Category: Finance
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Return Spillovers and Volatility Spillovers: Interconnectedness in Financial Markets
Excerpt: Return spillovers and volatility spillovers are two fundamental concepts that play a crucial role in shaping the dynamics of financial markets. These spillovers represent the intricate interconnections between different assets and markets, influencing the overall risk and stability of the financial system. Return spillovers capture the transmission of return movements from one asset to…
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CPE Certificate
Just received my CPE Certificate for the course ‘Bay Area Economic Update Series: Cash Management in the Current Economy.’ 🎉 Grateful for the opportunity to enhance my professional skills and earn Continuing Professional Education (CPE) credit. Thank you to all involved! #CPE #ProfessionalDevelopment
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Navigating the Inflation Conundrum: Central Banks’ Agonizing Choices and the Implications for Financial Markets
The key concepts discussed in the article “The trouble with sticky inflationInvestors must prepare for sustained higher inflationThe costs of taming price rises could prove too unpalatable for central bank” Overall, the article highlights the complex challenges and potential consequences associated with managing inflation and making choices in the current economic climate. https://www.economist.com/leaders/2023/06/22/investors-must-prepare-for-sustained-higher-inflation
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Dynamic stochastic general equilibrium (DSGE)
The model would allow us to analyze the effects of various economic shocks, such as changes in productivity or changes in the monetary policy regime, on the macroeconomy.
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The efficient market hypothesis (EMH)
The weak form of efficiency hypothesis in two regimes of high volatility and low volatility in the New York Stock Exchange.
SAFAVI, M 