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Mastering R for quantitative finance : use R to optimize your trading strategy and build up your own risk management system / / Edina Berlinger [and seventeen others]
| Mastering R for quantitative finance : use R to optimize your trading strategy and build up your own risk management system / / Edina Berlinger [and seventeen others] |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Birmingham, England : , : Packt Publishing, , 2015 |
| Descrizione fisica | 1 online resource (362 p.) |
| Disciplina | 332 |
| Collana | Community Experience Distilled |
| Soggetto topico |
Finance
R (Computer program language) |
| ISBN | 1-78355-208-5 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Copyright; Credits; About the Authors; About the Reviewers; www.PacktPub.com; Table of Contents; Preface; Chapter 1: Time Series Analysis; Multivariate time series analysis; Cointegration; Vector autoregressive models; VAR implementation example; Cointegrated VAR and VECM; Volatility modeling; GARCH modeling with the rugarch package; The standard GARCH model; Exponential GARCH model (EGARCH); Threshold GARCH model (TGARCH); Simulation and forecasting; Summary; References and reading list; Chapter 2: Factor Models; Arbitrage pricing theory; Implementation of APT
Fama-French three-factor modelModeling in R; Data selection; Estimation of APT with principal component analysis; Estimation of the Fama-French model; Summary; References; Chapter 3: Forecasting Volume; Motivation; The intensity of trading; The volume forecasting model; Implementation in R; The data; Loading the data; The seasonal component; AR(1) estimation and forecasting; SETAR estimation and forecasting; Interpreting the results; Summary; References; Chapter 4: Big Data - Advanced Analytics; Getting data from open sources; Introduction to big data analysis in R K-means clustering on big dataLoading big matrices; Big data K-means clustering analysis; Big data linear regression analysis; Loading big data; Fitting a linear regression model on large datasets; Summary; References; Chapter 5: FX Derivatives; Terminology and notations; Currency options; Exchange options; Two-dimensional Wiener processes; The Margrabe formula; Application in R; Quanto options; Pricing formula for call quanto; Pricing a call quanto in R; Summary; References; Chapter 6: Interest Rate Derivatives and Models; The Black model; Pricing a cap with Black's model; The Vasicek model The Cox-Ingersoll-Ross modelParameter estimation of interest rate models; Using the SMFI5 package; Summary; References; Chapter 7: Exotic Options; A general pricing approach; The role of dynamic hedging; How R could help a lot; A glance beyond vanillas; Greeks - the link back to the vanilla world; Pricing the Double-no-touch option; Another way to price the Double-no-touch option; The life of a Double-no-touch option - a simulation; Exotic options embedded in structured products; Summary; References; Chapter 8: Optimal Hedging; Hedging of derivatives; Market risk of derivatives Static delta hedgeDynamic delta hedge; Comparing the performance of delta hedging; Hedging in the presence of transaction costs; Optimization of the hedge; Optimal hedging in the case of absolute transaction costs; Optimal hedging in the case of relative transaction costs; Further extensions; Summary; References; Chapter 9: Fundamental Analysis; The Basics of fundamental analysis; Collecting data; Revealing connections; Including multiple variables; Separating investment targets; Setting classification rules; Backtesting; Industry-specific investment; Summary; References Chapter 10: Technical Analysis, Neural Networks, and Logoptimal Portfolios |
| Record Nr. | UNINA-9910788168603321 |
| Birmingham, England : , : Packt Publishing, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Mastering R for quantitative finance : use R to optimize your trading strategy and build up your own risk management system / / Edina Berlinger [and seventeen others]
| Mastering R for quantitative finance : use R to optimize your trading strategy and build up your own risk management system / / Edina Berlinger [and seventeen others] |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Birmingham, England : , : Packt Publishing, , 2015 |
