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  • UB Potsdam  (5)
  • Jüdische Gemeinde
  • SB Biesenthal
  • Jawadi, Fredj  (5)
  • 1
    Online Resource
    Online Resource
    Nonlinear modeling of economic and financial time-series (2010)
    Bingley, U.K. : Emerald
    Details
    UID:
    b3kat_BV048845818
    Format: 1 Online-Ressource (xvii, 205 Seiten) , ill
    ISBN: 9780857244901
    Series Statement: International symposia in economic theory and econometrics 20
    Content: Within the subprime crisis (2007) and the recent global financial crisis of 2008-2009, we have observed significant decline, corrections and structural changes in most US and European financial markets. Furthermore, it seems that this crisis has been rapidly transmitted toward the most developed and emerging countries and has strongly affected the whole economy. This volume aims to present recent researches in linear and nonlinear modelling of economic and financial time-series. The several discussions of empirical results of its chapters clearly help to improve the understanding of the financial mechanisms inherent to this crisis. They also yield an important overview on the sources of the financial crisis and its main economic and financial consequences. The book provides the audience a comprehensive understanding of financial and economic dynamics in various aspects using modern financial econometric methods. It addresses the empirical techniques needed by economic agents to analyze the dynamics of these markets and illustrates how they can be applied to the actual data. It also presents and discusses new research findings and their implications
    Note: 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
    Language: English
    Subjects: Economics
    RVK:
    QH 237
    Keywords: Konferenzschrift
    DOI: 10.1108/S1571-0386(2010)20
    URL: Volltext  (URL des Erstveröffentlichers)
    URL: lizenzpflichtig
    URL: lizenzpflichtig
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    Stabi Berlin
    UB Potsdam
    HTW Berlin
    BTU Cottbus
  • 2
    Online Resource
    Online Resource
    Recent developments in alternative finance : empirical assessments and economic implications (2012)
    Bingley, U.K. : Emerald
    Details
    UID:
    b3kat_BV048845986
    Format: 1 Online-Ressource (xvi, 342 Seiten) , ill
    ISBN: 9781781904008
    Series Statement: International symposia in economic theory and econometrics v. 22
    Content: Since the global financial crisis began in 2008-2009, there has been a strong decline in financial markets and investment, and significant economic recession for most developed and emerging economies. Accordingly, new forms of alternative finance, management, control, accounting, trading and investment are being sought. Alternative finance presents challenges intended to stimulate investment and promote economic growth and development, as well as provide a return on investment during turbulent times. This volume aims to provide the reader with a comprehensive understanding of alternative finance in its various forms. It addresses the impact of the financial crisis and the failure of monetary and financial institutions to manage financial markets and handle the recent downturn. It also presents and discusses new research findings associated with alternative forms of investment and finance, and their economic and political implications
    Note: Introduction / William A. Barnett, Fredj Jawadi -- Divisia monetary aggregates for the GCC countries / Ryadh M. Alkhareif, William A. Barnett -- Euro zone bond market and economic growth : evidence from a time series analysis / Iuliana Matei -- International portfolio choice : the case of market competition / Makram Bellalah, Sonia Ben Said -- Can the wealth-to-income ratio be a useful predictor in alternative finance? : evidence from the housing risk premium / Manuel J. Rocha Armada, Ricardo M. Sousa -- The challenges of the mutual financial sphere : statutes to the test development / Michel Roux -- The origins of mutualist finance / Philippe Naszályi -- Can cooperative banking become an alternative to capitalist finance? / Daniel Bachet -- Alternative financial decision principles : theoretical foundations of Islamic banks' capital structure / Kaouther Toumi, Waël Louhichi, Jean-Laurent Viviani -- Islamic finance : an alternative finance or an antidote to the crisis of capitalism? / Geneviève Causse -- The emergence of solidarity employee savings in France / Aude d'Andria -- Mood-misattribution effect on energy finance : a biorhythm approach / Marc Joëts -- Is microcredit a real innovation? / Laurence Attuel-Mendès -- Estimation of non-gaussian returns : the hedge funds case / Naceur Naguez, Jean-Luc Prigent -- Hedge funds and dynamic risk modeling / Wafa Kammoun Masmoudi -- Evaluation of hedge fund returns value at risk using GARCH models / Sabrina Khanniche
