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China’s Monetary Policy Regulation and Financial Risk Prevention : The Study of Effectiveness and Appropriateness
Zhou, Hui - 2015
Regulation on Economic Growth and Inflation -- Appropriateness Study of Monetary Policy Regulation on Real Estate Price … -- Appropriateness Study of Monetary Policy Regulation on Stock Price -- Appropriateness Study of Monetary Policy Regulation on Bond … Price -- Appropriateness Study of Monetary Policy Regulation on Futures Market -- Study on Chinese Systemic Risk Prevention …
Persistent link: https://www.econbiz.de/10014021002
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The Causal Relationship between the S&P 500 and the VIX Index : Critical Analysis of Financial Market Volatility and Its Predictability
Auinger, Florian - 2015
Risk and Emotions -- Financial Market Volatility -- Behavioural Finance -- VIX Index. … future development of financial market volatility. Furthermore, it is proven that there is no statistically significant …. Obviously, there must be at least one additional variable that has a strong influence on market volatility such as emotions …
Persistent link: https://www.econbiz.de/10012819102
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Bubbles, Booms, and Busts : The Rise and Fall of Financial Assets
Rapp, Donald - 2015 - 2nd ed. 2015
Reserve System -- Fiscal Policy and Taxes -- Inequality -- Debt -- Deposit Insurance -- Regulation, Deregulation and No … Regulation -- Pension Plans -- The Valuation of Common Stocks -- Internal Feedback and Endogenous Risk -- When the Bubble Pops …
Persistent link: https://www.econbiz.de/10014017594
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Food Price Volatility and Its Implications for Food Security and Policy
Kalkuhl, Matthias (ed.); Braun, Joachim von (ed.);  … - 2016
price volatility. It also discusses the implications for food security and policy responses to mitigate excessive volatility … dealing with extreme volatility. …
Persistent link: https://www.econbiz.de/10011685744
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Econometrics of Financial High-Frequency Data
Hautsch, Nikolaus - 2012
Error Models -- 8 Modelling High-Frequency Volatility -- 9 Estimating Market Liquidity -- 10 Semiparametric Dynamic … order placement as well as high-frequency volatility. This book provides a state-of-the art overview on the major approaches … settings and presents applications to volatility and liquidity estimation, order book modelling and market microstructure …
Persistent link: https://www.econbiz.de/10014015549
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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
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Artificial Market Experiments with the U-Mart System
Shiozawa, Yoshinori - 2008
Persistent link: https://www.econbiz.de/10013521078
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Modeling Financial Time Series with S-Plus®
Zivot, Eric - 2003
The field of financial econometrics has exploded over the last decade. This book represents an integration of theory, methods, and examples using the S-PLUS statistical modeling language and the S+FinMetrics module to facilitate the practice of financial econometrics. This is the first book to...
Persistent link: https://www.econbiz.de/10013523086
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Macroeconomic Volatility, Institutions and Financial Architectures : The Developing World Experience
Fanelli, José María (ed.) - 2008
associated with financial turmoil and macro volatility. The book analyzes the experiences of several countries, drawing …
Persistent link: https://www.econbiz.de/10012054183
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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