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1. |
Record Nr. |
UNISA996390090503316 |
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Autore |
Webbe George <1581-1642.> |
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Titolo |
The path-way to honor [[electronic resource] ] : Declaring the honorable estate of those that feare the Lord. And the vile and damnable estate of those that are contemners of the Word. Preached at Paules Crosse, June 21. Anno Domini 1612. By George Webbe Master of Arts, and preacher of Gods word at steeple Ashton in Wiltshire |
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Pubbl/distr/stampa |
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[London], : Imprinted by W. S[tansby] for Ralphe Mabbe, and are to be sold at his shop in Paules Church-yard, at the signe of the Angell, 1612 |
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Descrizione fisica |
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Soggetti |
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Sermons, English - 17th century |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Printer's name from STC. |
Reproduction of the original in the Union Theological Seminary (New York, N.Y.). Library. |
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Sommario/riassunto |
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2. |
Record Nr. |
UNINA9910961253303321 |
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Autore |
Rose Andrew |
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Titolo |
Financial Integration : : A New Methodology and An Illustration / / Andrew Rose, Robert Flood |
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Pubbl/distr/stampa |
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Washington, D.C. : , : International Monetary Fund, , 2004 |
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ISBN |
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9786613798572 |
9781462343874 |
1462343872 |
9781452720975 |
1452720975 |
9781282051126 |
1282051121 |
9781451898903 |
1451898908 |
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Edizione |
[1st ed.] |
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Descrizione fisica |
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1 online resource (20 p.) |
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Collana |
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Altri autori (Persone) |
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Disciplina |
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Soggetti |
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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) |
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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 |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references. |
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Nota di contenuto |
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""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"" |
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Sommario/riassunto |
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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. |
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