    Language: English
    DOI: 10.1108/S1571-0386(2012)22
    URL: Volltext  (URL des Erstveröffentlichers)
    URL: Volltext  (lizenzpflichtig)
    URL: lizenzpflichtig
    URL: Volltext  (lizenzpflichtig)
    URL: Volltext
    Library Location Call Number Volume/Issue/Year Availability
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    Online Resource
    Online Access
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    Stabi Berlin
    UB Potsdam
    HTW Berlin
    BTU Cottbus
  • 3
    Online Resource
    Online Resource
    Monetary policy in the context of the financial crisis : new challenges and lessons (2015)
    United Kingdom : Emerald
    Details
    UID:
    gbv_1653287004
    Format: 1 Online-Ressource (xxi, 536 Seiten)
    Edition: First edition
    ISBN: 9781784417796
    Series Statement: International symposia in economic theory and econometrics volume 24
    Content: ISETE 24 analyses monetary policies and central bank actions in the context of the recent global financial crisis. Part 1 discusses standard monetary policies and inflation targeting rules. Those approaches were appropriate to reaching two main objectives during the great moderation: controlling inflation and accommodating economic growth. But the end of the great moderation revealed the inadequacy of such monetary policies during the rapid development of financial and credit markets. Speculative bubbles, revealing financial instabilities, resulted in a credit crunch, a global financial crisis, and economic depression for major economies. Part II focuses on the non-conventional monetary policies introduced recently by several central banks. New monetary rules and variations in these rules are documented. Besides the well-known targets of monetary policy (inflation, unemployment, and economic growth), these new rules often target asset prices to moderate the development of financial markets and the volatility of financial cycles. ISETE 24 also investigates the effects of non-conventional monetary policies on developing and emerging economies and issues of alternative finance.
    Additional Edition: ISBN 9781784417802
    Additional Edition: Erscheint auch als Druck-Ausgabe ISBN 9781784417802
    Language: English
    DOI: 10.1108/S1571-0386201524
    URL: lizenzpflichtig
    URL: lizenzpflichtig
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    Stabi Berlin
    UB Potsdam
  • 4
    Online Resource
    Online Resource
    Monetary policy in the context of the financial crisis : new challenges and lessons (2015)
    Bingley, UK : Emerald Group Publishing Limited
    Details
    UID:
    gbv_832505463
    Format: Online-Ressource
    Edition: First edition
    Edition: Online-Ausg.
    Series Statement: International symposia in economic theory and econometrics 24
    Content: ISETE 24 analyses monetary policies and central bank actions in the context of the recent global financial crisis. Part 1 discusses standard monetary policies and inflation targeting rules. Part II debates the effects of these policies and contrasts with the possible introduction of non-conventional monetary policies
    Note: Includes bibliographical references , 2. Empirical Specification and Data2.1. Theoretical Aspects; 2.2. Econometric Specification; 2.3. Variables and Data; 3. Results and Discussion; 3.1. Exploring Cross-Sectional Dependence and Panel Stationarity; 3.2. Pooled Mean Group Results; 3.3. Robustness Checks; 4. Conclusion; References; 4 The Global Component of Local Inflation: Revisiting the Empirical Content of the Global Slack Hypothesis with Bay...; 1 Introduction; 2 A Model of Inflation Determination in the Global Economy; 2.1 Building Blocks of the NOEM Model; 2.1.1 Households; 2.1.2 Firms; 2.1.3 Monetary Policy , 2.2 The Workhorse NOEM Model2.3 The Frictionless Model; 2.4 The Deterministic Steady State; 3 Bayesian Estimation: Bringing Data to Discipline the Theory; 3.1 Variables and Data; 3.1.1 Observables for Estimation; 3.1.2 Mapping the Observable Data to Model Variables; 3.2 Eliciting Priors; 3.2.1 Structural Parameters; 3.2.2 Parameters