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MTS
MTS is one of Europe’s leading electronic fixed income trading markets, with over 500 unique counterparties and average daily volumes exceeding EUR 100 billion. -
MTS Group
The MTS Group is an internationally active branded goods manufacturer with around 700 employees at 9 locations worldwide -
Much Ado About Nothing: A Study of Differential Pricing and Liquidity of Short and Long Term Bonds
(2018-11-01)Are yields of long-maturity bonds distorted by demand pressure of clientele investors, regulatory effects, or default, flight-to-safety or liquidity premiums? Using data on German nominal bonds between 2005 and 2015, we ... -
Multiplex interbank networks and systemic importance: An application to European data
(2015-05-01)Research on interbank networks and systemic importance is starting to recognise that the web of exposures linking banks balance sheets is more complex than the single-layer-of-exposure approach. We use data on exposures ... -
Mutual Excitation in Eurozone Sovereign CDS
(2014-05-01)We study self- and cross-excitation of shocks in the Eurozone sovereign CDS market. We adopt a multivariate setting with credit default intensities driven by mutually exciting jump processes, to capture the salient features ... -
NAIC
The (NAIC) is the U.S. standard-setting and regulatory support organization created and governed by the chief insurance regulators from the 50 states, the District of Columbia and five U.S. territories. Through the NAIC, ... -
NAPM
The National Association of Purchasing Managers (NAPM) index is a leading indictor of economic activity. It is based on a survey of over 250 companies within twenty-one industries covering all 50 states. Its importance ... -
NASDAQ
Die Nasdaq [?næsdæk] ist die größte elektronische Börse in den USA, gemessen an der Zahl der gelisteten Unternehmen.[1] Der Name ist ein Akronym für National Association of Securities Dealers Automated Quotations. Die Börse ... -
National Account Statistics
The OECD National Accounts Statistics database includes annual and quarterly data of a wide range of areas from 1955, such as gross domestic product (GDP) with its three approaches: expenditure based, output based and ... -
Natural Disaster and Bank Stability: Evidence from the U.S. Financial System
(2018-04-01)We show that property damages from weather-related natural disasters significantly weaken the stability of banks with business activities in affected regions, as reflected in lower z-scores, higher probabilities of default, ... -
NBER
"The National Bureau of Economic Research (NBER) is an American private nonprofit research organization ""committed to undertaking and disseminating unbiased economic research among public policymakers, business professionals, ... -
NBS
As an agency directly under the State Council, the National Bureau of Statistics is in charge of statistics and economic accounting in China. In Accordance with the Statistics Law of the People's Republic of China and ... -
NCDC
The demand for high-value environmental data and information has dramatically increased in recent years. To improve our ability to meet that demand, NOAA’s former three data centers—the National Climatic Data Center, the ... -
NCUA
Created by the U.S. Congress in 1970, the National Credit Union Administration is an independent federal agency that insures deposits at federally insured credit unions, protects the members who own credit unions, and ... -
NDS
The National Delinquency Survey (NDS) is one of the most recognized sources for residential mortgage delinquency and foreclosure rates. Based on a sample of almost 40 million first lien loans reported by servicers including ... -
Networks in Risk Spillovers: A Multivariate GARCH Perspective
(2018-08-01)We propose a spatiotemporal approach for modeling risk spillovers using time-varying proximity matrices based on observable financial networks and introduce a new bilateral specification. We study covariance stationarity ...