Entropy-Based Applications in Economics, Finance, and Management |
Autore | Olbryś Joanna |
Pubbl/distr/stampa | Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 |
Descrizione fisica | 1 electronic resource (276 p.) |
Soggetto topico |
Information technology industries
Computer science |
Soggetto non controllato |
crowded trading
tail-risk financial stability entropy market microstructure dimensions of market liquidity market depth high-frequency data intra-day seasonality bond market fixed income security risk spillovers structural entropy generalized variance decomposition complex network credit-to-GDP gap coherence similarity synchronicity Central and Eastern European countries cryptocurrencies mutual information transfer entropy dynamic time warping interval numbers MCGDM TOPSIS objective weights financial markets monetary policy networks fuzzy c-means classification method COVID-19 epidemic states Europe stock market market connectedness crisis nonlinear dynamics chaos butterfly effect energy futures Mean Logarithmic Deviation Shannon entropy income inequality household income decomposition of income inequality EU-SILC Rényi entropy Rényi transfer entropy Rössler system multivariate time series Sample Entropy (SampEn) stock market index regularity predictability Global Financial Crisis rolling-window |
ISBN | 3-0365-5806-3 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910637783203321 |
Olbryś Joanna
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Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 | ||
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Lo trovi qui: Univ. Federico II | ||
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Introduction to Central Banking |
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 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910482868603321 |
Bindseil Ulrich
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Springer Nature, 2021 | ||
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Lo trovi qui: Univ. Federico II | ||
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Remembering inflation [[electronic resource] /] / Brigitte Granville |
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 |
Granville Brigitte
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Princeton, N.J., : Princeton University Press, 2013 | ||
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Lo trovi qui: Univ. Federico II | ||
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Risk Measures with Applications in Finance and Economics / Michael McAleer, Wing-Keung Wong |
Autore | McAleer Michael |
Pubbl/distr/stampa | Basel, Switzerland : , : MDPI, , 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 |
McAleer Michael
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Basel, Switzerland : , : MDPI, , 2019 | ||
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Lo trovi qui: Univ. Federico II | ||
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Weathering the storm : the financial crisis and the EU response . Volume I Background and origins of the crisis / / Javier Villar Burke |
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 |
Villar Burke Javier
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New York, New York (222 East 46th Street, New York, NY 10017) : , : Business Expert Press, , 2017 | ||
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Lo trovi qui: Univ. Federico II | ||
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Weathering the storm : the financial crisis and the EU response . Volume II The response to the crisis / / Javier Villar Burke |
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, 169 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 |
ISBN | 1-63157-681-X |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Part C. Supporting the financial system and sovereigns under financial stress -- Chapter 4. Supporting the financial system -- Chapter 5. Supporting sovereigns under financial stress -- Part D. The regulatory reform of the single market for financial services -- Chapter 6. Regulatory reform I: general framework -- Chapter 7. Regulatory reform II: overview of the new rules -- Part E. Macroeconomic policies: economic governance and growth strategy -- Chapter 8. Enhanced economic governance -- Chapter 9. The growth strategy -- Part F. Summary and challenges ahead -- Chapter 10. An integrated framework: achievements and challenges ahead -- Acronyms -- References -- Index. |
Record Nr. | UNINA-9910157523903321 |
Villar Burke Javier
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New York, New York (222 East 46th Street, New York, NY 10017) : , : Business Expert Press, , 2017 | ||
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Lo trovi qui: Univ. Federico II | ||
|
Weathering the storm : the financial crisis and the EU response . Volume I Background and origins of the crisis / / Javier Villar Burke |
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 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-9910792661103321 |
Villar Burke Javier
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New York, New York (222 East 46th Street, New York, NY 10017) : , : Business Expert Press, , 2017 | ||
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Lo trovi qui: Univ. Federico II | ||
|
Weathering the storm : the financial crisis and the EU response . Volume II The response to the crisis / / Javier Villar Burke |
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, 169 pages) |
Disciplina | 337.142 |
Collana | Finance and financial management collection |
Soggetto topico | Global Financial Crisis, 2008-2009 |
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 |
ISBN | 1-63157-681-X |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Part C. Supporting the financial system and sovereigns under financial stress -- Chapter 4. Supporting the financial system -- Chapter 5. Supporting sovereigns under financial stress -- Part D. The regulatory reform of the single market for financial services -- Chapter 6. Regulatory reform I: general framework -- Chapter 7. Regulatory reform II: overview of the new rules -- Part E. Macroeconomic policies: economic governance and growth strategy -- Chapter 8. Enhanced economic governance -- Chapter 9. The growth strategy -- Part F. Summary and challenges ahead -- Chapter 10. An integrated framework: achievements and challenges ahead -- Acronyms -- References -- Index. |
Record Nr. | UNINA-9910792563103321 |
Villar Burke Javier
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New York, New York (222 East 46th Street, New York, NY 10017) : , : Business Expert Press, , 2017 | ||
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Lo trovi qui: Univ. Federico II | ||
|
Weathering the storm : the financial crisis and the EU response . Volume I Background and origins of the crisis / / Javier Villar Burke |
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 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-9910828137903321 |
Villar Burke Javier
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New York, New York (222 East 46th Street, New York, NY 10017) : , : Business Expert Press, , 2017 | ||
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Lo trovi qui: Univ. Federico II | ||
|
Weathering the storm : the financial crisis and the EU response . Volume II The response to the crisis / / Javier Villar Burke |
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, 169 pages) |
Disciplina | 337.142 |
Collana | Finance and financial management collection |
Soggetto topico | Global Financial Crisis, 2008-2009 |
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 |
ISBN | 1-63157-681-X |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Part C. Supporting the financial system and sovereigns under financial stress -- Chapter 4. Supporting the financial system -- Chapter 5. Supporting sovereigns under financial stress -- Part D. The regulatory reform of the single market for financial services -- Chapter 6. Regulatory reform I: general framework -- Chapter 7. Regulatory reform II: overview of the new rules -- Part E. Macroeconomic policies: economic governance and growth strategy -- Chapter 8. Enhanced economic governance -- Chapter 9. The growth strategy -- Part F. Summary and challenges ahead -- Chapter 10. An integrated framework: achievements and challenges ahead -- Acronyms -- References -- Index. |
Record Nr. | UNINA-9910809173303321 |
Villar Burke Javier
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New York, New York (222 East 46th Street, New York, NY 10017) : , : Business Expert Press, , 2017 | ||
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Lo trovi qui: Univ. Federico II | ||
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