konferencji na temat "Money market"

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Zeng, Xue. "Money Market Fund Risk Measurement". W 2016 International Conference on Education, Management and Computer Science. Paris, France: Atlantis Press, 2016. http://dx.doi.org/10.2991/icemc-16.2016.230.

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Panda, Manaswinee Madhumita, Surya Narayan Panda i Prasant Kumar Pattnaik. "Exchange Rate Forecasting in Money Market". W 2023 International Conference on Communication, Circuits, and Systems (IC3S). IEEE, 2023. http://dx.doi.org/10.1109/ic3s57698.2023.10169540.

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Pang, Liyan, Shuopeng Wang i Jiaxin Zhang. "Design of fund rating system in money market". W 2013 6th International Conference on Information Management, Innovation Management and Industrial Engineering (ICIII). IEEE, 2013. http://dx.doi.org/10.1109/iciii.2013.6703012.

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Prananingtyas, Paramita. "The Importance of Money Market Reconstruction in Indonesia". W Proceedings of the 2nd International Conference on Indonesian Legal Studies (ICILS 2019). Paris, France: Atlantis Press, 2019. http://dx.doi.org/10.2991/icils-19.2019.19.

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Weiguo, Xiao, Yuan Wei i Zhang Chen. "Stock Market, Exchange Rate and Chinese Money Demand". W 2010 International Conference of Information Science and Management Engineering. IEEE, 2010. http://dx.doi.org/10.1109/isme.2010.150.

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He, Nanxi, i Ruoyi Zhao. "Research on the Coordination Development of Money Market and Capital Market in China". W 2015 3rd International Conference on Education, Management, Arts, Economics and Social Science. Paris, France: Atlantis Press, 2016. http://dx.doi.org/10.2991/icemaess-15.2016.153.

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Mesfin, Woldmariam F., Solomon Atnafu i Gheorghita Ghinea. "Open air market and mobile money information system requirements". W 2013 International Conference on ICT for Smart Society (ICISS). IEEE, 2013. http://dx.doi.org/10.1109/ictss.2013.6588056.

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Özdemir, Dilek, Özge Buzdağlı, Murat Akdağ i Ömer Selçuk Emsen. "Dependence on Oil Prices of Russian Stock Market". W International Conference on Eurasian Economies. Eurasian Economists Association, 2016. http://dx.doi.org/10.36880/c07.01768.

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In the period after transition, economically full-liberal policy implementations applied by Russia Federation has been taken attention as cyclical movement. No variations of goods are said to be effective about the main reasons about cyclical movement in liberalization. As a kind of indicator of the Russian economy, stock market’s sensitivity to oil prices analyzed. In this context, especially change of oil prices, exchange rate and money supply effects on Russia are analyzed for the period of 1996M1-2015M12. Stationarity of the series is investigated by Lee and Strazicich (2003) unit root test with multiple structural breaks, existence of cointegration relation between series is tested by Maki (2012) method of cointegration with multiple structural break, and cointegration coefficients are predicted with Dynamic Ordinary Learst Square-DOLS method. Furthermore, causality relations between series are investigated by Hacker and Hatemi-J (2012) symmetric causality test. As a result, Russian stock market is positively affected by oil prices, real effective exchange rate and real money supply. Also causality tests showed that bidirectional causality relation found on stock market with oil prices and real effective exchange rate, and unidirectional causality from real money supply to stock market.
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Tao, Zhang, i Wu Hong. "Comparative Static Analysis in the Application of Virtual Money Market". W 2009 International Symposium on Information Engineering and Electronic Commerce. IEEE, 2009. http://dx.doi.org/10.1109/ieec.2009.149.

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"Money Laundering in the Chinese Art Market and its Solutions". W 2017 International Conference on Social Sciences, Arts and Humanities. Francis Academic Press, 2017. http://dx.doi.org/10.25236/ssah.2017.13.

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Raporty organizacyjne na temat "Money market"

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Taylor, John, i John Williams. A Black Swan in the Money Market. Cambridge, MA: National Bureau of Economic Research, kwiecień 2008. http://dx.doi.org/10.3386/w13943.

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Orozco, Manuel. Attracting Remittances: Market, Money and Reduced Costs. Inter-American Development Bank, luty 2010. http://dx.doi.org/10.18235/0008576.

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Analysis of the market of remittances from the United States to nine Central American and Caribbean countries from the perspective of business practices. (Cuba, Colombia, Jamaica, Dominican Republic, Haiti, Guatemala, Nicaragua, Mexico, El Salvador)
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Portes, Richard, i Anita Santorum. Money and the Consumption Goods Market in China. Cambridge, MA: National Bureau of Economic Research, luty 1987. http://dx.doi.org/10.3386/w2143.

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Thornton, Daniel L. Why Do Market Interest Rates Respond to Money Announcements? Federal Reserve Bank of St. Louis, 1988. http://dx.doi.org/10.20955/wp.1988.002.

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León-Rincón, Carlos Eduardo, i Miguel Sarmiento. Liquidity and counterparty risks tradeoff in money market networks. Bogotá, Colombia: Banco de la República, kwiecień 2016. http://dx.doi.org/10.32468/be.936.

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Anadu, Kenechukwu, Pablo Azar, Marco Cipriani, Thomas M. Eisenbach, Catherine Huang, Mattia Landoni, Gabriele La Spada, Marco Macchiavelli, Antoine Malfroy-Camine i J. Christina Wang. Runs and Flights to Safety: Are Stablecoins the New Money Market Funds? Federal Reserve Bank of New York, wrzesień 2023. http://dx.doi.org/10.59576/sr.1073.

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Stablecoins and money market funds both seek to provide investors with safe, money-like assets but are vulnerable to runs in times of stress. In this paper, we investigate similarities and differences between the two, comparing investor behavior during the stablecoin runs of 2022 and 2023 to investor behavior during the money market fund runs of 2008 and 2020. We document that, similarly to money market fund investors, stablecoin investors engage in flight to safety, with net flows from riskier to safer stablecoins during run periods. However, whereas in money market funds, run risk has historically materialized only in prime funds, with stablecoins, runs occurred in different stablecoin types across the 2022 and 2023 episodes. We also show that, similarly to intrafamily flows in money market funds, stablecoin flows tend to be within blockchains. Finally, for stablecoins, we estimate a discrete “break-the-buck” threshold of $0.99, below which redemptions accelerate.
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Kacperczyk, Marcin, i Philipp Schnabl. Implicit Guarantees and Risk Taking: Evidence from Money Market Funds. Cambridge, MA: National Bureau of Economic Research, sierpień 2011. http://dx.doi.org/10.3386/w17321.

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Cohen, Randolph, Christopher Polk i Tuomo Vuolteenaho. Money Illusion in the Stock Market: The Modigliani-Cohn Hypothesis. Cambridge, MA: National Bureau of Economic Research, styczeń 2005. http://dx.doi.org/10.3386/w11018.

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Karolyi, G. Andrew, David Ng i Eswar Prasad. The Coming Wave: Where Do Emerging Market Investors Put Their Money? Cambridge, MA: National Bureau of Economic Research, październik 2015. http://dx.doi.org/10.3386/w21661.

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Gorton, Gary. The Enforceability of Private Money Contracts, Market Efficiency, and Technological Change. Cambridge, MA: National Bureau of Economic Research, marzec 1991. http://dx.doi.org/10.3386/w3645.

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