Similar Search Results

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

Semmler, Willi - 2006 - Second Edition

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

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

The Brazilian Economy since the Great Financial Crisis of 2007/2008

Prates, Daniela Magalhaes (ed.); … - 2017

contribution to the spread of Keynesianism in Brazil. He has published a number of books and papers in academic journals ….Carolina Troncoso Baltar is Associate Professor at the Institute of Economics, University of Campinas, Brazil, and researcher at the …

Persistent link: https://www.econbiz.de/10012397733

Predicting Stock Returns : Implications for Asset Pricing

McMillan, David G. - 2018

This book provides a comprehensive analysis of asset price movement. It examines different aspects of stock return predictability, the interaction between stock return and dividend growth predictability, the relationship between stocks and bonds, and the resulting implications for asset price...

Persistent link: https://www.econbiz.de/10012397752

Bubbles and Contagion in Financial Markets, Volume 1 : An Integrative View

Porras, Eva R. - 2016

Asset bubbles and contagion have had a profound effect on the financial markets after the financial and sovereign debt crises. This book takes a quantitative approach to examining these phenomena and will appeal to practitioners who need to understand the repercussions of these events on trading...

Persistent link: https://www.econbiz.de/10012397881

Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration

Gregoriou, Greg N. (ed.); Pascalau, Razvan (ed.) - 2011

This book proposes new methods to value equity and model the Markowitz efficient frontier using Markov switching models and provide new evidence and solutions to capture the persistence observed in stock returns across developed and emerging markets

Persistent link: https://www.econbiz.de/10012053890

Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures

Gregoriou, Greg N. (ed.); Pascalau, Razvan (ed.) - 2011

This book proposes new methods to build optimal portfolios and to analyze market liquidity and volatility under market microstructure effects, as well as new financial risk measures using parametric and non-parametric techniques. In particular, it investigates the market microstructure of...

Persistent link: https://www.econbiz.de/10012053896

Evolutionary Finance

Dowling, Bartholomew - 2005

The purpose of this book is to introduce the field of bioinformatics to financial modelling. It focuses on the way information informs price, and constructs a framework to explain information generation and the agglomeration process, enabling the reader to make more effective financial...

Persistent link: https://www.econbiz.de/10012054007

Big Players and the Economic Theory of Expectations

Koppl, Roger - 2002

Investment and all other economic actions depend on 'subjective' expectations. The problem is how to construct a theory … economics of F.A.Hayek, Koppl gives us such a theory. This includes a theory of 'Big Players', demonstrating that discretionary … economic theory, and connects with many other schools of economics including New Institutional Economics, Constitutional …

Persistent link: https://www.econbiz.de/10012054265

Financial Institutions and Markets : Current Issues in Financial Markets

Bliss, Robert R. (ed.); Kaufman, George G. (ed.) - 2008

Persistent link: https://www.econbiz.de/10012106277

1
2
3
4
5
6
7
8
9
10
Next
Last