| Descrizione fisica | 1 online resource (362 p.) |
| Disciplina | 332 |
| Collana | Community Experience Distilled |
| Soggetto topico |
Finance
R (Computer program language) |
| ISBN | 1-78355-208-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Copyright; Credits; About the Authors; About the Reviewers; www.PacktPub.com; Table of Contents; Preface; Chapter 1: Time Series Analysis; Multivariate time series analysis; Cointegration; Vector autoregressive models; VAR implementation example; Cointegrated VAR and VECM; Volatility modeling; GARCH modeling with the rugarch package; The standard GARCH model; Exponential GARCH model (EGARCH); Threshold GARCH model (TGARCH); Simulation and forecasting; Summary; References and reading list; Chapter 2: Factor Models; Arbitrage pricing theory; Implementation of APT
Fama-French three-factor modelModeling in R; Data selection; Estimation of APT with principal component analysis; Estimation of the Fama-French model; Summary; References; Chapter 3: Forecasting Volume; Motivation; The intensity of trading; The volume forecasting model; Implementation in R; The data; Loading the data; The seasonal component; AR(1) estimation and forecasting; SETAR estimation and forecasting; Interpreting the results; Summary; References; Chapter 4: Big Data - Advanced Analytics; Getting data from open sources; Introduction to big data analysis in R K-means clustering on big dataLoading big matrices; Big data K-means clustering analysis; Big data linear regression analysis; Loading big data; Fitting a linear regression model on large datasets; Summary; References; Chapter 5: FX Derivatives; Terminology and notations; Currency options; Exchange options; Two-dimensional Wiener processes; The Margrabe formula; Application in R; Quanto options; Pricing formula for call quanto; Pricing a call quanto in R; Summary; References; Chapter 6: Interest Rate Derivatives and Models; The Black model; Pricing a cap with Black's model; The Vasicek model The Cox-Ingersoll-Ross modelParameter estimation of interest rate models; Using the SMFI5 package; Summary; References; Chapter 7: Exotic Options; A general pricing approach; The role of dynamic hedging; How R could help a lot; A glance beyond vanillas; Greeks - the link back to the vanilla world; Pricing the Double-no-touch option; Another way to price the Double-no-touch option; The life of a Double-no-touch option - a simulation; Exotic options embedded in structured products; Summary; References; Chapter 8: Optimal Hedging; Hedging of derivatives; Market risk of derivatives Static delta hedgeDynamic delta hedge; Comparing the performance of delta hedging; Hedging in the presence of transaction costs; Optimization of the hedge; Optimal hedging in the case of absolute transaction costs; Optimal hedging in the case of relative transaction costs; Further extensions; Summary; References; Chapter 9: Fundamental Analysis; The Basics of fundamental analysis; Collecting data; Revealing connections; Including multiple variables; Separating investment targets; Setting classification rules; Backtesting; Industry-specific investment; Summary; References Chapter 10: Technical Analysis, Neural Networks, and Logoptimal Portfolios |
| Record Nr. | UNINA-9910812827403321 |
| Birmingham, England : , : Packt Publishing, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Matemáticas financieras : rentas e interés compuesto : problemario / / Marco Tulio Méndez Gutiérrez
| Matemáticas financieras : rentas e interés compuesto : problemario / / Marco Tulio Méndez Gutiérrez |
| Autore | Méndez Gutiérrez Marco Tulio |
| Pubbl/distr/stampa | Bogotá : , : Ediciones de la U, , 2015 |
| Descrizione fisica | 1 online resource (439 páginas) |
| Disciplina | 332 |
| Collana | Contabilidad y finanzas |
| Soggetto topico |
Finance
Accounting Finanzas Contabilidad |
| Soggetto genere / forma | Libros electronicos. |
| ISBN | 958-762-410-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | spa |
| Record Nr. | UNINA-9910398227903321 |
Méndez Gutiérrez Marco Tulio
|
