Essentials of time series for financial applications / / Massimo Guidolin, Manuela Pedio
| 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
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| London, United Kingdom : , : Academic Press, An imprint of Elsevier, , [2018] | ||
| 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
| 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 Financial services industry Macroeconomics Corporate Finance Financial Economics Financial Services Macroeconomics and Monetary Economics |
| ISBN |
9781137561398
1137561394 |
| 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
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| London : , : Palgrave Macmillan UK : , : Imprint : Palgrave Macmillan, , 2016 | ||
| Lo trovi qui: Univ. Federico II | ||
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