Descriptive Analysis Of Finnish Equity Bond And Money Markets
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| Author | : Peter M. Nyberg |
| Publisher | : |
| Total Pages | : 54 |
| Release | : 2011 |
| Genre | : |
| ISBN | : |
Download Descriptive Analysis of Finnish Equity, Bond, and Money Markets Book in PDF, Epub and Kindle
This paper gathers the longest available historical monthly return series for the Finnish equity, bond, and money markets as well as inflation. The series are analyzed to calculate the statistical characteristics of the returns investors would have received in these markets. We also survey existing literature concerning the history of these markets and review the main developments to facilitate future research on the long-term development of the Finnish markets. Using a new total return stock market index for Finland in an approach similar to Mehra and Prescott (2003), we find the equity premium for Finland to be 10.14 percent from 1913 to 2009.
| Author | : |
| Publisher | : |
| Total Pages | : |
| Release | : 2002 |
| Genre | : |
| ISBN | : 9789516867949 |
Download A Descriptive Analysis of the Finnish Treasury Bond Market 19911999 Book in PDF, Epub and Kindle
| Author | : Matti Keloharju |
| Publisher | : |
| Total Pages | : 26 |
| Release | : 2002 |
| Genre | : |
| ISBN | : |
Download A descriptive analysis of the Finnish treasury bond market, 1991-1999 Book in PDF, Epub and Kindle
| Author | : |
| Publisher | : |
| Total Pages | : 26 |
| Release | : 2002 |
| Genre | : Bonds |
| ISBN | : 9789516867932 |
Download A Descriptive Analysis of the Finnish Treasury Bond Market 1991-1999 Book in PDF, Epub and Kindle
Tiivistelmä: Kuvaileva analyysi Suomen valtion sarjaobligaatioiden markkinoista 1991-1999.
| Author | : Matti Keloharju |
| Publisher | : |
| Total Pages | : 30 |
| Release | : 2013 |
| Genre | : |
| ISBN | : |
Download A Descriptive Analysis of the Finnish Treasury Bond Market 1991-1999 Book in PDF, Epub and Kindle
This paper presents a descriptive analysis of the primary and secondary market for Finnish treasury bonds. The paper focuses on three issues. First, we report basic descriptive statistics such as auction volumes and secondary market yields and volumes. Second, we estimate the revenues earned by primary dealers from the treasury bond market. Third, we analyse the development of the price of the auctioned bonds, relative to other benchmark bonds, around the time of the auction. We find evidence of a price decrease in the auctioned bond series before the auction and a price increase after the auction. This pattern is strongest for 1992-1994 when Treasury funding needs were heavy and secondary market trading volume of treasury bonds was modest.
| Author | : Matti Keloharju |
| Publisher | : |
| Total Pages | : 26 |
| Release | : 2002 |
| Genre | : |
| ISBN | : 9789516867949 |
Download A Descriptive Analysis of the Finnish Treasury Bond Market 1991-1999 Book in PDF, Epub and Kindle
Tiivistelmä: Kuvaileva analyysi Suomen valtion sarjaobligaatioiden markkinoista 1991-1999.
| Author | : Erik Valtonen |
| Publisher | : |
| Total Pages | : 52 |
| Release | : 1996 |
| Genre | : |
| ISBN | : 9789197287210 |
Download A Guide to the Finnish Bond and Money Market Book in PDF, Epub and Kindle
| Author | : Dunhong Jin |
| Publisher | : International Monetary Fund |
| Total Pages | : 46 |
| Release | : 2019-11-01 |
| Genre | : Business & Economics |
| ISBN | : 1513519492 |
Download Swing Pricing and Fragility in Open-end Mutual Funds Book in PDF, Epub and Kindle
How to prevent runs on open-end mutual funds? In recent years, markets have observed an innovation that changed the way open-end funds are priced. Alternative pricing rules (known as swing pricing) adjust funds’ net asset values to pass on funds’ trading costs to transacting shareholders. Using unique data on investor transactions in U.K. corporate bond funds, we show that swing pricing eliminates the first-mover advantage arising from the traditional pricing rule and significantly reduces redemptions during stress periods. The positive impact of alternative pricing rules on fund flows reverses in calm periods when costs associated with higher tracking error dominate the pricing effect.
| Author | : International Monetary Fund. Statistics Dept. |
| Publisher | : International Monetary Fund |
| Total Pages | : 342 |
| Release | : 2014-07-01 |
| Genre | : Business & Economics |
| ISBN | : 149837199X |
Download IFS Supplement on Monetary and Financial Statistics Book in PDF, Epub and Kindle
This paper presents the special quarterly supplement to the International Financial Statistics (IFS) 2006. The IMF is publishing the monetary statistics for those member countries that have commenced the reporting, on a regular basis, of monetary data that accord with the methodology in the IMF’s Monetary and Financial Statistics Manual (MFSM), 2000. Exchange rates are expressed in time series of national currency units per SDR and national currency units per US dollar, or vice versa. An increase in the index reflects an appreciation. Because of certain data-related limitations, particularly where Fund estimates have been used, data users need to exercise considerable caution in interpreting movements in nominal and real effective exchange rates. Statistics on the accounts of financial corporations are given in sections 10 through 50 in the country tables. Data for the depository corporations and other financial corporations are consolidated into a Financial Corporations Survey.
| Author | : International Monetary Fund. Statistics Dept. |
| Publisher | : International Monetary Fund |
| Total Pages | : 226 |
| Release | : 2007-08-15 |
| Genre | : Business & Economics |
| ISBN | : 1589066553 |
Download International Financial Statistics Yearbook, 2007 Book in PDF, Epub and Kindle
The International Financial Statistics Yearbook, usually published in September, contains available annual data covering 12 years for countries appearing in the monthly issues of IFS. The IFS service is the standard source of international financial statistics. Additional time series in country tables and some additional tables of area and world aggregates are included in the Yearbook.