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| Bogotá : , : Ediciones de la U, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Matemáticas financieras : rentas e interés compuesto : problemario / / Marco Tulio Méndez Gutiérrez
| Matemáticas financieras : rentas e interés compuesto : problemario / / Marco Tulio Méndez Gutiérrez |
| Autore | Méndez Gutiérrez Marco Tulio |
| Pubbl/distr/stampa | Bogotá : , : Ediciones de la U, , 2015 |
| Descrizione fisica | 1 online resource (439 páginas) |
| Disciplina | 332 |
| Collana | Contabilidad y finanzas |
| Soggetto topico |
Finance
Accounting Finanzas Contabilidad |
| Soggetto genere / forma | Libros electronicos. |
| ISBN | 958-762-410-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | spa |
| Record Nr. | UNINA-9910671590003321 |
|
Méndez Gutiérrez Marco Tulio
|
||
| Bogotá : , : Ediciones de la U, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Mergers & acquisitions / a cura di Maurizio Dallocchio, Gianluigi Lucchini, Marco Scarpelli
| Mergers & acquisitions / a cura di Maurizio Dallocchio, Gianluigi Lucchini, Marco Scarpelli |
| Pubbl/distr/stampa | Milano : Egea, 2015 |
| Descrizione fisica | XVIII, 551 p. ; 24 cm |
| Disciplina | 332 |
| Collana | Reference |
| ISBN | 978-88-238-3497-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | ita |
| Record Nr. | UNINA-990010045150403321 |
| Milano : Egea, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Microfinance, EU Structural Funds and Capacity Building for Managing Authorities [[electronic resource] ] : A Comparative Analysis of European Convergence Regions / / by Pasqualina Porretta, Giovanni Pes
| Microfinance, EU Structural Funds and Capacity Building for Managing Authorities [[electronic resource] ] : A Comparative Analysis of European Convergence Regions / / by Pasqualina Porretta, Giovanni Pes |
| Autore | Porretta Pasqualina |
| Edizione | [1st ed. 2016.] |
| Pubbl/distr/stampa | Basingstoke, : Springer Nature, 2015 |
| Descrizione fisica | 1 online resource (xxx, 286 pages) : digital, PDF file(s) |
| Disciplina | 332 |
| Collana | Palgrave Studies in Impact Finance |
| Soggetto topico |
Finance, Public
Economics Management science Public Finance Economics, general |
| Soggetto non controllato |
Finance and Banking
General Finance International Finance |
| ISBN | 1-137-51512-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover -- Half-Title -- Title -- Copyright -- Contents -- List of Boxes -- List of Charts -- List of Figures -- List of Tables -- Foreword -- Preface -- Notes on Contributors -- Part I EU Structural Funds, Microenterprise and Non-financial Services -- 1 Financial Crises and EU Credit Access Policy -- 1.1 Methodology and purposes of the research -- 1.2 Small businesses and microenterprises in the EU economy: introduction -- 1.3 The importance of the SMEs in the European economy -- 1.4 Typical financial profiles, in particular with regard to microenterprises -- 1.5 The supply of credit in the years of crisis -- 1.6 Some summary considerations on data examined -- 1.7 Access to credit in the European Commission's view -- 1.8 European Investment Bank: mission and operating methods -- 1.9 What is the EIF? -- 1.10 The main financial instruments 2007-2013 -- 1.11 GIF -- 1.11.1 Statistical data -- 1.12 The SMEG -- 1.12.1 Statistical data -- 1.13 The CBS -- 1.14 Financial engineering instruments -- 1.14.1 JEREMIE -- 1.14.2 The advantages of the JEREMIE programme -- 1.14.3 JESSICA -- 1.14.4 JASPERS -- Statistical data -- 1.14.5 JASMINE -- Summary of data collected on financial engineering instruments -- 1.15 COSME 2014-2020 -- 1.16 EFG -- 1.17 LGF -- 2 EU Cohesion Policy and Microfinance -- 2.1 Cohesion policy, EU structural funds and financial engineering instruments: regulatory framework and operational features under the programming periods 2000-2006 and 2007-2013 -- 2.1.1 The regulatory framework in the programming period 2000-2006: first implementing provisions in regulation (EC) no. 448/2004 -- 2.1.2 The regulatory framework of the programming period 2007-2013: specific features of the financial engineering instruments -- The general regulation (EC) no. 1083/2006 and implementing provisions in regulation (EC) no. 1828/2006.
