Contagion Phenomena With Applications In Finance

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• Author : Christian Gourieroux,Serges Darolles
• Publisher : Wiley-ISTE
• Release Date : 2014-07-08
• Total pages : 320
• ISBN : 1848217005
• File Size : 47,9 Mb
• Total Download : 626
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Download Contagion Phenomena in PDF, Epub, and Kindle

PDF book entitled Contagion Phenomena written by Christian Gourieroux,Serges Darolles and published by Wiley-ISTE which was released on 2014-07-08 with total hardcover pages 320, the book become popular and critical acclaim.

• Author : Serge Darolles,Christian Gourieroux
• Publisher : Elsevier
• Release Date : 2015-08-26
• Total pages : 166
• ISBN : 9780081004784
• File Size : 23,6 Mb
• Total Download : 338
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Download Contagion Phenomena with Applications in Finance in PDF, Epub, and Kindle

Much research into financial contagion and systematic risks has been motivated by the finding that cross-market correlations (resp. coexceedances) between asset returns increase significantly during crisis periods. Is this increase due to an exogenous shock common to all markets (interdependence) or due to certain types of transmission of shocks between markets (contagion)? Darolles and Gourieroux explain that an attempt to convey contagion and causality in a static framework can be flawed due to identification problems; they provide a more precise definition of the notion of shock to strengthen the solution within a dynamic framework. This book covers the standard practice for defining shocks in SVAR models, impulse response functions, identitification issues, static and dynamic models, leading to the challenges of measurement of systematic risk and contagion, with interpretations of hedge fund survival and market liquidity risks Features the standard practice of defining shocks to models to help you to define impulse response and dynamic consequences Shows that identification of shocks can be solved in a dynamic framework, even within a linear perspective Helps you to apply the models to portfolio management, risk monitoring, and the analysis of financial stability

• Author : Christos Floros,Ioannis Chatziantoniou
• Publisher : Springer Nature
• Release Date : 2022-06-15
• Total pages : 282
• ISBN : 9783030929572
• File Size : 35,9 Mb
• Total Download : 224
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Download Applications in Energy Finance in PDF, Epub, and Kindle

This textbook investigates the linkages between energy-commodities markets, financial markets and the economy and incorporates different aspects of the energy market, organizing the relevant material in two distinct parts. Part one includes studies that relate to the impact of developments in the various energy-commodities markets (e.g., oil, gas) both on financial markets and economic growth, including studies that consider the impact of energy prices on financial markets or the effect on specific macroeconomic variables, such as interest rates, inflation, GDP. Part two discusses developments in the energy market from a climate change or green financing point of view, further considering issues that relate to climate finance, green investing, as well as policy making relating to GHG Emissions. By introducing a multitude of topics in energy finance, this textbook provides a holistic view of the market and its importance

• Author : Zopounidis, Constantin,Kenourgios, Dimitris,Dotsis, George
• Publisher : IGI Global
• Release Date : 2020-02-07
• Total pages : 385
• ISBN : 9781799824381
• File Size : 37,5 Mb
• Total Download : 323
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Download Recent Advances and Applications in Alternative Investments in PDF, Epub, and Kindle

In recent years, there has been a swell of investment opportunities in contemporary asset classes that have gained considerable attention, including cryptocurrencies, hedge funds, and private equity. These alternative investments provide the opportunity to enhance the diversification of financial portfolios and harvest risk premiums that traditional assets like stocks and bonds fail to provide. The emergence of these new properties has created the need to further understand the mechanics, risks, and returns of alternative investments. Recent Advances and Applications in Alternative Investments is a pivotal reference source that provides vital research on the emergence and development of complementary asset classes in the field of finance and investment. While highlighting topics such as carbon emission markets, renewable energy, and digital currencies, this publication explores modern investment strategies as well as the latest products and new types of risk. This book is ideally designed for managers, strategists, accountants, financial professionals, economists, brokers, investors, business practitioners, policymakers, researchers, and academicians seeking current research on contemporary developments in investment strategies and alternative assets.

