Be informed, minimise risk, shield your investments

 

IMAR provides independent economic research and insight, focusing on the analysis of market states and dynamics. Its mission is to transmit views in a clear and concise way, suitable to today's needs for fast decision making  and effective risk management. Through this website and our portal we offer an array of research and analysis services:

 

• Global Market Developments Commentaries

• Economic Research

• Risk Analytics & Quantitative Research

 

Research  available to our clients:

 

IMAR GLOBAL ECONOMICS

A periodical bi-weekly report on economic and market developments across the globe. A quick read  for the busy reader.

 

IMAR ECONOMIC RESEARCH BULLETIN

Ad hoc research output focusing on specific macrofinancial issues and quantitative approaches.

 

IMAR RISK ANALYTICS

A collection of Indicators, based on historical and real time data, indicating market and business cycle states:

 

US MCI Market Conditions Indicator: A periodical report that discusses the "mood" of the US market. Based on the S&P 500 and real time US macro-financial data readings.

 

US BMAI Business & Markets Activity Indicator: A periodical report commenting on the US macroeconomic & business-market cycle and its dynamics. 

 

US Financial Markets Risk Appetite Indicator:  A periodical report commenting on a US based proprietary risk appetite indicator which reflects US market risk and stress conditions.

 

 

 

 

 

 

BOOK:  Progress in Financial Markets Research

 

From NOVA Science Publishers: Progress in Financial Markets Research   (Kyrtsou C. & Vorlow C., Eds.)

 

Numerous empirical studies have analysed the identification and nature of the underlying process of an economic system, as well as the influence of information on financial time series. The standard financial theory of efficient markets assumes identical investors having rational expectations of future stock prices. This means that there are no opportunities for speculative profit, and both trading volume and price volatility are not serially correlated. This book approaches key topics such as the above from a novel point of view, by covering theoretical and  methodological issues ranging from time series and asset pricing methods to data mining, non-linear or chaotic dynamics and wavelet-based analysis. Click here to order from Amazon.com