The Coordination Committee of the Funds (COCOF) notes -- 2.2 Financial instruments in the cohesion policy 2014-2020: regulatory framework -- 2.2.1 The main amendments compared to previous programming periods -- 2.3 The control system -- 2.4 Structural funds and microfinance -- 2.5 Implementing a microfinance programme through the structural funds -- 2.5.1 Some examples in Europe -- 3 EU Financial Engineering and Microfinance Non-financial Service: A Case Study -- 3.1 The ESF and the credit access of microenterprises -- 3.1.1 The problem of access to credit for microenterprises -- 3.1.2 European Social Fund and access to credit of microenterprises -- 3.2 The ESF and access to credit for microenterprises: a case study from Germany -- 3.2.1 History of microfinance in Germany -- The pilot phase (2000-2004) -- The consolidation phase (2005-2009) -- Roll-out (2010-today) -- Appraisal of ESF support for microcredit in Germany -- 3.3 Microfinance and non-financial services: the European resources to sustain non-financial services -- 3.4 The new European plans -- 3.5 Non-financial services: advantages and operational features -- 3.5.1 Types of non-financial services -- 3.5.2 Who funds the non-financial services? -- 3.6 Partnerships in delivery financial and BDSS services to the microcredit beneficiaries in Romania -- 3.6.1 Case study 1. Partnership in the delivery of integrated financial and business development services: FAER NBFI and FAER Foundation -- 3.6.2 Case study 2. Partnership in the delivery of integrated financial and BDS services: RoCredit-NBFI and Eurom business consulting company -- Brief description of the BDS services -- First phase -- Second phase -- Third phase (ongoing) -- Sustainability -- Sustainability of the "client first" initiative -- Impact -- 4 Microfinance and Capacity Building in the EU Policy. 4.1 Microcredit in the new EU programmes: the role of the Italian National Agency for Microcredit and the Capacity Building project -- 4.1.1 Microcredit in the new EU programmes -- 4.1.2 The role of the Italian National Agency for Microcredit in the Capacity Building project -- 4.2 Microleasing, microinsurance, social housing: the new frontiers for European microfinance -- 4.3 Microleasing: introduction and Capacity Building project issues -- 4.4 Microinsurance: a solution just for the "developing countries"? -- 4.4.1 Introduction -- 4.4.2 Microinsurance: definition, literature and regulatory profiles -- 4.4.3 Microinsurance: subjects involved -- Provision of microinsurance -- 4.4.4 Demand for microinsurance -- 4.4.5 Microinsurance: products and distribution channels -- 4.4.6 Microinsurance in the developed countries: strengths and weaknesses -- 4.4.7 Some conclusions on microinsurance -- 4.5 Social housing: introduction and the Capacity Building project issues -- 4.5.1 New developments of housing policies in the European Union -- 4.5.2 Social housing and housing microfinance -- 4.5.3 The Capacity Building project. Social microcredit to support local housing policies: new instruments for social inclusion -- 4.5.4 Possible developments within the programming period 2014-2020: the Italian case -- 4.6 Housing microcredit: the French case -- 4.6.1 Introduction -- 4.6.2 Context of the experimentation -- General overview of personal microcredit in France -- Energy poverty: a rising problem -- 4.6.3 Main characteristics of housing microcredit -- Target group -- Amount, duration, cost -- Eligible works -- Credit assessment methodology: combining energy efficiency and financial expertise -- 4.6.4 A shared-value approach -- Expected impacts -- Environmental impact -- Impact on the beneficiaries -- Financial impact -- Sustainability: a multistakeholder approach. 4.6.5 Lessons learned: first insights -- An important demand -- Clients' profile -- Types of projects -- Some obstacles -- New stakeholders, mainly suppliers -- Part II The Capacity Building Surveys: Results and Reflections -- 5 Capacity Building Surveys -- 5.1 Methodological framework: aims, questionnaires -- 5.2 The managing authorities' interest and needs in capacity building activities -- 5.3 The questionnaire: the investigation area -- 5.4 The sample used -- 5.5 Main results -- 5.5.1 Thematic objectives -- 5.5.2 Ex ante conditionalities -- 5.5.3 Programming -- 5.5.4 Management -- 5.5.5 Evaluation and monitoring -- 5.5.6 Financial management and control of the operational management -- 5.6 Conclusions on first survey -- 5.7 Second survey: aims, investigation areas and sample used -- 5.8 The main results of the survey: first considerations -- 5.8.1 Analysis of the main results of the microcredit/microfinance programming activity -- 5.8.2 Monitoring and reporting activities -- 5.8.3 Regulatory framework of microcredit/microfinance sector and other -- 5.9 Reflections on the second survey -- Final Reflections -- Conclusions -- Bibliography -- Index. |