of the Shock Processes; 4 Understanding Local Inflation in an Open-Economy Setting; 4.1 The Global Component of Local Inflation; 4.1.1 The World or Global Economy System; 4.1.2 The Cross-Country Difference System , 4.3.2 The Conditioning Variables5 Results; 5.1 Intertemporal Estimation of Propensity Scores; 5.2 The Results of Matching; 6 Conclusion and Policy Implications; Acknowledgments; References; Appendix A: Stylized Facts; Appendix B: Variables Definitions and Sources; Appendix C: Descriptive Statistics; 1st Interaction; 2nd Interaction; 2 Careful Price Level Targeting; 1 Introduction; 2 The Model; 3 Partial Commitment in Practice; 4 Conclusion; References; 3 Are Price Dynamics Homogenous across Emerging Europe? Empirical Evidence from Panel Data; 1. Introduction , 4.2 Empirical Findings: What Matters Most for Local Inflation?4.2.1 Posterior Distributions; 4.2.2 Bayesian IRFs; 4.2.3 Bayesian Forecasts; 5 Concluding Remarks; Acknowledgments; References; Appendix: Proofs; Proof of Proposition 1.; 5 Pass-Through of Exchange Rate Shocks to Prices in the Euro Area: Evidence from Pricing Chain Model; 1. Introduction; 2. ERPT in EA Countries: Overview of VAR Studies; 3. Empirical Methodology; 4. Data Selection and Their Properties; 5. Empirical Results; 5.1. Responses to Exchange Rate Shocks; 5.1.1. Impulse Responses Analysis; 5.1.2. Factors Influencing ERPT , Front Cover; Monetary Policy in the Context of the Financial Crisis: New Challenges and Lessons; Copyright page; Contents; List of Contributors; Editorial Advisory Board Members; Introduction; References; Acknowledgment; 1 Adoption of Inflation Targeting and Economic Policies Performance in Emerging Countries: A Dynamic Treatment Effe...; 1 Introduction; 2 Literature Review; 3 Data and Stylized Facts; 4 Methodology; 4.1 The Propensity Score Matching Method; 4.2 The Time-Varying Treatment Effect; 4.3 Treatment, Result, and Conditioning Variables; 4.3.1 Treatment versus Outcome Variables
    Additional Edition: ISBN 1784417793
    Additional Edition: ISBN 9781784417802
    Additional Edition: ISBN 9781784417796
    Additional Edition: Print version Monetary Policy in the Context of the Financial Crisis : New Challenges and Lessons
    Language: English
    Keywords: Electronic books
    URL: Volltext  (lizenzpflichtig)
    URL: lizenzpflichtig
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  • 5
    Online Resource
    Online Resource
    Nonlinear modeling of economic and financial time-series (2010)
    Bingley, UK : Emerald
    Details
    UID:
    gbv_687166837
    Format: Online-Ressource (xvii, 205 p) , ill
    Edition: 1st ed
    Edition: Online-Ausg. Palo Alto, Calif ebrary 2011 Electronic reproduction; Available via World Wide Web
    ISBN: 0857244892 , 9780857244895
    Series Statement: International symposia in economic theory and econometrics v. 20
    Content: This volume aims to present recent researches in linear and nonlinear modelling of economic and financial time-series. The several discussions of empirical results of its chapters clearly help to improve the understanding of the financial mechanisms inherent to this crisis. They also yield an important overview on the sources of the financial crisis and its main economic and financial consequences. This volume should have important implication for economists, investors, policymakers
    Note: "First International Symposium in Computational Economic and Finance (ISCEF2010), which was organized in Sousse (Tunisia), on February 25-29, 2010."--P. xvi , Includes bibliographical references , 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 AnalysisChpater 6. Oil Prices and Exchange Rates: Some New Evidence Using Linear and Nonlinear Models ; Chapter 7. Sources of European Growth Externalities: A Two-Step Approach ; Chapter 8. Alternative Methods for Forecasting GDP ; Chapter 9. GARCH Models with CPPI Application , Electronic reproduction; Available via World Wide Web
    Additional Edition: Druckausg. Nonlinear modeling of economic and financial time-series Bingley [u.a.] : Emerald, 2010 ISBN 9780857244901
    Additional Edition: ISBN 0857244906
    Additional Edition: ISBN 9780857244895
    Additional Edition: ISBN 0857244892
    Language: English
    URL: Volltext  (lizenzpflichtig)
    URL: Volltext
    Library Location Call Number Volume/Issue/Year Availability
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    Online Access
    UB Potsdam
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