Autore	Olbryś Joanna
Pubbl/distr/stampa	Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022
Descrizione fisica	1 online resource (276 p.)
Soggetto topico	Computer science Information technology industries
Soggetto non controllato	bond market butterfly effect Central and Eastern European countries chaos coherence complex network COVID-19 credit-to-GDP gap crisis crowded trading cryptocurrencies decomposition of income inequality dimensions of market liquidity dynamic time warping energy futures entropy epidemic states EU-SILC Europe financial markets financial stability fixed income security fuzzy c-means classification method generalized variance decomposition Global Financial Crisis high-frequency data household income income inequality interval numbers intra-day seasonality market connectedness market depth market microstructure MCGDM Mean Logarithmic Deviation monetary policy multivariate time series mutual information n/a networks nonlinear dynamics objective weights predictability regularity Rényi entropy Rényi transfer entropy risk spillovers rolling-window Rössler system Sample Entropy (SampEn) Shannon entropy similarity stock market stock market index structural entropy synchronicity tail-risk TOPSIS transfer entropy
ISBN	3-0365-5806-3
Formato	Materiale a stampa
Livello bibliografico	Monografia
Lingua di pubblicazione	eng
Record Nr.	UNINA-9910637783203321

Autore	Bindseil Ulrich
Pubbl/distr/stampa	Springer Nature, 2021
Descrizione fisica	1 online resource (145 pages)
Altri autori (Persone)	FotiaAlessio
Collana	SpringerBriefs in Quantitative Finance
Soggetto topico	Macroeconomics Economic theory & philosophy
Soggetto non controllato	Macroeconomics/Monetary Economics//Financial Economics Economic Theory/Quantitative Economics/Mathematical Methods Financial Economics Macroeconomics and Monetary Economics Quantitative Economics monetary policy implementation of monetary policy financial stability central bank flow of funds International monetary frameworks open access Quantitative Finance Macroeconomics Monetary economics Economic theory & philosophy
ISBN	3-030-70884-5
Classificazione	BUS039000BUS069030
Formato	Materiale a stampa
Livello bibliografico	Monografia
Lingua di pubblicazione	eng
Record Nr.	UNINA-9910482868603321

Autore	Granville Brigitte
Edizione	[Course Book]
Pubbl/distr/stampa	Princeton, N.J., : Princeton University Press, 2013
Descrizione fisica	1 online resource (291 p.)
Disciplina	332.41
Soggetto topico	Inflation (Finance)
Soggetto non controllato	Brazil Great Moderation Russia Sargent and Wallace capacity utilization central bank competition economic growth economic theory economists euro exchange rate external rule financial crisis financial integration financial stability fiscal policy global economy globalization income inequality inflation control inflation international trade macroeconomic policy macroeconomics monetary policy monetary stability monetary thought poverty price level price stability public debt recession social welfare solvency stable inflation unemployment world economy
ISBN	1-4008-4644-7
Formato	Materiale a stampa
Livello bibliografico	Monografia
Lingua di pubblicazione	eng
Nota di contenuto	Front matter -- Contents -- Preface -- Acronyms -- Chapter 1. The End of a Mirage -- Chapter 2. Origins of Inflation -- Chapter 3. Ending Inflation Without Prolonged Recession -- Chapter 4. The Coordination of Monetary and Fiscal Policy -- Chapter 5. Who Is Voting for Low Inflation and Why? -- Chapter 6. Monetary and Financial Stability -- Chapter 7. Inflation in an Open World -- Conclusion. Adapting to Expectations -- References -- Index
Record Nr.	UNINA-9910779715103321

Autore	McAleer Michael
Pubbl/distr/stampa	MDPI - Multidisciplinary Digital Publishing Institute, 2019
Descrizione fisica	1 electronic resource (536 p.)
Soggetto non controllato	risk assessment VIX business groups SHARE asymptotic approximation European stock markets whole life insurance dynamic hedging risk-neutral distribution cooperative banks Data Envelopment Analysis (DEA) group-affiliated early warning system factor models smoothing process GMC falsified products S&P 500 index options credit derivatives corporate sustainability term life insurance risk management crude oil financial stability social efficiency dynamic conditional correlation emerging market out-of-sample forecast financial crisis binomial tree news release green energy perceived usefulness Bayesian approach two-level optimization probability of default bank risk SYMBOL information asymmetry CoVaR probabilistic cash flow japonica rice production bank profitability Monte Carlo Simulations gain-loss ratio coherent risk measures Mezzanine Financing national health system option value conscientiousness online purchase intention Slovak enterprises spot and futures prices liquidity premium institutional voids utility random forests bankruptcy optimizing financial model sustainable food security system dynamic panel co-dependence modelling financial performance time-varying correlations Project Financing future health risk generalized autoregressive score functions volatility spillovers financial risks simulations life insurance emotion finance risk markov regime switching diversification production frontier function Granger causality health risk risks mitigation returns and volatility sadness low-income country the sudden stop of capital inflow bank failure China’s food policy objective health status IPO underpricing polarity climate change stock return volatility sentiment analysis empirical process full BEKK stochastic frontier model perceived ease of use volatility transmission openness to experience sustainability low carbon targets quasi likelihood ratio (QLR) test banking regulation sustainable development specification testing fossil fuels time-varying copula function tree structures monthly CPI data coal cartel regular vine copulas sustainability of economic recovery ANN EGARCH-m financial security leniency program financial hazard map uncertainty termination causal path stakeholder theory technological progress banking investment horizon regression model two-level CES function joy the optimal scale of foreign exchange reserve carbon emissions stochastic volatility B-splines self-perceived health sovereign credit default swap (SCDS) RV5MIN utility maximization credit risk policy simulation socially responsible investment portfolio selection scientific verification European banking system risk-free rate wild bootstrap medication investment profitability Amihud’s illiquidity ratio multivariate regime-switching inflation forecast risk aversion market timing need hierarchy theory variance diagonal BEKK conjugate prior risk moving averages financial risk risk measures
ISBN	9783038974444 3038974447
Formato	Materiale a stampa
Livello bibliografico	Monografia
Lingua di pubblicazione	eng
Record Nr.	UNINA-9910346660703321

Autore	Villar Burke Javier
Edizione	[First edition.]
Pubbl/distr/stampa	New York, New York (222 East 46th Street, New York, NY 10017) : , : Business Expert Press, , 2017
Descrizione fisica	1 online resource (xiv, 107 pages)
Disciplina	337.142
Collana	Finance and financial management collection
Soggetto topico	Global Financial Crisis, 2008-2009
Soggetto genere / forma	Electronic books.
Soggetto non controllato	capital markets economic and monetary union economic governance euro area European Union financial crisis financial markets financial regulation financial stability sovereign crisis sovereign stability instruments
Formato	Materiale a stampa
Livello bibliografico	Monografia
Lingua di pubblicazione	eng
Nota di contenuto	Part A. Background -- Chapter 1. Understanding the European financial system -- Part B. The origins of the financial crisis -- Chapter 2. Underlying causes of the crisis: the build-up of risks and imbalances -- Chapter 3. Triggers -- Acronyms -- References -- Index.
Record Nr.	UNINA-9910157363203321