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Macro markets : creating institutions for managing society's largest economic risks / / Robert J. Shiller
Macro markets : creating institutions for managing society's largest economic risks / / Robert J. Shiller
Autore Shiller Robert J
Pubbl/distr/stampa Oxford, : Clarendon Press
Descrizione fisica 1 online resource (xi, 254 pages) : illustrations
Disciplina 332.042
332/.042
Collana Clarendon lectures in economics
Soggetto topico Stock exchanges
Risk
Markets
ISBN 0-19-102729-4
1-281-97830-2
0-585-38284-0
9786611978303
0-19-152165-5
0-19-828782-8
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Preface; Acknowledgements; Contents; 1 Introduction; The ideal: A world market for major income risks; Hedging income risk in today's markets; Markets as inventions; Markets as accidents of history; 2 Psychological Barriers; Research on psychology and risk perceptions; Lack of information and ambiguity; Demand for insurance by firms; Social-psychological factors; Gambling behavior; Speculative behavior; Promoting proper public use of macro markets; Psychological barriers: summing up; 3 Mechanisms for Hedging Long Streams of Income; Settlement based on cash-market asset price
Settlement based on measures of income rather than price; Exchange-guaranteed securities markets for perpetual claims on indices; Perpetual futures; Rational speculative bubbles; Appendix to Chapter 3: Futures markets; 4 National Income and Labor Income Markets; Market structure and associated institutions; Problems enforcing payments of losses; Other users of aggregate income markets; Markets in actual or full-employment income?; Measurement issues; Measuring uncertainty about present values of incomes; Results with individual countries; World market return and betas; Cross hedging
Interpretation of results; Appendix to Chapter 4: Econometric methods; 5 Real Estate and Other Markets; Real estate; Markets in residential real estate and urban land; Effects of hedging markets on cash market inefficiency; Commercial real estate; Land containing natural resources; Unincorporated businesses and privately held corporations; Consumer and producer price-index futures; Aggregate price-level risk; Components of consumer or producer price indices; Agriculture; The use of agricultural futures by farmers; Intermediaries; Difficulties measuring the cost of hedging
Inadequacy of short-term hedging to manage farmers' risk well; Creating long-term hedging markets in agriculture; Art and collectibles; Systematic approaches to finding other markets; 6 The Construction of Index Numbers for Contract Settlement; Analogies to other indices used to settle contracts; Extending chain indices to infrequently traded assets '; Basics of hedonic indices; Problems in measuring quality; Repeated measures and hedonics; Simplifying regression forms; Ordinary repeated-measures indices; Hedonic repeated-measures index; Arithmetic repeated-measures indices
7 Index Numbers: Issues and Alternatives; Expected incidence of repeated measures: standard errors; Binomial model; Equal-representation model; Restrictions on coefficients of subject dummies and hedonic variables; Smoothing and improving indices: Bayesian methods; Choice of hedonic variables; Hedonic variables related to improvements; Hedonic variables related to depreciation; Market conditions as hedonic variables; Other models; Factor-analytic models: interaction effects; Selection bias corrections; Interpretation; 8 The Problem of Index Revisions; Variance components in regression-per-period hedonics
Record Nr. UNINA-9910792273303321
Shiller Robert J  
Oxford, : Clarendon Press
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Macro markets : creating institutions for managing society's largest economic risks / / Robert J. Shiller
Macro markets : creating institutions for managing society's largest economic risks / / Robert J. Shiller
Autore Shiller Robert J
Edizione [1st ed.]