| Record Nr. | UNINA-9910137185403321 |
|
Porretta Pasqualina
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| Basingstoke, : Springer Nature, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Modern Corporate Finance, Investments and Taxation [[electronic resource] /] / by Peter Brusov, Tatiana Filatova, Natali Orekhova, Mukhadin Eskindarov
| Modern Corporate Finance, Investments and Taxation [[electronic resource] /] / by Peter Brusov, Tatiana Filatova, Natali Orekhova, Mukhadin Eskindarov |
| Autore | Brusov Peter |
| Edizione | [1st ed. 2015.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2015 |
| Descrizione fisica | 1 online resource (374 p.) |
| Disciplina |
330
332 657.8333 658.152 658.4092 |
| Soggetto topico |
Corporations—Finance
Macroeconomics Leadership Corporate Finance Macroeconomics/Monetary Economics//Financial Economics Business Strategy/Leadership |
| ISBN | 3-319-14732-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Part I: Corporate Finance: Introduction -- Capital Structure: Modigliani–Miller Theory -- Modern Theory of Capital Cost and Capital Structure: Brusov-Filatova-Orekhova Theory (BFO Theory) -- Bankruptcy of the Famous Tradeoff Theory -- New Mechanism of Formation of the Company Optimal Capital Structure, Different from Suggested by Trade Off Theory -- The Global Causes of Global Financial Crisis -- The Role of Taxing and Leverage in Evaluation of Capital Cost and Capitalization of the Company -- A Qualitatively New Effect in Corporate Finance: Abnormal Dependence of Equity Cost of Company on Leverage -- Inflation in Brusov–Filatova–Orekhova Theory and in Its Perpetuity Limit – Modigliani – Miller Theory -- Part II: Investments: A Portfolio of Two Securities -- Investment Models with Debt Repayment at the End of the Project and Their Application -- Influence of Debt Financing on the Efficiency of Investment Projects: The Analysis of Efficiency of Investment Projects within the Perpetuity (Modigliani–Miller) Approximation -- The Analysis of the Exploration of Efficiency of Investment Projects of Arbitrary Duration (within Brusov–Filatova–Orekhova Theory) -- Investment Models with Uniform Debt Repayment and Their Application -- Whether It Is Possible to Increase Taxing and Conserve a Good Investment Climate in the Country?- Whether It Is Possible to Increase the Investment Efficiency, Increasing Tax on Profit Rate? An Abnormal Influence of Growth of Tax on Profit Rate on the Efficiency of the Investment -- Optimizing of the Investment Structure of the Telecommunication Sector Company -- The Golden Age of the Company (Three Colors of Company's Time) -- Conclusion. |
| Record Nr. | UNINA-9910298472903321 |
|
Brusov Peter
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Monetary policy in the context of the financial crisis : new challenges and lessons / / edited by William A. Barnett, Fredj Jawadi
| Monetary policy in the context of the financial crisis : new challenges and lessons / / edited by William A. Barnett, Fredj Jawadi |
| Edizione | [First edition.] |
| Pubbl/distr/stampa | Bingley, England : , : Emerald, , 2015 |
| Descrizione fisica | 1 online resource (559 pages) : illustrations, graphs |
| Disciplina | 332 |
| Collana | International Symposia in Economic Theory and Econometrics |
| Soggetto topico |
Monetary policy - Econometric models
Monetary policy |
| Soggetto genere / forma | Electronic books. |
| ISBN | 1-78441-779-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910460711103321 |
| Bingley, England : , : Emerald, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Monetary policy in the context of the financial crisis : new challenges and lessons / / edited by William A. Barnett, Fredj Jawadi
| Monetary policy in the context of the financial crisis : new challenges and lessons / / edited by William A. Barnett, Fredj Jawadi |
| Edizione | [First edition.] |
| Pubbl/distr/stampa | Bingley, England : , : Emerald, , 2015 |
| Descrizione fisica | 1 online resource (559 pages) : illustrations, graphs |
| Disciplina | 332 |
| Altri autori (Persone) |
BarnettWilliam A
JawadiFredj |
| Collana | International symposia in economic theory and econometrics |
| Soggetto topico |
Business & Economics - Econometrics
