02007nam 2200373 n 450 99639335340331620221108065209.0(CKB)4940000000114505(EEBO)2240924849(UnM)9959606600971(EXLCZ)99494000000011450520791208d1703 uy laturbn||||a|bb|Linguae latinae liber dictionarius quadripartitus[electronic resource] Dr. Adam Littleton's Latine dictionary, in four parts: I. An English-Latine. II. A Latine-Classical. [double bracket] III. A Latine-proper. IV. A Latine-barbarous. Representing I. The English words and phrases before the Latin; ... II. The Latin-classic before the English; ... III. The Latin-proper names of those persons, people or countries that frequently occur, ... IV. [bracket] 1. The Latin-barbarous, ... 2. The law-Latin, ..The fourth edition, /improved from the several works of Stephens, Cooper, Holyoke, and a large MS. in three volumes, of Mr. John Milton, &c. In the use of all which, for greater exactness, recourse has always been had to the authors themselves: with two maps; one of Italy, another of Old Rome.London: Printed for W. Rawlins, R. Chiswel, C. Harper, S. Sprint, J. Place, D. Midwinter, and T. Leigh1703[1]+ p"1. The Latin-barbarous" and "2. The law-Latin" are bracketed together on title page.Fragment: title page only.Reproduction of original in the British Library.eebo-0018Latin languageDictionariesEnglishEarly works to 1800Latin languageDictionariesEnglishLittleton Adam1627-1694.547440Uk-ESUk-ESCu-RivESCStRLINCu-RivESBOOK996393353403316Linguae Latinae liber dictionarius quadripartitus2339825UNISA05686oam 22014654 450 991078852180332120230120053239.01-4623-4387-21-4527-2097-51-282-05112-197866137985721-4518-9890-8(CKB)3360000000442335(EBL)3013887(SSID)ssj0001475777(PQKBManifestationID)11902994(PQKBTitleCode)TC0001475777(PQKBWorkID)11503562(PQKB)10582340(MiAaPQ)EBC3013887(MiAaPQ)EBC3012533(IMF)WPIEE1102004(EXLCZ)99336000000044233520020129d2004 uf 0engur|n|---|||||txtccrFinancial Integration : A New Methodology and An Illustration /Andrew Rose, Robert FloodWashington, D.C. :International Monetary Fund,2004.1 online resource (20 p.)IMF Working PapersDescription based upon print version of record.1-4518-5337-8 ""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""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.IMF Working Papers; Working Paper ;No. 2004/110Stocks -- Prices -- Econometric modelsStocks -- Rate of return -- Econometric modelsEconometricsimfFinance: GeneralimfInvestments: StocksimfMacroeconomicsimfInformation and Market EfficiencyimfEvent StudiesimfPension FundsimfNon-bank Financial InstitutionsimfFinancial InstrumentsimfInstitutional InvestorsimfGeneral Financial Markets: General (includes Measurement and Data)imfClassification MethodsimfCluster AnalysisimfPrincipal ComponentsimfFactor ModelsimfPrice LevelimfInflationimfDeflationimfTime-Series ModelsimfDynamic Quantile RegressionsimfDynamic Treatment Effect ModelsimfDiffusion ProcessesimfState Space ModelsimfEconometrics & economic statisticsimfInvestment & securitiesimfFinanceimfStocksimfStock marketsimfFactor modelsimfAsset pricesimfTime series analysisimfFinancial institutionsimfFinancial marketsimfEconometric analysisimfPricesimfStock exchangesimfEconometric modelsimfUnited StatesimfStocks -- Prices -- Econometric models.Stocks -- Rate of return -- Econometric models.EconometricsFinance: GeneralInvestments: StocksMacroeconomicsInformation and Market EfficiencyEvent StudiesPension FundsNon-bank Financial InstitutionsFinancial InstrumentsInstitutional InvestorsGeneral Financial Markets: General (includes Measurement and Data)Classification MethodsCluster AnalysisPrincipal ComponentsFactor ModelsPrice LevelInflationDeflationTime-Series ModelsDynamic Quantile RegressionsDynamic Treatment Effect ModelsDiffusion ProcessesState Space ModelsEconometrics & economic statisticsInvestment & securitiesFinanceStocksStock marketsFactor modelsAsset pricesTime series analysisFinancial institutionsFinancial marketsEconometric analysisPricesStock exchangesEconometric models332.6322Rose Andrew123580Flood Robert127224DcWaIMFBOOK9910788521803321Financial Integration3670940UNINA