Pubbl/distr/stampa Oxford, : Clarendon Press
Descrizione fisica 1 online resource (xi, 254 pages) : illustrations
Disciplina 332.042
332/.042
339.5
Collana Clarendon lectures in economics
Soggetto topico Stock exchanges
Risk
Markets
ISBN 0-19-102729-4
1-281-97830-2
0-585-38284-0
9786611978303
0-19-152165-5
0-19-828782-8
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Preface; Acknowledgements; Contents; 1 Introduction; The ideal: A world market for major income risks; Hedging income risk in today's markets; Markets as inventions; Markets as accidents of history; 2 Psychological Barriers; Research on psychology and risk perceptions; Lack of information and ambiguity; Demand for insurance by firms; Social-psychological factors; Gambling behavior; Speculative behavior; Promoting proper public use of macro markets; Psychological barriers: summing up; 3 Mechanisms for Hedging Long Streams of Income; Settlement based on cash-market asset price
Settlement based on measures of income rather than price; Exchange-guaranteed securities markets for perpetual claims on indices; Perpetual futures; Rational speculative bubbles; Appendix to Chapter 3: Futures markets; 4 National Income and Labor Income Markets; Market structure and associated institutions; Problems enforcing payments of losses; Other users of aggregate income markets; Markets in actual or full-employment income?; Measurement issues; Measuring uncertainty about present values of incomes; Results with individual countries; World market return and betas; Cross hedging
Interpretation of results; Appendix to Chapter 4: Econometric methods; 5 Real Estate and Other Markets; Real estate; Markets in residential real estate and urban land; Effects of hedging markets on cash market inefficiency; Commercial real estate; Land containing natural resources; Unincorporated businesses and privately held corporations; Consumer and producer price-index futures; Aggregate price-level risk; Components of consumer or producer price indices; Agriculture; The use of agricultural futures by farmers; Intermediaries; Difficulties measuring the cost of hedging
Inadequacy of short-term hedging to manage farmers' risk well; Creating long-term hedging markets in agriculture; Art and collectibles; Systematic approaches to finding other markets; 6 The Construction of Index Numbers for Contract Settlement; Analogies to other indices used to settle contracts; Extending chain indices to infrequently traded assets '; Basics of hedonic indices; Problems in measuring quality; Repeated measures and hedonics; Simplifying regression forms; Ordinary repeated-measures indices; Hedonic repeated-measures index; Arithmetic repeated-measures indices
7 Index Numbers: Issues and Alternatives; Expected incidence of repeated measures: standard errors; Binomial model; Equal-representation model; Restrictions on coefficients of subject dummies and hedonic variables; Smoothing and improving indices: Bayesian methods; Choice of hedonic variables; Hedonic variables related to improvements; Hedonic variables related to depreciation; Market conditions as hedonic variables; Other models; Factor-analytic models: interaction effects; Selection bias corrections; Interpretation; 8 The Problem of Index Revisions; Variance components in regression-per-period hedonics
Record Nr. UNINA-9910812945303321
Shiller Robert J  
Oxford, : Clarendon Press
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Mapping the Markets [[electronic resource] ] : A Guide to Stockmarket Analysis
Mapping the Markets [[electronic resource] ] : A Guide to Stockmarket Analysis
Autore Owen Deborah
Pubbl/distr/stampa London, : Economist Books, 2006
Descrizione fisica 1 online resource (144 p.)
Disciplina 332.63
332.6322
Altri autori (Persone) GriffithsRobin
Collana Economist books Mapping the markets
Soggetto topico Business cycles
Business
Investments
Stock exchanges
Finance
Business & Economics
Investment & Speculation
ISBN 1-281-03182-8
9786611031824
1-84765-027-9
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Preliminaries; Contents; Acknowledgements; Introduction; 1 Economic cycles; 2 Stockmarket cycles; 3 Sector rotation; 4 Stock selection; 5 Economic catch up; 6 Demographic trends; 7 Energy; 8 Biotechnology; Part 3 Downward phases of the cycle; 9 Global imbalances; 10 External events; 11 Stockmarkets; 12 Sectors; Conclusion; Note on sources; Bibliography; Index
Altri titoli varianti Economist boo
Economist books
Mapping the Markets : A Guide to Stock Market Analysis
Record Nr. UNISA-996217136503316
Owen Deborah  
London, : Economist Books, 2006
Materiale a stampa
Lo trovi qui: Univ. di Salerno
Opac: Controlla la disponibilità qui
Mapping the Markets [[electronic resource] ] : A Guide to Stockmarket Analysis
Mapping the Markets [[electronic resource] ] : A Guide to Stockmarket Analysis
Autore Owen Deborah
Pubbl/distr/stampa London, : Economist Books, 2006
Descrizione fisica 1 online resource (144 p.)