Econometrics Monetary policy Monetary policy - Econometric models Global Financial Crisis, 2008-2009 |
| ISBN | 1-78441-779-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Adoption of inflation targeting and economic policies performance in emerging countries : a dynamic treatment effect evaluation / Mohamed Kadria and Mohamed Safouane Ben Aissa -- Careful price level targeting / George A. Waters -- Are price dynamics homogenous across emerging Europe? : empirical evidence from panel data / Iuliana Matei -- The global component of local inflation : revisiting the empirical content of the global slack hypothesis with Bayesian methods / Enrique Martínez-García -- Pass-through of exchange rate shocks to prices in the Euro area : evidence from pricing chain model / Nidhaleddine Ben Cheikh and Waël Louhichi -- Escape routes from sovereign default risk in the Euro area / Willi Semmler and Christian R. Proaño -- Actual versus perceived Taylor rules : how predictable is the European Central Bank? / Nikolay Markov -- A regime switching model for the European Central Bank / Nikolay Markov -- International trade imbalance : the amplification of monetary policy effects through financial markets / Qiheng Han, Junqing Li and Jianbo Zhang -- Modern monetary rules : any role for financial targeting? / Marcin Wolski -- The Taylor rule, the zero lower bound, and the term structure of interest rates / J. Huston McCulloch -- A comparison of the Fed's and ECB's strategies during the subprime crisis / Marcel Aloy and Gilles Dufrénot -- Was Bernanke right? ": targeting asset prices may not be a good idea after all / Tiziana Assenza, Michele Berarde and Domenico Delli Gatti -- Shareholding relationships and financial crisis : a network analysis / Nicoló Pecora and Alessandro Spelta -- Finance otherwise : the end of banks? / Michel Roux. |
| Record Nr. | UNINA-9910797501403321 |
| Bingley, England : , : Emerald, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Monetary policy in the context of the financial crisis : new challenges and lessons / / edited by William A. Barnett, Fredj Jawadi
| Monetary policy in the context of the financial crisis : new challenges and lessons / / edited by William A. Barnett, Fredj Jawadi |
| Edizione | [First edition.] |
| Pubbl/distr/stampa | Bingley, England : , : Emerald, , 2015 |
| Descrizione fisica | 1 online resource (559 pages) : illustrations, graphs |
| Disciplina | 332 |
| Altri autori (Persone) |
BarnettWilliam A
JawadiFredj |
| Collana | International symposia in economic theory and econometrics |
| Soggetto topico |
Business & Economics - Econometrics
Econometrics Monetary policy Monetary policy - Econometric models Global Financial Crisis, 2008-2009 |
| ISBN | 1-78441-779-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Adoption of inflation targeting and economic policies performance in emerging countries : a dynamic treatment effect evaluation / Mohamed Kadria and Mohamed Safouane Ben Aissa -- Careful price level targeting / George A. Waters -- Are price dynamics homogenous across emerging Europe? : empirical evidence from panel data / Iuliana Matei -- The global component of local inflation : revisiting the empirical content of the global slack hypothesis with Bayesian methods / Enrique Martínez-García -- Pass-through of exchange rate shocks to prices in the Euro area : evidence from pricing chain model / Nidhaleddine Ben Cheikh and Waël Louhichi -- Escape routes from sovereign default risk in the Euro area / Willi Semmler and Christian R. Proaño -- Actual versus perceived Taylor rules : how predictable is the European Central Bank? / Nikolay Markov -- A regime switching model for the European Central Bank / Nikolay Markov -- International trade imbalance : the amplification of monetary policy effects through financial markets / Qiheng Han, Junqing Li and Jianbo Zhang -- Modern monetary rules : any role for financial targeting? / Marcin Wolski -- The Taylor rule, the zero lower bound, and the term structure of interest rates / J. Huston McCulloch -- A comparison of the Fed's and ECB's strategies during the subprime crisis / Marcel Aloy and Gilles Dufrénot -- Was Bernanke right? ": targeting asset prices may not be a good idea after all / Tiziana Assenza, Michele Berarde and Domenico Delli Gatti -- Shareholding relationships and financial crisis : a network analysis / Nicoló Pecora and Alessandro Spelta -- Finance otherwise : the end of banks? / Michel Roux. |
| Record Nr. | UNINA-9910810747903321 |
| Bingley, England : , : Emerald, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
