1.

Record Nr.

UNISA996390090503316

Autore

Webbe George <1581-1642.>

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

Pubbl/distr/stampa

[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

Descrizione fisica

[8], 222 [i.e. 120] p

Soggetti

Sermons, English - 17th century

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Printer's name from STC.

Reproduction of the original in the Union Theological Seminary (New York, N.Y.). Library.

Sommario/riassunto

eebo-0160



2.

Record Nr.

UNINA9910961253303321

Autore

Rose Andrew

Titolo

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

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.