Disciplina 332.63
332.6322
Altri autori (Persone) GriffithsRobin
Collana Economist books Mapping the markets
Soggetto topico Business cycles
Business
Investments
Stock exchanges
Finance
Business & Economics
Investment & Speculation
ISBN 1-281-03182-8
9786611031824
1-84765-027-9
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Preliminaries; Contents; Acknowledgements; Introduction; 1 Economic cycles; 2 Stockmarket cycles; 3 Sector rotation; 4 Stock selection; 5 Economic catch up; 6 Demographic trends; 7 Energy; 8 Biotechnology; Part 3 Downward phases of the cycle; 9 Global imbalances; 10 External events; 11 Stockmarkets; 12 Sectors; Conclusion; Note on sources; Bibliography; Index
Altri titoli varianti Economist boo
Economist books
Mapping the Markets : A Guide to Stock Market Analysis
Record Nr. UNINA-9910679282903321
Owen Deborah  
London, : Economist Books, 2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Market microstructure [[electronic resource] ] : confronting many viewpoints / / edited by Frédéric Abergel ... [et al.]
Market microstructure [[electronic resource] ] : confronting many viewpoints / / edited by Frédéric Abergel ... [et al.]
Edizione [1st edition]
Pubbl/distr/stampa Chichester, West Sussex, U.K., : Wiley, 2012
Descrizione fisica 1 online resource (256 p.)
Disciplina 332.64/2
Altri autori (Persone) AbergelFrédéric
Collana Wiley finance
Soggetto topico Securities
Securities - Prices
Stock exchanges
Microfinance
ISBN 1-118-67355-7
1-280-67910-7
9786613656032
1-119-95277-8
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto pt. 1. Economic microstructure theory -- pt. 2. High frequency data modeling -- pt. 3. Market impact -- pt. 4. Optimal trading.
Record Nr. UNINA-9910141256703321
Chichester, West Sussex, U.K., : Wiley, 2012
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Market microstructure [[electronic resource] ] : examination of exchange-traded funds (ETFs) : hearing before the Subcommittee on Securities, Insurance, and Investment of the Committee on Banking, Housing, and Urban Affairs, United States Senate, One Hundred Twelfth Congress, first session ... October 19, 2011
Market microstructure [[electronic resource] ] : examination of exchange-traded funds (ETFs) : hearing before the Subcommittee on Securities, Insurance, and Investment of the Committee on Banking, Housing, and Urban Affairs, United States Senate, One Hundred Twelfth Congress, first session ... October 19, 2011
Pubbl/distr/stampa Washington : , : U.S. G.P.O., , 2012
Descrizione fisica 1 online resource (iii, 67 pages) : color illustrations
Collana S. hrg.
Soggetto topico Exchange traded funds - United States
Stock exchanges - United States
Investments - United States
Exchange traded funds
Investments
Stock exchanges
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Altri titoli varianti Market microstructure
Record Nr. UNINA-9910701828203321
Washington : , : U.S. G.P.O., , 2012
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Market microstructure in practice / / editors, Charles-Albert Lehalle, Sophie Laruelle
Market microstructure in practice / / editors, Charles-Albert Lehalle, Sophie Laruelle
Pubbl/distr/stampa Singapore ; ; Hackensack, New Jersey : , : World Scientific Publishing Company, , [2014]
Descrizione fisica 1 online resource (332 p.)
Disciplina 332.0415
Altri autori (Persone) LaruelleSophie
LehalleCharles-Albert
Soggetto topico Capital market
Finance
Stock exchanges
Soggetto genere / forma Electronic books.
