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Asset prices and monetary policy [[electronic resource] /] / edited by John Y. Campbell
| Asset prices and monetary policy [[electronic resource] /] / edited by John Y. Campbell |
| Pubbl/distr/stampa | Chicago, : University of Chicago Press, 2008 |
| Descrizione fisica | 1 online resource (444 p.) |
| Disciplina | 339.5/3 |
| Altri autori (Persone) | CampbellJohn Y |
| Collana | A National Bureau of Economic Research conference report |
| Soggetto topico |
Monetary policy
Securities - Prices Speculation Capital assets pricing model Investment analysis - Mathematics Capital investments |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-281-95929-4
9786611959296 0-226-09212-7 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Measuring the macroeconomic risks posed by asset price booms / Stephen G. Cecchetti -- Expectations, asset prices, and monetary policy : the role of learning / Simon Gilchrist and Masashi Saito -- Optimal monetary policy with collateralized household debt and borrowing constraints / Tommaso Monacelli -- Inflation illusion, credit, and asset prices / Monika Piazzesi and Martin Schneider -- Learning, macroeconomic dynamics, and the term structure of interest rates / Hans Dewachter and Marco Lyrio -- Revealing the secrets of the temple : the value of publishing central bank interest rate projections / Glenn D. Rudebusch and John C. Williams -- The effect of monetary policy on real commodity prices / Jeffrey A. Frankel -- Noisy macroeconomic announcements, monetary policy, and asset prices / Roberto Rigobon and Brian Sack -- Is bad news about inflation good news for the exchange rate? And, if so, can that tell us anything about the conduct of monetary policy? / Richard H. Clarida and Daniel Waldman. |
| Record Nr. | UNINA-9910453789703321 |
| Chicago, : University of Chicago Press, 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Asset prices and monetary policy [[electronic resource] /] / edited by John Y. Campbell
| Asset prices and monetary policy [[electronic resource] /] / edited by John Y. Campbell |
| Pubbl/distr/stampa | Chicago, : University of Chicago Press, 2008 |
| Descrizione fisica | 1 online resource (444 p.) |
| Disciplina | 339.5/3 |
| Altri autori (Persone) | CampbellJohn Y |
| Collana | A National Bureau of Economic Research conference report |
| Soggetto topico |
Monetary policy
Securities - Prices Speculation Capital assets pricing model Investment analysis - Mathematics Capital investments |
| Soggetto non controllato | economics, economy, growth, inflation, finances, financial, policy makers, central banks, federal reserve, asset markets, housing market, debt, credit, investors, commodity pricing, stocks, retirement funds, real estate, securities, prices, speculation, math, mathematics, investment, analysis, macroeconomics, expectations, learning, borrowing, exchange rate, monetary |
| ISBN |
1-281-95929-4
9786611959296 0-226-09212-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Measuring the macroeconomic risks posed by asset price booms / Stephen G. Cecchetti -- Expectations, asset prices, and monetary policy : the role of learning / Simon Gilchrist and Masashi Saito -- Optimal monetary policy with collateralized household debt and borrowing constraints / Tommaso Monacelli -- Inflation illusion, credit, and asset prices / Monika Piazzesi and Martin Schneider -- Learning, macroeconomic dynamics, and the term structure of interest rates / Hans Dewachter and Marco Lyrio -- Revealing the secrets of the temple : the value of publishing central bank interest rate projections / Glenn D. Rudebusch and John C. Williams -- The effect of monetary policy on real commodity prices / Jeffrey A. Frankel -- Noisy macroeconomic announcements, monetary policy, and asset prices / Roberto Rigobon and Brian Sack -- Is bad news about inflation good news for the exchange rate? And, if so, can that tell us anything about the conduct of monetary policy? / Richard H. Clarida and Daniel Waldman. |