• Author : Dariusz Król,Damien Fay,Bogdan Gabryś
• Publisher : Springer
• Release Date : 2015-03-19
• Total pages : 364
• ISBN : 9783319159164
• File Size : 10,7 Mb
• Total Download : 106
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Download Propagation Phenomena in Real World Networks in PDF, Epub, and Kindle

“Propagation, which looks at spreading in complex networks, can be seen from many viewpoints; it is undesirable, or desirable, controllable, the mechanisms generating that propagation can be the topic of interest, but in the end all depends on the setting. This book covers leading research on a wide spectrum of propagation phenomenon and the techniques currently used in its modelling, prediction, analysis and control. Fourteen papers range over topics including epidemic models, models for trust inference, coverage strategies for networks, vehicle flow propagation, bio-inspired routing algorithms, P2P botnet attacks and defences, fault propagation in gene-cellular networks, malware propagation for mobile networks, information propagation in crisis situations, financial contagion in interbank networks, and finally how to maximize the spread of influence in social networks. The compendium will be of interest to researchers, those working in social networking, communications and finance and is aimed at providing a base point for further studies on current research. Above all, by bringing together research from such diverse fields, the book seeks to cross-pollinate ideas, and give the reader a glimpse of the breath of current research.”

• Author : Ms.Nada Choueiri
• Publisher : International Monetary Fund
• Release Date : 1999-03-01
• Total pages : 27
• ISBN : 9781451844788
• File Size : 36,5 Mb
• Total Download : 273
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Download A Model of Contagious Currency Crises with Application to Argentina in PDF, Epub, and Kindle

This paper proposes a model of contagious currency crises: crises transmit across countries by raising the risk premium on government bonds. Three types of equilibria can occur: a “no-collapse” equilibrium (crises never transmit from abroad); a “collapse” equilibrium (crises are inevitably contagious); or a “fundamentals” equilibrium (crises are contagious if domestic fundamentals are weak). A calibration exercise finds that the 1995 turmoil in Argentina coexisted with a combination of risk-averse investors and weak credibility in the currency board arrangement. This turmoil could only be attributed to a Tequila effect from the Mexican crisis alone if investors were excessively risk-averse.

• Author : Ly H. Anh,Le Si Dong,Vladik Kreinovich,Nguyen Ngoc Thach
• Publisher : Springer
• Release Date : 2017-12-18
• Total pages : 1081
• ISBN : 9783319731506
• File Size : 18,8 Mb
• Total Download : 539
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Download Econometrics for Financial Applications in PDF, Epub, and Kindle

This book addresses both theoretical developments in and practical applications of econometric techniques to finance-related problems. It includes selected edited outcomes of the International Econometric Conference of Vietnam (ECONVN2018), held at Banking University, Ho Chi Minh City, Vietnam on January 15-16, 2018. Econometrics is a branch of economics that uses mathematical (especially statistical) methods to analyze economic systems, to forecast economic and financial dynamics, and to develop strategies for achieving desirable economic performance. An extremely important part of economics is finances: a financial crisis can bring the whole economy to a standstill and, vice versa, a smart financial policy can dramatically boost economic development. It is therefore crucial to be able to apply mathematical techniques of econometrics to financial problems. Such applications are a growing field, with many interesting results – and an even larger number of challenges and open problems.

• Author : Anonim
• Publisher : ScholarlyEditions
• Release Date : 2013-06-21
• Total pages : 884
• ISBN : 9781481687416
• File Size : 26,6 Mb
• Total Download : 138
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Download Economics—Advances in Research and Application: 2013 Edition in PDF, Epub, and Kindle

Economics—Advances in Research and Application: 2013 Edition is a ScholarlyEditions™ book that delivers timely, authoritative, and comprehensive information about Tariffs. The editors have built Economics—Advances in Research and Application: 2013 Edition on the vast information databases of ScholarlyNews.™ You can expect the information about Tariffs in this book to be deeper than what you can access anywhere else, as well as consistently reliable, authoritative, informed, and relevant. The content of Economics—Advances in Research and Application: 2013 Edition has been produced by the world’s leading scientists, engineers, analysts, research institutions, and companies. All of the content is from peer-reviewed sources, and all of it is written, assembled, and edited by the editors at ScholarlyEditions™ and available exclusively from us. You now have a source you can cite with authority, confidence, and credibility. More information is available at http://www.ScholarlyEditions.com/.

• Author : Alexandrova-Kabadjova, Biliana
• Publisher : IGI Global
• Release Date : 2012-08-31
• Total pages : 378
• ISBN : 9781466620124
• File Size : 20,6 Mb
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Download Simulation in Computational Finance and Economics: Tools and Emerging Applications in PDF, Epub, and Kindle

Simulation has become a tool difficult to substitute in many scientific areas like manufacturing, medicine, telecommunications, games, etc. Finance is one of such areas where simulation is a commonly used tool; for example, we can find Monte Carlo simulation in many financial applications like market risk analysis, portfolio optimization, credit risk related applications, etc. Simulation in Computational Finance and Economics: Tools and Emerging Applications presents a thorough collection of works, covering several rich and highly productive areas of research including Risk Management, Agent-Based Simulation, and Payment Methods and Systems, topics that have found new motivations after the strong recession experienced in the last few years. Despite the fact that simulation is widely accepted as a prominent tool, dealing with a simulation-based project requires specific management abilities of the researchers. Economic researchers will find an excellent reference to introduce them to the computational simulation models. The works presented in this book can be used as an inspiration for economic researchers interested in creating their own computational models in their respective fields.

