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A fire sale of US debt could cause a global recession through disorderly devaluation of the dollar, raising interest rates and crashing stock markets. The G7 doctrine of shared responsibility intends to coordinate regional efforts. This book analyzes the main issues and individual regions,...
Persistent link: https://www.econbiz.de/10012053806
This book sheds light on the impact of the Great Recession from the perspective of both developing and developed countries. It traces the complex and multiple causes of the Great Recession, delineates the diversity in the macroeconomic and labour market consequences, and highlights the...
Persistent link: https://www.econbiz.de/10012053887
presenting standard statistical tests and regressions. Next, the text discusses volatility models and their applications in the … Volatility -- 9. Multivariate Time series -- 10. Estimation of Covariance Function -- 11. VARMA Processes -- 12. Estimation of …
Persistent link: https://www.econbiz.de/10012397877
Applied Quantitative Finance presents solutions, theoretical developments and method proliferation for many practical problems in quantitative finance. The combination of practice and theory supported by computational tools is reflected in the selection of topics as well as in a finely tuned...
Persistent link: https://www.econbiz.de/10013523096
Die empirische Kapitalmarktforschung beobachtet in den Volatilitäten von Aktienkursrenditen immer wieder eine lang anhaltende Abhängigkeitsstruktur, ein so genanntes langes Gedächtnis. Dieses hat weit reichende Konsequenzen. Beispielsweise verkompliziert ein tatsächlich vorliegendes langes...
Persistent link: https://www.econbiz.de/10014015173
Semiparametrische Volatilitätsmodelle -- Hochfrequente und Ultra-Hochfrequente Finanzdaten -- Berechnung des Value-at-Risk …-Hochfrequente Finanzdaten Berechnung des Value-at-Risk auf Grundlage parametrischer und semiparametrischer Modelle Analyse von …
Persistent link: https://www.econbiz.de/10014018518
In this book, experts discuss whether volatility, uncertainty, complexity and ambiguity (VUCA) represent a challenge or … Discernment as a Method of Judgment -- Perspectives of Saint John Chrysostom for the VUCA world -- Making Sense of Organizational … Change in Times of Dynamics Complexity: Change Managerialism and Reflexivity -- Living and Leading in a VUCA world: Response …
Persistent link: https://www.econbiz.de/10012398241
The Phenomenon of VUCA and Complexity -- Perspectives on a VUCA World -- Simple More Complex: A System Approach to VUCA … Management of Projects and Programs -- Keeping the Flow: Creating Opportunities Based on Well Structured Collaboration -- Risk … Management in a UVA World: Practical Guidelines Based on the Example of a Multinational Retail Group -- Marketing & Communication …
Persistent link: https://www.econbiz.de/10014020185
· Theoretische Betrachtung von Versicherung durch Familie, Markt und Staat -- Historische Entwicklung wohlfahrtsstaatlicher Versicherung in Deutschland -- Versicherung und Umverteilung in Deutschland und Großbritannien -- Versicherung vs. Arbeitsanreize in Deutschland. .
Persistent link: https://www.econbiz.de/10014020425
Stock Market Efficiency.- Chapter 6 Stock Market Volatility.- Chapter 7 Globalization and Market Integration.- Chapter 8 …
Persistent link: https://www.econbiz.de/10013521320