| Record Nr. | UNINA-9910782430603321 |
| Chicago, : University of Chicago Press, 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Asset prices and monetary policy / / edited by John Y. Campbell
| Asset prices and monetary policy / / edited by John Y. Campbell |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Chicago, : University of Chicago Press, 2008 |
| Descrizione fisica | 1 online resource (444 p.) |
| Disciplina | 339.5/3 |
| Altri autori (Persone) | CampbellJohn Y |
| Collana | A National Bureau of Economic Research conference report |
| Soggetto topico |
Monetary policy
Securities - Prices Speculation Capital assets pricing model Investment analysis - Mathematics Capital investments |
| Soggetto non controllato | economics, economy, growth, inflation, finances, financial, policy makers, central banks, federal reserve, asset markets, housing market, debt, credit, investors, commodity pricing, stocks, retirement funds, real estate, securities, prices, speculation, math, mathematics, investment, analysis, macroeconomics, expectations, learning, borrowing, exchange rate, monetary |
| ISBN |
1-281-95929-4
9786611959296 0-226-09212-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Measuring the macroeconomic risks posed by asset price booms / Stephen G. Cecchetti -- Expectations, asset prices, and monetary policy : the role of learning / Simon Gilchrist and Masashi Saito -- Optimal monetary policy with collateralized household debt and borrowing constraints / Tommaso Monacelli -- Inflation illusion, credit, and asset prices / Monika Piazzesi and Martin Schneider -- Learning, macroeconomic dynamics, and the term structure of interest rates / Hans Dewachter and Marco Lyrio -- Revealing the secrets of the temple : the value of publishing central bank interest rate projections / Glenn D. Rudebusch and John C. Williams -- The effect of monetary policy on real commodity prices / Jeffrey A. Frankel -- Noisy macroeconomic announcements, monetary policy, and asset prices / Roberto Rigobon and Brian Sack -- Is bad news about inflation good news for the exchange rate? And, if so, can that tell us anything about the conduct of monetary policy? / Richard H. Clarida and Daniel Waldman. |
| Record Nr. | UNINA-9910819065603321 |
| Chicago, : University of Chicago Press, 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Empirical market microstructure [[electronic resource] ] : the institutions, economics and econometrics of securities trading / / Joel Hasbrouck
| Empirical market microstructure [[electronic resource] ] : the institutions, economics and econometrics of securities trading / / Joel Hasbrouck |
| Autore | Hasbrouck Joel |
| Edizione | [2nd ed.] |
| Pubbl/distr/stampa | Oxford ; ; New York, : Oxford University Press, 2007 |
| Descrizione fisica | 1 online resource (209 p.) |
| Disciplina | 332.64 |
| Soggetto topico |
Securities
Securities - Prices Investments - Mathematical models Stock exchanges - Mathematical models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
9786612235283
0-19-804130-6 1-282-23528-1 1-280-90793-2 1-4294-6891-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Introduction -- Trading mechanisms -- The roll model of trade prices -- Univariate time-series analysis -- Sequential trade models -- Order flow and the probability of informed trading -- Strategic trade models -- A generalized roll model -- Multivariate linear microstructure models -- Multiple securities and multiple prices -- Dealers and their inventories -- Limit order markets -- Depth -- Trading costs : retrospective and comparative -- Prospective trading costs and execution strategies.