• Author : Charles Goodhart,Gerhard Illing
• Publisher : OUP Oxford
• Release Date : 2002-01-17
• Total pages : 576
• ISBN : 9780191588600
• File Size : 47,8 Mb
• Total Download : 898
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Download Financial Crises, Contagion, and the Lender of Last Resort : A Reader in PDF, Epub, and Kindle

PDF book entitled Financial Crises, Contagion, and the Lender of Last Resort : A Reader written by Charles Goodhart,Gerhard Illing and published by OUP Oxford which was released on 2002-01-17 with total hardcover pages 576, the book become popular and critical acclaim.

• Author : Allen N. Berger,Philip Molyneux,John O. S. Wilson
• Publisher : Oxford University Press
• Release Date : 2019-10-31
• Total pages : 1328
• ISBN : 9780192558084
• File Size : 21,6 Mb
• Total Download : 730
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Download The Oxford Handbook of Banking in PDF, Epub, and Kindle

The Oxford Handbook of Banking, Third Edition provides an overview and analysis of developments and research in this rapidly evolving field. Aimed at graduate students of economics, banking, and finance; academics; practitioners; regulators; and policy makers, it strikes a balance between abstract theory, empirical analysis, and practitioner and policy-related material. Split into five distinct parts The Oxford Handbook of Banking is a one-stop source of relevant research in banking. It examines the theory of banking, bank operations and performance, regulatory and policy perspectives, macroeconomic perspectives in banking, and international differences in banking structures and environments. Taking a global perspective it examines banking systems in the United States, China, Japan, Australia and New Zealand, Africa, the European Union, transition countries of Europe, and Latin America. Thematic issues covered include financial innovation and technological change; consumer and mortgage lending; Islamic banking; and how banks influence real economic activity. Fully revised and now including brand new chapters on a range of geographical regions, bank bailouts and bail-ins, and behavioral economics amongst many other topics, this third edition of The Oxford Handbook of Banking provides readers with insights to seminal and contemporary research in banking and an opportunity to learn about the diversity of financial systems around the world.

• Author : Mardi Dungey,Renee A. Fry,Brenda Gonzalez-Hermosillo,Vance L. Martin
• Publisher : Oxford University Press
• Release Date : 2011-01-07
• Total pages : 228
• ISBN : 0199842604
• File Size : 40,5 Mb
• Total Download : 977
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Download Transmission of Financial Crises and Contagion: in PDF, Epub, and Kindle

Financial crises often transmit across geographical borders and different asset classes. Modeling these interactions is empirically challenging, and many of the proposed methods give different results when applied to the same data sets. In this book the authors set out their work on a general framework for modeling the transmission of financial crises using latent factor models. They show how their framework encompasses a number of other empirical contagion models and why the results between the models differ. The book builds a framework which begins from considering contagion in the bond markets during 1997-1998 across a number of countries, and culminates in a model which encompasses multiple assets across multiple countries through over a decade of crisis events from East Asia in 1997-1998 to the sub prime crisis during 2008. Program code to support implementation of similar models is available.

• Author : Shu-Heng Chen,Mak Kaboudan,Ye-Rong Du
• Publisher : Oxford University Press
• Release Date : 2018-01-12
• Total pages : 784
• ISBN : 9780190877507
• File Size : 31,6 Mb
• Total Download : 802
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Download The Oxford Handbook of Computational Economics and Finance in PDF, Epub, and Kindle

The Oxford Handbook of Computational Economics and Finance provides a survey of both the foundations of and recent advances in the frontiers of analysis and action. It is both historically and interdisciplinarily rich and also tightly connected to the rise of digital society. It begins with the conventional view of computational economics, including recent algorithmic development in computing rational expectations, volatility, and general equilibrium. It then moves from traditional computing in economics and finance to recent developments in natural computing, including applications of nature-inspired intelligence, genetic programming, swarm intelligence, and fuzzy logic. Also examined are recent developments of network and agent-based computing in economics. How these approaches are applied is examined in chapters on such subjects as trading robots and automated markets. The last part deals with the epistemology of simulation in its trinity form with the integration of simulation, computation, and dynamics. Distinctive is the focus on natural computationalism and the examination of the implications of intelligent machines for the future of computational economics and finance. Not merely individual robots, but whole integrated systems are extending their "immigration" to the world of Homo sapiens, or symbiogenesis.

