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Reading Holmes: Capital and the sign of the market in The Hound of the
Arthur Conan Doyle narrative the detective the sign of capital
2011/9/17
Arthur Conan Doyle's The Hound of the Baskervilles, one of his most financially successful stories, is not so much a fantasy of ‘policing’ Victorian society and its wealthy class (as it appears in par...
Monetary Policy Transmission in Italy: A BVAR Analysis with Sign Restriction
Bayesian VAR methods conjugate prior Litterman prior
2010/12/6
In this paper, we propose a Bayesian VAR model to examine the short term effects of monetary policy shocks on the Italian economy. Firstly, our BVAR model uses the Cholesky decomposition to identify ...
Sign and amplitude representation of the forex networks
Sign amplitude representation forex networks
2010/11/2
We decompose the exchange rates returns of 41 currencies (incl. gold)into their sign and amplitude components. Then we group together all exchange rates with a common base currency, construct Minimal ...