Introduction -- Trading mechanisms -- The roll model of trade prices -- Univariate time series analysis -- Sequential trade models -- Order flow and the probability of informed trading (PIN) -- Strategic trade models -- A generalized roll model of trade prices -- Multivariate linear microstructure models -- Multiple securities and multiple prices -- Dealers and their inventories -- Limit order markets -- Depth -- Trading costs : retrospective and comparative -- Prospective trading costs and execution strategies. |
| Record Nr. | UNINA-9910452323503321 |
Hasbrouck Joel
|
||
| Oxford ; ; New York, : Oxford University Press, 2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Empirical market microstructure [[electronic resource] ] : the institutions, economics and econometrics of securities trading / / Joel Hasbrouck
| Empirical market microstructure [[electronic resource] ] : the institutions, economics and econometrics of securities trading / / Joel Hasbrouck |
| Autore | Hasbrouck Joel |
| Edizione | [2nd ed.] |
| Pubbl/distr/stampa | Oxford ; ; New York, : Oxford University Press, 2007 |
| Descrizione fisica | 1 online resource (209 p.) |
| Disciplina | 332.64 |
| Soggetto topico |
Securities
Securities - Prices Investments - Mathematical models Stock exchanges - Mathematical models |
| ISBN |
0-19-771012-3
0-19-988532-X 9786612235283 0-19-804130-6 1-282-23528-1 1-280-90793-2 1-4294-6891-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Introduction -- Trading mechanisms -- The roll model of trade prices -- Univariate time-series analysis -- Sequential trade models -- Order flow and the probability of informed trading -- Strategic trade models -- A generalized roll model -- Multivariate linear microstructure models -- Multiple securities and multiple prices -- Dealers and their inventories -- Limit order markets -- Depth -- Trading costs : retrospective and comparative -- Prospective trading costs and execution strategies.
Introduction -- Trading mechanisms -- The roll model of trade prices -- Univariate time series analysis -- Sequential trade models -- Order flow and the probability of informed trading (PIN) -- Strategic trade models -- A generalized roll model of trade prices -- Multivariate linear microstructure models -- Multiple securities and multiple prices -- Dealers and their inventories -- Limit order markets -- Depth -- Trading costs : retrospective and comparative -- Prospective trading costs and execution strategies. |
| Record Nr. | UNINA-9910777765003321 |
|
Hasbrouck Joel
|
||
| Oxford ; ; New York, : Oxford University Press, 2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Empirical market microstructure [[electronic resource] ] : the institutions, economics and econometrics of securities trading / / Joel Hasbrouck
| Empirical market microstructure [[electronic resource] ] : the institutions, economics and econometrics of securities trading / / Joel Hasbrouck |
| Autore | Hasbrouck Joel |
| Edizione | [2nd ed.] |
| Pubbl/distr/stampa | Oxford ; ; New York, : Oxford University Press, 2007 |
| Descrizione fisica | 1 online resource (209 p.) |
| Disciplina | 332.64 |
| Soggetto topico |
Securities
Securities - Prices Investments - Mathematical models Stock exchanges - Mathematical models |
| ISBN |
0-19-771012-3
0-19-988532-X 9786612235283 0-19-804130-6 1-282-23528-1 1-280-90793-2 1-4294-6891-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Introduction -- Trading mechanisms -- The roll model of trade prices -- Univariate time-series analysis -- Sequential trade models -- Order flow and the probability of informed trading -- Strategic trade models -- A generalized roll model -- Multivariate linear microstructure models -- Multiple securities and multiple prices -- Dealers and their inventories -- Limit order markets -- Depth -- Trading costs : retrospective and comparative -- Prospective trading costs and execution strategies.
Introduction -- Trading mechanisms -- The roll model of trade prices -- Univariate time series analysis -- Sequential trade models -- Order flow and the probability of informed trading (PIN) -- Strategic trade models -- A generalized roll model of trade prices -- Multivariate linear microstructure models -- Multiple securities and multiple prices -- Dealers and their inventories -- Limit order markets -- Depth -- Trading costs : retrospective and comparative -- Prospective trading costs and execution strategies. |
| Record Nr. | UNINA-9910828496803321 |
|
Hasbrouck Joel
|
||