• Author : Asian Development Bank
• Publisher : Springer
• Release Date : 2005-02-15
• Total pages : 151
• ISBN : 9780230501065
• File Size : 50,6 Mb
• Total Download : 956
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Download Early Warning Systems for Financial Crises in PDF, Epub, and Kindle

Since the 1997 Asian financial crisis, East Asia has implemented a number of initiatives designed to strengthen monetary and financial cooperation, bolstering the region's resilience to economic and financial vulnerabilities. One such initiative is the ASEAN+3 Information Exchange and Policy Dialogue, which includes development of early warning systems (EWS) for financial crises. This book examines efforts to develop EWS models. Specifically, the book analyzes the current understanding of the causes of currency and banking crises, describes recent progress in developing and applying EWS models for currency and banking crises, reviews methodolgical issues, assesses the predictive power of EWS models and also highlights areas where further research is required to make these models more effective tools for policy analysis. The case studies apply both parametric and nonparametric approaches to EWS modleing using data from six East Asian countries.

• Author : N. Finch
• Publisher : Springer
• Release Date : 2014-12-09
• Total pages : 298
• ISBN : 9781137450661
• File Size : 22,7 Mb
• Total Download : 811
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Download Emerging Markets and Sovereign Risk in PDF, Epub, and Kindle

Emerging Markets and Sovereign Risk provides case studies, commentary and analysis on the financial risk management and measurement in the context of frontier and developing counties from international experts covering three key areas of emerging market investments, the rating sovereign risk and managing sovereign risk.

• Author : Tsan-Ming Choi,Jianjun Gao,James H. Lambert,Chi-Kong Ng,Jun Wang
• Publisher : Springer
• Release Date : 2017-05-04
• Total pages : 280
• ISBN : 9783319535180
• File Size : 33,8 Mb
• Total Download : 365
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Download Optimization and Control for Systems in the Big-Data Era in PDF, Epub, and Kindle

This book focuses on optimal control and systems engineering in the big data era. It examines the scientific innovations in optimization, control and resilience management that can be applied to further success. In both business operations and engineering applications, there are huge amounts of data that can overwhelm computing resources of large-scale systems. This “big data” provides new opportunities to improve decision making and addresses risk for individuals as well in organizations. While utilizing data smartly can enhance decision making, how to use and incorporate data into the decision making framework remains a challenging topic. Ultimately the chapters in this book present new models and frameworks to help overcome this obstacle. Optimization and Control for Systems in the Big-Data Era: Theory and Applications is divided into five parts. Part I offers reviews on optimization and control theories, and Part II examines the optimization and control applications. Part III provides novel insights and new findings in the area of financial optimization analysis. The chapters in Part IV deal with operations analysis, covering flow-shop operations and quick response systems. The book concludes with final remarks and a look to the future of big data related optimization and control problems.

• Author : Adrian R. Bell,Chris Brooks,Marcel Prokopczuk
• Publisher : Edward Elgar Publishing
• Release Date : 2013-01-01
• Total pages : 504
• ISBN : 9780857936097
• File Size : 48,9 Mb
• Total Download : 769
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Download Handbook of Research Methods and Applications in Empirical Finance in PDF, Epub, and Kindle

This impressive Handbook presents the quantitative techniques that are commonly employed in empirical finance research together with real-world, state-of-the-art research examples. Written by international experts in their field, the unique approach describes a question or issue in finance and then demonstrates the methodologies that may be used to solve it. All of the techniques described are used to address real problems rather than being presented for their own sake, and the areas of application have been carefully selected so that a broad range of methodological approaches can be covered. The Handbook is aimed primarily at doctoral researchers and academics who are engaged in conducting original empirical research in finance. In addition, the book will be useful to researchers in the financial markets and also advanced Masters-level students who are writing dissertations.

