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    LA MANIPOLAZIONE DEI MERCATI FINANZIARI: TECNICA DI ANALISI E IL CASO FIAT

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    The paper econometrically analyzes financial market manipulation. The method (following Minenna, 2005; Comerton-Forde and Putŋinš, 2011) estimates, through ARIMA(1,1,q) models, expected values of key variables (e.g. returns, volume, static and dynamic market concentration), verifying whether they lay between estimated confidence intervals, prompting “alert” in the opposite case. We consider FIAT stock manipulation as case study, in which Consob has verified (ex post) abnormal return on April 6, 2001

    Preference shifts between consumption goods and sectoral changes

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    This paper analyzes under which conditions a shift in the relative preferences between consumption goods may induce a change in the equilibrium values of the sectoral variables in the same direction, compared with the previous static equilibrium. (C) 2011 Elsevier B.V. All rights reserved
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