| Oxford ; ; New York, : Oxford University Press, 2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Investors and markets [[electronic resource] ] : portfolio choices, asset prices, and investment advice / / William F. Sharpe
| Investors and markets [[electronic resource] ] : portfolio choices, asset prices, and investment advice / / William F. Sharpe |
| Autore | Sharpe William F |
| Edizione | [Course Book] |
| Pubbl/distr/stampa | Princeton, N.J., : Princeton University Press, 2008 |
| Descrizione fisica | 1 online resource (232 p.) |
| Disciplina | 332.6 |
| Collana | Princeton lectures in finance |
| Soggetto topico |
Portfolio management
Securities - Prices Capital assets pricing model Investment analysis Investments |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-282-53140-9
9786612531408 1-4008-3018-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- Contents -- Preface -- One. Introduction -- Two. Equilibrium -- Three. Preferences -- Four. Prices -- Five. Positions -- Six. Predictions -- Seven. Protection -- Eight. Advice -- References -- Index |
| Record Nr. | UNINA-9910456819803321 |
|
Sharpe William F
|
||
| Princeton, N.J., : Princeton University Press, 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Investors and markets [[electronic resource] ] : portfolio choices, asset prices, and investment advice / / William F. Sharpe
| Investors and markets [[electronic resource] ] : portfolio choices, asset prices, and investment advice / / William F. Sharpe |
| Autore | Sharpe William F |
| Edizione | [Course Book] |
| Pubbl/distr/stampa | Princeton, N.J., : Princeton University Press, 2008 |
| Descrizione fisica | 1 online resource (232 p.) |
| Disciplina | 332.6 |
| Collana | Princeton lectures in finance |
| Soggetto topico |
Portfolio management
Securities - Prices Capital assets pricing model Investment analysis Investments |
| ISBN |
1-282-53140-9
9786612531408 1-4008-3018-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- Contents -- Preface -- One. Introduction -- Two. Equilibrium -- Three. Preferences -- Four. Prices -- Five. Positions -- Six. Predictions -- Seven. Protection -- Eight. Advice -- References -- Index |
| Record Nr. | UNINA-9910781065003321 |
|
Sharpe William F
|
||
| Princeton, N.J., : Princeton University Press, 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Investors and markets : portfolio choices, asset prices, and investment advice / / William F. Sharpe
| Investors and markets : portfolio choices, asset prices, and investment advice / / William F. Sharpe |
| Autore | Sharpe William F |
| Edizione | [Course Book] |
| Pubbl/distr/stampa | Princeton, N.J., : Princeton University Press, 2008 |
| Descrizione fisica | 1 online resource (232 p.) |
| Disciplina | 332.6 |
| Collana | Princeton lectures in finance |
| Soggetto topico |
Portfolio management
Securities - Prices Capital assets pricing model Investment analysis Investments |
| ISBN |
1-282-53140-9
9786612531408 1-4008-3018-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- Contents -- Preface -- One. Introduction -- Two. Equilibrium -- Three. Preferences -- Four. Prices -- Five. Positions -- Six. Predictions -- Seven. Protection -- Eight. Advice -- References -- Index |
| Record Nr. | UNINA-9910809039003321 |
|
Sharpe William F
|
||
| Princeton, N.J., : Princeton University Press, 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Machine trading : deploying computer algorithms to conquer the markets / / Ernest P. Chan
| Machine trading : deploying computer algorithms to conquer the markets / / Ernest P. Chan |
| Autore | Chang Ernest P. |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : Wiley-Blackwell, , 2017 |
| Descrizione fisica | 1 online resource (267 pages) : illustrations |
| Disciplina | 332.630285416 |
| Collana |
Wiley Trading Series
THEi Wiley ebooks |
| Soggetto topico |
Program trading (Securities)
Securities - Prices |
| ISBN |
1-119-21965-5
1-119-21967-1 1-119-24406-4 |
| Classificazione | BUS027000 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Machine generated contents note: Preface ix CHAPTER 1 The Basics of Algorithmic Trading 1 CHAPTER 2 Factor Models 27 CHAPTER 3 Time-Series Analysis 59 CHAPTER 4 Artificial Intelligence Techniques 83 CHAPTER 5 Options Strategies 119 CHAPTER 6 Intraday Trading and Market Microstructure 159 CHAPTER 7 Bitcoins 201 CHAPTER 8 Algorithmic Trading Is Good for Body and Soul 215 Bibliography 227 About the Author 235 Index 237. |
| Record Nr. | UNINA-9910157507003321 |
|
Chang Ernest P.
|
||
| Hoboken, New Jersey : , : Wiley-Blackwell, , 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