• Author : Dag Tjostheim,Håkon Otneim,Bård Stove
• Publisher : Academic Press
• Release Date : 2021-10-05
• Total pages : 458
• ISBN : 9780128154458
• File Size : 10,9 Mb
• Total Download : 741
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Download Statistical Modeling Using Local Gaussian Approximation in PDF, Epub, and Kindle

Statistical Modeling using Local Gaussian Approximation extends powerful characteristics of the Gaussian distribution, perhaps, the most well-known and most used distribution in statistics, to a large class of non-Gaussian and nonlinear situations through local approximation. This extension enables the reader to follow new methods in assessing dependence and conditional dependence, in estimating probability and spectral density functions, and in discrimination. Chapters in this release cover Parametric, nonparametric, locally parametric, Dependence, Local Gaussian correlation and dependence, Local Gaussian correlation and the copula, Applications in finance, and more. Additional chapters explores Measuring dependence and testing for independence, Time series dependence and spectral analysis, Multivariate density estimation, Conditional density estimation, The local Gaussian partial correlation, Regression and conditional regression quantiles, and a A local Gaussian Fisher discriminant. Reviews local dependence modeling with applications to time series and finance markets Introduces new techniques for density estimation, conditional density estimation, and tests of conditional independence with applications in economics Evaluates local spectral analysis, discovering hidden frequencies in extremes and hidden phase differences Integrates textual content with three useful R packages

• Author : Management Association, Information Resources
• Publisher : IGI Global
• Release Date : 2022-08-05
• Total pages : 1953
• ISBN : 9781668474617
• File Size : 43,8 Mb
• Total Download : 763
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Download Research Anthology on Macroeconomics and the Achievement of Global Stability in PDF, Epub, and Kindle

The COVID-19 pandemic has shocked economies around the world and created an era of global instability. As the pandemic comes to a close, it is essential to examine global economies in order to achieve and maintain global stability. By maintaining global stability, the world may be prepared for future economic shocks. The Research Anthology on Macroeconomics and the Achievement of Global Stability discusses the emerging opportunities, challenges, and strategies within the field of macroeconomics. It features advancements in the field that encourage global economic stability. Covering topics such as Islamic banking, international trade, and Econophysics, this major reference work is an ideal resource for economists, government leaders and officials, business leaders and executives, finance professionals, students and educators of higher education, librarians, researchers, and academicians.

• Author : Ying Yirong,Jeffrey Yi-Lin Forrest
• Publisher : CRC Press
• Release Date : 2015-05-13
• Total pages : 445
• ISBN : 9781498712279
• File Size : 54,9 Mb
• Total Download : 568
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Download Capital Account Liberation in PDF, Epub, and Kindle

Along with the development of economic globalization, many countries have begun to relax their controls on their capital accounts. However, the recent financial crises in Latin American countries as well as the exchange rate crises in Southeast Asian countries have shown that there is major risk associated with capital account liberalization.This b

• Author : Pami Dua
• Publisher : Springer Nature
• Release Date : 2023-04-08
• Total pages : 394
• ISBN : 9789811975929
• File Size : 31,9 Mb
• Total Download : 179
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Download Macroeconometric Methods in PDF, Epub, and Kindle

This book provides empirical applications of macroeconometric methods through discussions on key issues in the Indian economy. It deals with issues of topical relevance in the arena of macroeconomics. The aim is to apply time series and financial econometric methods to macroeconomic issues of an emerging economy such as India. The data sources are given in each chapter, and students and researchers may replicate the analyses.The book is divided into three parts—Part I: Macroeconomic Modelling and Policy; Part II: Forecasting the Indian Economy and Part III: Business Cycles and Global Crises. It provides a holistic understanding of the techniques with each chapter delving into a relevant issue analysed using appropriate methods—Chapter 1: Introduction; Chapter 2: Macroeconomic Modelling and Bayesian Methods; Chapter 3: Monetary Policy Framework in India; Chapter 4: Determinants of Yields on Government Securities in India; Chapter 5: Monetar y Transmission in the Indian Economy; Chapter 6: India’s Bilateral Export Growth and Exchange Rate Volatility: A Panel GMM Approach; Chapter 7: Aggregate and Sectoral Productivity Growth in the Indian Economy: Analysis and Determinants; Chapter 8: Forecasting the INR/USD Exchange Rate: A BVAR Framework; Chapter 9: Forecasting India’s Inflation in a Data-Rich Environment: A FAVAR Study; Chapter 10: A Structural Macroeconometric Model for India; Chapter 11: International Synchronization of Growth Rate Cycles: An Analysis in Frequency Domain; Chapter 12: Inter-Linkages Between Asian and U.S. Stock Market Returns: A Multivariate GARCH Analysis; Chapter 13: The Increasing Synchronization of International Recessions. Since the selection of issues is from macroeconomic aspects of the Indian economy, the book has wide applications and is useful for students and researchers of fields such as applied econometrics, time series econometrics, financial econometrics, forecasting methods and macroeconomics.