Essentials of time series for financial applications / / Massimo Guidolin, Manuela Pedio |
Autore | Guidolin Massimo |
Edizione | [1st edition] |
Pubbl/distr/stampa | London, United Kingdom : , : Academic Press, An imprint of Elsevier, , [2018] |
Descrizione fisica | 1 online resource (723 pages) |
Disciplina | 519.55 |
Soggetto topico |
Time-series analysis
Econometrics |
ISBN |
0-12-813410-0
0-12-813409-7 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910583047203321 |
Guidolin Massimo | ||
London, United Kingdom : , : Academic Press, An imprint of Elsevier, , [2018] | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
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Transmission Channels of Financial Shocks to Stock, Bond, and Asset-Backed Markets : An Empirical Model / / by Massimo Guidolin, Viola Fabbrini, Manuela Pedio |
Autore | Guidolin Massimo |
Edizione | [1st ed. 2016.] |
Pubbl/distr/stampa | London : , : Palgrave Macmillan UK : , : Imprint : Palgrave Macmillan, , 2016 |
Descrizione fisica | 1 online resource (x, 131 pages) : illustrations |
Disciplina | 338.5/422 |
Soggetto topico |
Business enterprises - Finance
Finance Investment banking Securities Corporations - Finance Macroeconomics Business Finance Finance, general Investments and Securities Corporate Finance Macroeconomics/Monetary Economics//Financial Economics |
ISBN | 1-137-56139-4 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | 1 The Background: Channels of Contagion in the US Financial Crisis; 2 Methodology; 3 The Data; 4 Estimates of Single-State VAR Models; 5 Results from Markov Switching Models; 6 Estimating and Disentangling the Contagion Channels; 7 Comparing the US and European Contagion Experiences; 8 Conclusions. |
Record Nr. | UNINA-9910254665403321 |
Guidolin Massimo | ||
London : , : Palgrave Macmillan UK : , : Imprint : Palgrave Macmillan, , 2016 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
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