Wirtschaftsatlas von Westeuropa / Jean Dollfus ; geleitwort von Paul-Henri Spaak

• Record Nr.: UNINA990006364140403321
• Autore: Dollfus, Jean
• Pubbl/distr/stampa: Paris : S.E.D.E.I., 1961
• Descrizione fisica: 46 p. ; 24 cm
• Disciplina: 330.912
• Locazione: FGBC
• Collocazione: X P 252
• Lingua di pubblicazione: Non definito
• Formato: Materiale a stampa
• Livello bibliografico: Monografia

Misure multiple di performance / a cura di Franco Amigoni, Paola Miolo Vitali ; prefazione di Corrado Toppi

• Record Nr.: UNIPARTHENOPE000037554
• Autore: Amigoni, Franco
• Pubbl/distr/stampa: Milano, : Egea, 2003
• Titolo uniforme: Misure multiple di performance
• ISBN: 88-238-4015-5
• Descrizione fisica: XIV, 332 p. : ill. ; 24 cm
• Collana: Biblioteca dell'economia d'azienda
• Altri autori (Persone): Miolo Vitali, Paola
• Disciplina: 658.4013
• Collocazione: DISAE 512/346
• Lingua di pubblicazione: Italiano
• Formato: Materiale a stampa
• Livello bibliografico: Monografia

Financial Integration : : A New Methodology and An Illustration / / Andrew Rose, Robert Flood

• Record Nr.: UNINA9910961253303321
• Autore: Rose Andrew
• Pubbl/distr/stampa: Washington, D.C. : , : International Monetary Fund, , 2004
• ISBN: 9786613798572; 9781462343874; 1462343872; 9781452720975; 1452720975; 9781282051126; 1282051121; 9781451898903; 1451898908
• Edizione: [1st ed.]
• Descrizione fisica: 1 online resource (20 p.)
• Collana: IMF Working Papers
• Altri autori (Persone): FloodRobert
• Disciplina: 332.6322
• Soggetti: Stocks - Rate of return - Econometric models; Stocks - Prices - Econometric models; Asset prices; Classification Methods; Cluster Analysis; Deflation; Diffusion Processes; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Econometric analysis; Econometric models; Econometrics & economic statistics; Econometrics; Event Studies; Factor Models; Factor models; Finance; Finance: General; Financial institutions; Financial Instruments; Financial markets; General Financial Markets: General (includes Measurement and Data); Inflation; Information and Market Efficiency; Institutional Investors; Investment & securities; Investments: Stocks; Macroeconomics; Non-bank Financial Institutions; Pension Funds; Price Level; Prices; Principal Components; State Space Models; Stock exchanges; Stock markets; Stocks; Time series analysis; Time-Series Models; United States
• Lingua di pubblicazione: Inglese
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Note generali: Description based upon print version of record.
• Nota di bibliografia: Includes bibliographical references.
• Nota di contenuto: ""Contents""; ""I. DEFINING THE PROBLEM""; ""II. METHODOLOGY""; ""III. RELATIONSHIP TO THE LITERATURE""; ""IV. EMPIRICAL IMPLEMENTATION""; ""V. RESULTS""; ""VI. SENSITIVITY ANALYSIS""; ""VII. SUMMARY AND CONCLUSIONS""; ""References""
• Sommario/riassunto: This paper develops a simple methodology to test for asset integration, and applies it within and between American stock markets. Our technique relies on estimating and comparing expected risk-free rates across assets. Expected risk-free rates are allowed to vary freely over time, constrained only by the fact that they must be equal across (risk-adjusted) assets in well integrated markets. Assets are allowed to have standard risk characteristics, and are constrained by a factor model of covariances over short time periods. We find that implied expected risk-free rates vary dramatically over time, unlike short interest rates. Further, internal integration in the S&P 500 market is never rejected and is generally not rejected in the NASDAQ. Integration between the NASDAQ and the S&P, however, is always rejected dramatically.