Download or read book Evidence on the Impact of Futures Margin Specifications on the Performances of Futures and Cash Markets written by James T. Moser and published by . This book was released on 1990 with total page 76 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book The Impact of S L Failures and Regulatory Changes on the CD Market 1987 1991 written by Elijah Brewer and published by . This book was released on 1992 with total page 44 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Stock Index Futures written by Charles M.S. Sutcliffe and published by Routledge. This book was released on 2018-01-18 with total page 534 pages. Available in PDF, EPUB and Kindle. Book excerpt: The global value of trading in index futures is about $20 trillion per year and rising and for many countries the value traded is similar to that traded on their stock markets. This book describes how index futures markets work and clearly summarises the substantial body of international empirical evidence relating to these markets. Using the concepts and tools of finance, the book also provides a comprehensive description of the economic forces that underlie trading in index futures. Stock Index Futures 3/e contains many teaching and learning aids including numerous examples, a glossary, essay questions, comprehensive references, and a detailed subject index. Written primarily for advanced undergraduate and postgraduate students, this text will also be useful to researchers and market participants who want to gain a better understanding of these markets.
Download or read book The Identification of Monetary Policy Disturbances written by Steven Strongin and published by . This book was released on 1992 with total page 60 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Derivatives and Risk Management written by Sundaram Janakiramanan and published by Pearson Education India. This book was released on 2011 with total page 548 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Economic Perspectives written by and published by . This book was released on 1992 with total page 200 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Trading Activity Program Trading and the Volatility of Stock Returns written by James T. Moser and published by . This book was released on 1992 with total page 62 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book The Fed in Print written by and published by . This book was released on 1991 with total page 70 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Measures of Fit for Calibrated Models written by Mark W. Watson and published by . This book was released on 1991 with total page 68 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Market Structure Technology and the Cyclicality of Output written by Bruce Petersen and published by . This book was released on 1992 with total page 50 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Investment and Market Imperfections in the U S Manufacturing Sector written by Paula R. Worthington and published by . This book was released on 1992 with total page 40 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Does the Federal Reserve Affect Asset Prices written by Vefa Tarhan and published by . This book was released on 1992 with total page 60 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book The Effect of Changes in Reserve Requirements on Investment and GNP written by Prakash Loungani and published by . This book was released on 1991 with total page 48 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Local Impact of Foreign Trade Zones written by David D. Weiss and published by . This book was released on 1992 with total page 26 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Testing Long Run Neutrality written by Robert Graham King and published by . This book was released on 1992 with total page 58 pages. Available in PDF, EPUB and Kindle. Book excerpt: Propositions about long run neutrality are at the heart of most macroeconomic models. Yet, since the 1970's when Lucas and Sargent presented powerful critiques of traditional neutrality tests, empirical researchers have made little progress on testing these propositions. In this paper we show that. in spite of the Lucas-Sargent critique. long run neutrality can be tested without specifying a complete model of economic activity. This is possible when the variables are integrated. In this case, permanent shifts in the historical data can be uncovered using VAR methods, and neutrality can be tested when there is a priori knowledge of one of the structural impact multipliers or one of the structural long run multipliers. In most circumstances such a priori knowledge is available. We use this framework to test four long run neutrality propositions: (i) the neutrality of money, (ii) the superneutrality of money. (iii) a vertical long run Phillips curve, and (iv) the Fisher effect. In each application, our a priori knowledge consists of a range of plausible values for the relevant impact and long run multipliers. We find that the U.S. postwar data are consistent with the neutrality of money and a vertical long run Phillips curve. but find evidence against the superneutrality of money and the long run Fisher relation. The sign of the estimated effect of money growth on output depends on the particular identifying assumption used. For a wide range of plausible identifying restrictions, nominal interest rates are found to move less than one-for-one with inflation in the long run.
Download or read book Derivatives and Risk Management written by Madhumathi and published by Pearson Education India. This book was released on 2011 with total page 542 pages. Available in PDF, EPUB and Kindle. Book excerpt: Through the incorporation of real-life examples from Indian organizations, Derivatives and Risk Management provides cutting-edge material comprising new and unique study tools and fresh, thought-provoking content. The organization of the text is designed to conceptually link a firm’s actions to its value as determined in the derivatives market. It addresses the specific needs of Indian students and managers by successfully blending the best global derivatives and risk management practices with an in-depth coverage of the Indian environment.
Download or read book The Role of Energy in Real Business Cycle Models written by In-Moo Kim and published by . This book was released on 1991 with total page 44 pages. Available in PDF, EPUB and Kindle. Book excerpt:
