Pink Iguana

Home » EcoFin

EcoFin

Advertisements

Scope:  Economics and Finance ex quantitative modeling : Macro, Micro, Finance (ex quantitiative), and Retail & Commercial Banking (ex trading and markets).

People: DeLong Noahpinion, MankiwMarginal Revolution, Roger Lowenstein, Richard Bookstaber, …

Periodicals: Amercan Banker, Alphaville, The Banker, II

News:  Clusterstock, ft.com, …

Open Problems:

  1. Compare Domestic vs Foreign NIMo potential
  2. Single Bank versus All US Bank NIMo
  3. Ratios and NIM Numerical Optimization
  4. Retail cashflow model dependency on Econometric and Historical data

Bibliography v0.0:

Lots of historical interpretation and sometimes masterful descriptive story telling. You can see where this runs off the rails with Michael Lewis, for example, if you are looking for something profound. The story telling, in many cases, is way better than the fidelity to reality.

Barofsky. Bailout.

Blinder, A. After the Music Stopped.

Bookstaber, R. Demons of our Own Design.

Bookstaber, R. The End of Theory.

Chernow, R. House of Morgan.

Eichengreen, B. Exorbitant Privilege.

Kindelberger, C. Manias, Panics, and Crashes.

Mayer, M. The Greatest-Ever Bank Robbery.

Merton, R. Continuous-Time Finance.

Olney, M. L. Macroeconomics.

Olney, M. L. Microeconomics.

Piketty, T. (2015). Capital in the Twenty-First Century.

Prochnow. Practical Bank Credit.

Reinhart, & Rogoff, K. This Time is Different.

Richards. Currency Wars.

Shiller, R. Finance and the Good Society.

Sobel, R. Panic on Wall Street.

Advertisements

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out /  Change )

Google+ photo

You are commenting using your Google+ account. Log Out /  Change )

Twitter picture

You are commenting using your Twitter account. Log Out /  Change )

Facebook photo

You are commenting using your Facebook account. Log Out /  Change )

w

Connecting to %s

%d bloggers like this: