Similar Search Results

Asset Prices, Booms and Recessions : Financial Economics from a Dynamic Perspective

Semmler, Willi - 2011

: Static Portfolio Theory: CAPM and Extentsions -- Consumption Based Asset Pricing Models -- Asset Pricing Models with … theory, multi-agent and evolutionary approaches, capital asset pricing beyond consumption-based models, and dynamic portfolio …

Persistent link: https://www.econbiz.de/10013522915

Macroeconomics : A Fresh Start

Dorman, Peter - 2014

The world has changed dramatically in recent years and so has the field of economics, but many introductory economics … presents the main macroeconomic and financial patterns observed across the world, the institutions that govern national … they apply in real-world situations. Throughout the book, the post-2007 financial crisis is a continuing focus and …

Persistent link: https://www.econbiz.de/10013523129

Asset Prices, Booms and Recessions : Financial Economics from a Dynamic Perspective

Semmler, Willi - 2006 - Second Edition

Persistent link: https://www.econbiz.de/10013520458

Encyclopedia of Finance

Lee, Cheng F. (contributor); Lee, Alice C. (contributor) - 2006

indices under rank transformation -- Corporate failure -- Review of REIT and MBS -- Experimental economics and the theory of …

Persistent link: https://www.econbiz.de/10013520881

Financial Risk Management with Bayesian Estimation of GARCH Models : Theory and Applications

Ardia, David (contributor) - 2008

This book presents methodologies for the Bayesian estimation of GARCH models and their application to financial risk management. The study of these models from a Bayesian viewpoint is relatively recent and can be considered very promising due to the advantages of the Bayesian approach, in...

Persistent link: https://www.econbiz.de/10013520959

High Frequency Financial Econometrics : Recent Developments

Bauwens, Luc (contributor); Pohlmeier, Winfried (contributor) - 2008

Shedding light on some of the most pressing open questions in the analysis of high frequency data, this volume presents cutting-edge developments in high frequency financial econometrics. Coverage spans a diverse range of topics, including market microstructure, tick-by-tick data, bond and...

Persistent link: https://www.econbiz.de/10013520878

Financial Institutions and Markets : 2007-2008 - The Year of Crisis

Bliss, Robert R. (ed.); Kaufman, George G. (ed.) - 2009

Persistent link: https://www.econbiz.de/10012106154

OTC Derivatives: Bilateral Trading & Central Clearing : An Introduction to Regulatory Policy, Market Impact and Systemic Risk

Murphy, David - 2013

After the credit crisis, supervisors enacted a range of financial reforms. In particular, they radically changed the nature of the OTC derivatives market via a number of measures, notably mandatory central clearing. This book discusses the market before the crisis, explains what central clearing...

Persistent link: https://www.econbiz.de/10012106370

Food Price Volatility and Its Implications for Food Security and Policy

Kalkuhl, Matthias (ed.); Braun, Joachim von (ed.); … - 2016

This book provides fresh insights into concepts, methods and new research findings on the causes of excessive food price volatility. It also discusses the implications for food security and policy responses to mitigate excessive volatility. The approaches applied by the contributors range from...

Persistent link: https://www.econbiz.de/10011685744

Islamic capital markets : volatility, performance and stability

Nafis Alam (ed.); Rizvi, Syed Aun Raza (ed.) - 2016

Chapter 1: Islamic Capital Market Research: Past Trends and Future Considerations; Syed Aun R. Rizvi and Nafis Alam -- Chapter 2: The Determinants of Islamic Equity Fund Performance: A Global Evidence; Wajahat Azmi and Mohsin Ali -- Chapter 3: On Sukuk Insolvencies: A Case Study of East Cameron...

Persistent link: https://www.econbiz.de/10014336998