New answers tagged

1

You could use the database at ISIN.com of as part of Refinitiv's reference data (if you were purchasing that). However, every firm I have worked at generally downloads that data or keeps their own cross-reference table -- since they also included market data codes (e.g. RIC, Bloomberg ID, FactSet Exchange Symbol) in the table. Note that the cross-reference ...


0

There are a few works examining nonlinear strategies $X$ and the uniqueness of linear strategies in Kyle (1985). Single-Period Kyle Model Cho and El Karoui (2000) find a nonlinear strategy for the single-period Kyle model if they use a Bernoulli distribution for the noise term. For continuous noise (i.e. non-atomic distributions), they also characterize the ...


1

Perhaps you can cite this paper: As of September 2013.. . Five less frequently traded currencies have been discontinued (NZD, DKK, SEK, AUD, CAD).. The total number of currency-maturity fixing pairs has been reduced from 150 to 35.. see also "Exhibit A" on page 2. The 7 pre-EUR currencies that had LIBOR published were Deutsche mark (DEM), ...


Top 50 recent answers are included