LEADER 04440nam  22006135  450 
001 9910299629403321
005 20200704060451.0
010   $a3-319-98714-3
024 7 $a10.1007/978-3-319-98714-9
035   $a(CKB)4100000007181328
035   $a(MiAaPQ)EBC5608262
035   $a(DE-He213)978-3-319-98714-9
035   $a(EXLCZ)994100000007181328
100   $a20181130d2018      u|         0
101 0 $aeng
135   $aurcnu||||||||
181   $ctxt$2rdacontent
182   $cc$2rdamedia
183   $acr$2rdacarrier
200 10$aUncertainty, Expectations and Asset Price Dynamics $eEssays in Honor of Georges Prat /$fedited by Fredj Jawadi
205   $a1st ed. 2018.
210  1$aCham :$cSpringer International Publishing :$cImprint: Springer,$d2018.
215   $a1 online resource (xxx, 192 pages)
225 1 $aDynamic Modeling and Econometrics in Economics and Finance,$x1566-0419 ;$v24
311   $a3-319-98713-5 
327   $aPreface (Fredj Jawadi) -- Interview with Georges Prat (Fredj Jawadi) -- Part I: Uncertainty and Volatility -- Uncertainty or stationarity in financial and macroeconomic time series? Evidence from Fourier approximated structural changes. (William A. Barnett, Qing Han) -- Oil market volatility: Is macroeconomic uncertainty systematically transmitted to oil prices? (Marc Joëts, Valérie Mignon, Tovonony Razafindrabe) -- Part II: Heterogeneity of Beliefs and Information -- Heterogeneous beliefs and asset price dynamics: A survey of recent evidence (Saskia ter Elleny, Willem F.C. Verschoor) -- High-frequency trading in the equity markets during U.S. treasury POMO (Cheng Gao, Bruce Mizrach) -- Part III: Transmission and Market Integration -- Crude oil and biofuel agricultural commodity prices (Semei Coronado, Omar Rojas, Rafael Romero-Meza, Apostolos Serletis, Leslie Verteramo Chiu) -- Financial integration and business cycle synchronization in Sub-Saharan Africa (Julian Acalin, Bruno Cabrillac, Gilles Dufrénot, Luc Jacolin, Samuel Diop) -- Part IV: Fundamentals and Bubbles -- Informational efficiency and endogenous rational bubbles (George A. Waters) -- Stock market bubble migration: From Shanghai to Hong Kong (Eric Girardin, Roselyne Joyeux, Shuping Shi) -- A comparative study on international portfolio flows to Asian stock markets in a nonlinear perspective (Ayben Koy).
330   $aWritten in honor of Emeritus Professor Georges Prat (University of Paris Nanterre, France), this book includes contributions from eminent authors on a range of topics that are of interest to researchers and graduates, as well as investors and portfolio managers. The topics discussed include the effects of information and transaction costs on informational and allocative market efficiency, bubbles and stock price dynamics, paradox of rational expectations and the principle of limited information, uncertainty and expectation hypotheses, oil price dynamics, and nonlinearity in asset price dynamics.
410  0$aDynamic Modeling and Econometrics in Economics and Finance,$x1566-0419 ;$v24
606   $aMacroeconomics
606   $aBehavioral economics
606   $aEconometrics
606   $aEconomics, Mathematical 
606   $aFinancial crises
606   $aMacroeconomics/Monetary Economics//Financial Economics$3https://scigraph.springernature.com/ontologies/product-market-codes/W32000
606   $aBehavioral Finance$3https://scigraph.springernature.com/ontologies/product-market-codes/623000
606   $aEconometrics$3https://scigraph.springernature.com/ontologies/product-market-codes/W29010
606   $aQuantitative Finance$3https://scigraph.springernature.com/ontologies/product-market-codes/M13062
606   $aFinancial Crises$3https://scigraph.springernature.com/ontologies/product-market-codes/617010
615  0$aMacroeconomics.
615  0$aBehavioral economics.
615  0$aEconometrics.
615  0$aEconomics, Mathematical .
615  0$aFinancial crises.
615 14$aMacroeconomics/Monetary Economics//Financial Economics.
615 24$aBehavioral Finance.
615 24$aEconometrics.
615 24$aQuantitative Finance.
615 24$aFinancial Crises.
676   $a657.7
702   $aJawadi$b Fredj$4edt$4http://id.loc.gov/vocabulary/relators/edt
906   $aBOOK
912   $a9910299629403321
996   $aUncertainty, Expectations and Asset Price Dynamics$92501970
997   $aUNINA