ISBN 981-4566-17-9
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto About the Editors; About the Contributors; Contents; Foreword by; Robert Almgren; Bertrand Patillet; Philippe Guillot; Albert J. Menkveld; Preface by; Charles-Albert Lehalle; Sophie Laruelle; Introduction; Liquidity in Question; Microstructure from a Regulatory Standpoint; A Recent Appetite of Regulators and Policy-Makers for Electronic Markets; Worldwide Consolidation: An Electronic Trading Global Timeline; Changes in the Microstructure; Defining Best Execution; Redefining the Roles: An Agent is Now Both Liquidity Taker and Liquidity Provider Simultaneously
Towards a Paradigm Shift: A Blurring of Roles Impact on Liquidity; 1. Monitoring the Fragmentation at Any Scale; 1.1 Fluctuations of Market Shares: A First Graph on Liquidity; 1.1.1 The market share: A not so obvious liquidity metric; 1.1.2 Phase 1: First attempts of fragmentation; 1.1.3 Phase 2: Convergence towards a European offer; Entropy of the market microstructure; Fragmentation of what?; 1.1.4 Phase 3: Apparition of broker crossing networks and Dark Pools; How HFT activity promoted trading outside of visible pools; Small and mid-caps: Catching up main indexes; From division to union
1.2 Smart Order Routing (SOR), A Structural Component of European Price Formation Process 1.2.1 How to route orders in a fragmented market?; Focus on atomic orders; Using a Smart Order Router (SOR); Aggregate liquidity to minimize the impact of each order; Smart Order Routers or Smart Fee Savers?; Beware of duplicate liquidity; 1.2.2 Fragmentation is a consequence of primary markets' variance; 1.3 Still Looking for the Optimal Tick Size; 1.3.1 Why does tick size matter?; 1.3.2 How tick size affects market quality; Decreasing the tick size lowers spreads when tick size is a constraint
Smaller and faster liquidity, does this means more unstable?Cumulative depth and order exposure incentive; Queue jumping and the profitability of limit orders relative to marketable ones; 1.3.3 How can tick size be used by trading venue to earn market share?; Tick size war in the US; Tick size war in Europe; 1.3.4 How does tick size change the profitability of the various participants in the market?; 1.3.5 The value of a quote; 1.4 Can We See in the Dark?; 1.4.1 Mechanism of dark liquidity pools; 1.4.2 In-depth analysis of dark liquidity; European Dark Pool market share
Dark Pools and price discovery Main characteristics of dark liquidity; Dark Pools risks and toxic liquidity; 2. Understanding the Stakes and the Roots of Fragmentation; 2.1 From Intraday Market Share to Volume Curves: Some Stationarity Issues; 2.1.1 Inventory-driven investors need fixing auctions; Fixing auctions: What's at stake; Basic matching rules during call auctions; Pre-fixing dynamics demystified; 2.1.2 Timing is money: Investors need to trade accordingly; Market design and information flow timing imply liquidity patterns; Examples of mixed effects; 1) Opening of the US market
2) US macroeconomic news
Record Nr. UNINA-9910453396003321
Singapore ; ; Hackensack, New Jersey : , : World Scientific Publishing Company, , [2014]
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Market microstructure in practice / / editors, Charles-Albert Lehalle, Capital Fund Management, France, Sophie Laruelle, Universite Paris-Est Creteil, France
Market microstructure in practice / / editors, Charles-Albert Lehalle, Capital Fund Management, France, Sophie Laruelle, Universite Paris-Est Creteil, France
Pubbl/distr/stampa New Jersey : , : World Scientific, , [2014]
Descrizione fisica 1 online resource (xxv, 305 pages) : illustrations (some color)
Disciplina 332.0415
Collana Gale eBooks
Soggetto topico Capital market
Finance
Stock exchanges
ISBN 981-4566-17-9
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto About the Editors; About the Contributors; Contents; Foreword by; Robert Almgren; Bertrand Patillet; Philippe Guillot; Albert J. Menkveld; Preface by; Charles-Albert Lehalle; Sophie Laruelle; Introduction; Liquidity in Question; Microstructure from a Regulatory Standpoint; A Recent Appetite of Regulators and Policy-Makers for Electronic Markets; Worldwide Consolidation: An Electronic Trading Global Timeline; Changes in the Microstructure; Defining Best Execution; Redefining the Roles: An Agent is Now Both Liquidity Taker and Liquidity Provider Simultaneously
