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Market Microstructure and Nonlinear Dynamics [[electronic resource] ] : Keeping Financial Crisis in Context / / edited by Gilles Dufrénot, Fredj Jawadi, Waël Louhichi
| Market Microstructure and Nonlinear Dynamics [[electronic resource] ] : Keeping Financial Crisis in Context / / edited by Gilles Dufrénot, Fredj Jawadi, Waël Louhichi |
| Edizione | [1st ed. 2014.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2014 |
| Descrizione fisica | 1 online resource (322 p.) |
| Disciplina |
330
330.015195 332 519 |
| Soggetto topico |
Finance
Macroeconomics Economics, Mathematical Finance, general Macroeconomics/Monetary Economics//Financial Economics Quantitative Finance |
| ISBN | 3-319-05212-8 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Market Fragmentation and Market Quality: The European Experience -- Pre-trade Transparency and the Information Content of the Limit Order Book -- Trading Mechanisms in Financial Markets: A Comparison Between Auction and Dealership Markets -- News Trader, Liquidity and Transaction Cost -- What Moves Euro-Bund Futures Contracts on Eurex? Surprises!- Individual Investors' Trading Activities and Price Volatility -- Finance and Growth Causality: Empirical Evidence for Emerging Europe -- Anticipated Macroeconomic Fundamentals, Sovereign Spreads and Regime-Switching: The Case of the Euro Area -- Impact of Anti-crisis Measures on the Volatility of the Stock Market Stress Index in the Euro Zone (Application of ARCH/GARCH/EGARCH) -- Shift-Volatility Transmission in East Asian Equity Markets: New Indicators -- Transaction Costs and Nonlinear Modelling of Real Exchange Rate Deviations from Purchasing Power Parity: Evidence from the MENA Region. . |
| Record Nr. | UNINA-9910298559603321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2014 | ||
| 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 | ||
| ||
Nonlinear modeling of economic and financial time-series [[electronic resource] /] / edited by Fredj Jawadi, William A. Barnett
| Nonlinear modeling of economic and financial time-series [[electronic resource] /] / edited by Fredj Jawadi, William A. Barnett |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Bingley, UK, : Emerald, 2010 |
| Descrizione fisica | 1 online resource (223 p.) |
| Disciplina | 330.015195 |
| Altri autori (Persone) |
BarnettWilliam A
JawadiFredj |
| Collana | International symposia in economic theory and econometrics |
| Soggetto topico |
Econometrics
Finance - Econometric models Nonlinear theories Time-series analysis |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-282-96412-7
9786612964121 0-85724-490-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Front cover; Nonlinear Modeling of Economic and Financial Time-Series; Copyright page; Contents; List of Contributors; Editorial Advisory Board Members; About the Series; Introduction; Chapter 1. Collateralizable Wealth, Asset Returns, and Systemic Risk: International Evidence; Chapter 2. Nonlinear Stock Market Links between Mexico and the World; Chapter 3. Dynamic Linkages between Global Macro Hedge Funds and Traditional Financial Assets; Chapter 4. Copula Theory Applied to Hedge Funds Dependence Structure Determination; Chapter 5. European Exchange Rate Credibility: An Empirical Analysis
Chpater 6. Oil Prices and Exchange Rates: Some New Evidence Using Linear and Nonlinear ModelsChapter 7. Sources of European Growth Externalities: A Two-Step Approach; Chapter 8. Alternative Methods for Forecasting GDP; Chapter 9. GARCH Models with CPPI Application |
| Record Nr. | UNINA-9910460305303321 |
| Bingley, UK, : Emerald, 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Nonlinear modeling of economic and financial time-series [[electronic resource] /] / edited by Fredj Jawadi, William A. Barnett
| Nonlinear modeling of economic and financial time-series [[electronic resource] /] / edited by Fredj Jawadi, William A. Barnett |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Bingley, UK, : Emerald, 2010 |
| Descrizione fisica | 1 online resource (223 p.) |
| Disciplina | 330.015195 |
| Altri autori (Persone) |
JawadiFredj
BarnettWilliam A |
| Collana | International symposia in economic theory and econometrics |
