Financial Market Analysis

The European Economics & Financial Centre carries out research in the area of bond markets and foreign exchange markets. It analyses the behaviour of these variables on the trading activities of the financial market. It also monitors stock indices and analyses their behaviour for trading activities of the financial market – both in the cash market and derivative market. Among the variables it analyses are:

• Bond Prices, Coupon and yield
• Duration of bonds and their sensitivities
• Currencies – bilateral as well as effective exchange rates
• Volatility
• “Pull back” periods of financial instruments
• Equity indices
• Noise in the market
• Positions held by financial agents
• Overall exposure of the market
• Sources of risk
• Time to de-risk
• and many others