Towards a Paradigm Shift: A Blurring of Roles Impact on Liquidity; 1. Monitoring the Fragmentation at Any Scale; 1.1 Fluctuations of Market Shares: A First Graph on Liquidity; 1.1.1 The market share: A not so obvious liquidity metric; 1.1.2 Phase 1: First attempts of fragmentation; 1.1.3 Phase 2: Convergence towards a European offer; Entropy of the market microstructure; Fragmentation of what?; 1.1.4 Phase 3: Apparition of broker crossing networks and Dark Pools; How HFT activity promoted trading outside of visible pools; Small and mid-caps: Catching up main indexes; From division to union
1.2 Smart Order Routing (SOR), A Structural Component of European Price Formation Process 1.2.1 How to route orders in a fragmented market?; Focus on atomic orders; Using a Smart Order Router (SOR); Aggregate liquidity to minimize the impact of each order; Smart Order Routers or Smart Fee Savers?; Beware of duplicate liquidity; 1.2.2 Fragmentation is a consequence of primary markets' variance; 1.3 Still Looking for the Optimal Tick Size; 1.3.1 Why does tick size matter?; 1.3.2 How tick size affects market quality; Decreasing the tick size lowers spreads when tick size is a constraint
Smaller and faster liquidity, does this means more unstable?Cumulative depth and order exposure incentive; Queue jumping and the profitability of limit orders relative to marketable ones; 1.3.3 How can tick size be used by trading venue to earn market share?; Tick size war in the US; Tick size war in Europe; 1.3.4 How does tick size change the profitability of the various participants in the market?; 1.3.5 The value of a quote; 1.4 Can We See in the Dark?; 1.4.1 Mechanism of dark liquidity pools; 1.4.2 In-depth analysis of dark liquidity; European Dark Pool market share
Dark Pools and price discovery Main characteristics of dark liquidity; Dark Pools risks and toxic liquidity; 2. Understanding the Stakes and the Roots of Fragmentation; 2.1 From Intraday Market Share to Volume Curves: Some Stationarity Issues; 2.1.1 Inventory-driven investors need fixing auctions; Fixing auctions: What's at stake; Basic matching rules during call auctions; Pre-fixing dynamics demystified; 2.1.2 Timing is money: Investors need to trade accordingly; Market design and information flow timing imply liquidity patterns; Examples of mixed effects; 1) Opening of the US market
2) US macroeconomic news
Record Nr. UNINA-9910790748103321
New Jersey : , : World Scientific, , [2014]
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Market microstructure in practice / / editors, Charles-Albert Lehalle, Capital Fund Management, France, Sophie Laruelle, Universite Paris-Est Creteil, France
Market microstructure in practice / / editors, Charles-Albert Lehalle, Capital Fund Management, France, Sophie Laruelle, Universite Paris-Est Creteil, France
Pubbl/distr/stampa New Jersey : , : World Scientific, , [2014]
Descrizione fisica 1 online resource (xxv, 305 pages) : illustrations (some color)
Disciplina 332.0415
Collana Gale eBooks
Soggetto topico Capital market
Finance
Stock exchanges
ISBN 981-4566-17-9
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto About the Editors; About the Contributors; Contents; Foreword by; Robert Almgren; Bertrand Patillet; Philippe Guillot; Albert J. Menkveld; Preface by; Charles-Albert Lehalle; Sophie Laruelle; Introduction; Liquidity in Question; Microstructure from a Regulatory Standpoint; A Recent Appetite of Regulators and Policy-Makers for Electronic Markets; Worldwide Consolidation: An Electronic Trading Global Timeline; Changes in the Microstructure; Defining Best Execution; Redefining the Roles: An Agent is Now Both Liquidity Taker and Liquidity Provider Simultaneously