| Soggetto topico |
Business & Economics - Econometrics
Business & Economics - Economics - Theory Economic theory & philosophy Econometrics Econometric models Time-series analysis |
| ISBN |
1-282-96412-7
9786612964121 0-85724-490-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction / Fredj Jawadi, William A. Barnett -- ch. 1. Collateralizable wealth, asset returns, and systemic risk : international evidence / Ricardo M. Sousa -- ch. 2. Nonlinear stock market links between Mexico and the world / Mohamed El Hedi Arouri, Fredj Jawadi -- ch. 3. Dynamic linkages between global macro hedge funds and traditional financial assets / Wafa Kammoun Masmoudi -- ch. 4. Copula theory applied to hedge funds dependence structure determination / Rania Hentati, Jean-Luc Prigent -- ch. 5. European exchange rate credibility : an empirical analysis / Iuliana Matei -- ch. 6. Oil prices and exchange rates : some new evidence using linear and nonlinear models / Mohamed El Hedi Arouri, Fredj Jawadi -- ch. 7. Sources of European growth externalities : a two-step approach / Sébastien Pommier, Fabien Rondeau -- ch. 8. Alternative methods for forecasting GDP / Dominique Guégan, Patrick Rakotomarolahy -- ch. 9. GARCH models with CPPI application / Hachmi Ben Ameur. |
| Record Nr. | UNINA-9910785698503321 |
| Bingley, UK, : Emerald, 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Nonlinear modeling of economic and financial time-series / / edited by Fredj Jawadi, William A. Barnett
| Nonlinear modeling of economic and financial time-series / / edited by Fredj Jawadi, William A. Barnett |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Bingley, UK, : Emerald, 2010 |
| Descrizione fisica | 1 online resource (223 p.) |
| Disciplina | 330.015195 |
| Altri autori (Persone) |
JawadiFredj
BarnettWilliam A |
| Collana | International symposia in economic theory and econometrics |
| Soggetto topico |
Business & Economics - Econometrics
Business & Economics - Economics - Theory Economic theory & philosophy Econometrics Econometric models Time-series analysis |
| ISBN |
1-282-96412-7
9786612964121 0-85724-490-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction / Fredj Jawadi, William A. Barnett -- ch. 1. Collateralizable wealth, asset returns, and systemic risk : international evidence / Ricardo M. Sousa -- ch. 2. Nonlinear stock market links between Mexico and the world / Mohamed El Hedi Arouri, Fredj Jawadi -- ch. 3. Dynamic linkages between global macro hedge funds and traditional financial assets / Wafa Kammoun Masmoudi -- ch. 4. Copula theory applied to hedge funds dependence structure determination / Rania Hentati, Jean-Luc Prigent -- ch. 5. European exchange rate credibility : an empirical analysis / Iuliana Matei -- ch. 6. Oil prices and exchange rates : some new evidence using linear and nonlinear models / Mohamed El Hedi Arouri, Fredj Jawadi -- ch. 7. Sources of European growth externalities : a two-step approach / Sébastien Pommier, Fabien Rondeau -- ch. 8. Alternative methods for forecasting GDP / Dominique Guégan, Patrick Rakotomarolahy -- ch. 9. GARCH models with CPPI application / Hachmi Ben Ameur. |
| Record Nr. | UNINA-9910814470403321 |
| Bingley, UK, : Emerald, 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Uncertainty, Expectations and Asset Price Dynamics [[electronic resource] ] : Essays in Honor of Georges Prat / / edited by Fredj Jawadi
| Uncertainty, Expectations and Asset Price Dynamics [[electronic resource] ] : Essays in Honor of Georges Prat / / edited by Fredj Jawadi |
| Edizione | [1st ed. 2018.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 |
| Descrizione fisica | 1 online resource (xxx, 192 pages) |
| Disciplina | 657.7 |
| Collana | Dynamic Modeling and Econometrics in Economics and Finance |
| Soggetto topico |
Macroeconomics
Behavioral economics Econometrics Economics, Mathematical Financial crises Macroeconomics/Monetary Economics//Financial Economics Behavioral Finance Quantitative Finance Financial Crises |
| ISBN | 3-319-98714-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Preface (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). |
| Record Nr. | UNINA-9910299629403321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||