Towards a Paradigm Shift: A Blurring of Roles Impact on Liquidity; 1. Monitoring the Fragmentation at Any Scale; 1.1 Fluctuations of Market Shares: A First Graph on Liquidity; 1.1.1 The market share: A not so obvious liquidity metric; 1.1.2 Phase 1: First attempts of fragmentation; 1.1.3 Phase 2: Convergence towards a European offer; Entropy of the market microstructure; Fragmentation of what?; 1.1.4 Phase 3: Apparition of broker crossing networks and Dark Pools; How HFT activity promoted trading outside of visible pools; Small and mid-caps: Catching up main indexes; From division to union
1.2 Smart Order Routing (SOR), A Structural Component of European Price Formation Process 1.2.1 How to route orders in a fragmented market?; Focus on atomic orders; Using a Smart Order Router (SOR); Aggregate liquidity to minimize the impact of each order; Smart Order Routers or Smart Fee Savers?; Beware of duplicate liquidity; 1.2.2 Fragmentation is a consequence of primary markets' variance; 1.3 Still Looking for the Optimal Tick Size; 1.3.1 Why does tick size matter?; 1.3.2 How tick size affects market quality; Decreasing the tick size lowers spreads when tick size is a constraint
Smaller and faster liquidity, does this means more unstable?Cumulative depth and order exposure incentive; Queue jumping and the profitability of limit orders relative to marketable ones; 1.3.3 How can tick size be used by trading venue to earn market share?; Tick size war in the US; Tick size war in Europe; 1.3.4 How does tick size change the profitability of the various participants in the market?; 1.3.5 The value of a quote; 1.4 Can We See in the Dark?; 1.4.1 Mechanism of dark liquidity pools; 1.4.2 In-depth analysis of dark liquidity; European Dark Pool market share
Dark Pools and price discovery Main characteristics of dark liquidity; Dark Pools risks and toxic liquidity; 2. Understanding the Stakes and the Roots of Fragmentation; 2.1 From Intraday Market Share to Volume Curves: Some Stationarity Issues; 2.1.1 Inventory-driven investors need fixing auctions; Fixing auctions: What's at stake; Basic matching rules during call auctions; Pre-fixing dynamics demystified; 2.1.2 Timing is money: Investors need to trade accordingly; Market design and information flow timing imply liquidity patterns; Examples of mixed effects; 1) Opening of the US market
2) US macroeconomic news
Record Nr. UNINA-9910823617203321
New Jersey : , : World Scientific, , [2014]
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Market oversight games : inaugural lecture delivered on the appointment to the chair of Competition Economics and Regulation at the University of Amsterdam on Friday, 1 October 2010 / / by Maarten Pieter Schinkel [[electronic resource]]
Market oversight games : inaugural lecture delivered on the appointment to the chair of Competition Economics and Regulation at the University of Amsterdam on Friday, 1 October 2010 / / by Maarten Pieter Schinkel [[electronic resource]]
Autore Schinkel Maarten-Pieter
Pubbl/distr/stampa Amsterdam : , : Vossiuspers UvA, , 2011
Descrizione fisica 1 online resource (40 pages) : digital, PDF file(s)
Disciplina 332.642
Collana Oratiereeks
Soggetto topico Stock exchanges
Game theory
ISBN 1-283-05050-1
9786613050502
90-485-1398-7
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Frontmatter -- Antitrust Avoidance by IPO -- What Are Market Oversight Games? -- Some Examples in Real Time -- Points of Departure for Analysis -- Matching Pennies -- Market Oversight Games Complex -- A Lesson from Pac-Man -- Dodging Cartel Detection -- How the Lion Gets the Christian -- A Look inside the Cartel: The Lysine Tapes -- A Look inside the Agency: The NMa Tapes -- Leniency Games Antitrust Authorities Play -- Ms. Pac-Man Proves Creativity Theorem -- Three Corollaries with an Example Each -- Commitment to Do Good -- Epilogue: The De-nationalization of Money by Electronic Payment -- Dankwoord -- Notes
Record Nr. UNINA-9910459828403321
Schinkel Maarten-Pieter  
Amsterdam : , : Vossiuspers UvA, , 2011
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui

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