Download or read book Mean Reversion Tests with Reflecting Barriers written by Clifford A. Ball and published by . This book was released on 1992 with total page 38 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Modelling Techniques for Financial Markets and Bank Management written by Marida Bertocchi and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 306 pages. Available in PDF, EPUB and Kindle. Book excerpt: Shown is the application of up-to-date techniques for measuring efficiency, information imperfection and predictability in financial markets. Moreover, trading strategies in commodity future markets, models for the evolution of interest rates and postoptimality analysis in portfolio management are given. A couple of conceptual papers on modelling preference relations are also included.

Download or read book Journal of Empirical Finance written by and published by . This book was released on 1993 with total page 882 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 Non linear Mean Reversion in Real Exchange Rates written by Mark P. Taylor and published by . This book was released on 2001 with total page 52 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book On the Economics of Interbank Payment Systems written by Paolo Angelini and published by . This book was released on 1993 with total page 56 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Contents of Recent Economics Journals written by and published by . This book was released on 1993 with total page 618 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Rating the EC as an Optimal Currency Area written by Lorenzo Bini Smaghi and published by . This book was released on 1993 with total page 56 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Capital Market Development and Investor s Response written by Dr. Manjri Damele and published by K.K. Publications. This book was released on 2021-08-05 with total page 240 pages. Available in PDF, EPUB and Kindle. Book excerpt: Indian capital market has undergone fast changes particularly since the initiation of new economic and financial reforms in the year 1992. In the Indian economy, moving in the direction of privatization, deregulation, liberalization and globalization, the role of capital and capital market can be overemphasized. A well-organized capital market is supposed to perform disciplinary, allocative and investor protective functions effectively and efficiently. This will lead to effective channelization of foreign as well as domestic capital flow for the overall economy's growth and development. However, few studies that have been done on the Indian Capital Market have left many essential issues untouched. This book in its attempt to fill this vacant empirically investigates the role of the capital market in economic development, various indicators of the development of the capital market in India, efficiency and seasonality in the capital market, volatility in the market and Investors' perception about Indian capital market, etc. The book has been divided into eight chapters. CONTENTS Preface 1. Captial MARKET 11 Functions, Perfect Capital Market, Capital Market and Economic Growth, Studies on Capital Market, Objectives of the Study 2. Capital Market Development 37 Theories of Capital Market, Indicators of Capital Market Development, Regulation & Regulatory Body, the structure of Capital Market in India 3. Research Methodology 73 Hypotheses, Indicators Selected for the Study, Period of the The study, The Sample, The Database, Statistical Tools, Methods of Investigation and Analysis 4. Capital Market Development in India 89 The trend in Capital Market, Trend in Capital Market Indicators, Composite Index of Capital Market, Development: SINDEX, Capital Market Development and Economic Growth, Weak Form Efficiency, Day of the Week , Effect & Monthly Effect 5. MP Stock Exchange 155 MP Stock Exchange, Management of Stock Exchange, Members, Growths and Turnover on MP Stock Exchange, Annual Report of MP Stock Exchange 6. Investors’ Response to Capital Market 171 Empirical Evidences on Sample Investors, Empirical Evidence on Investors, Investments & Trading Activities, The Changing Patterns of Investment & Trading Preferences, Investors' Share Portfolio Practices 7. SEBI & Investors' Response 201 Surveillance By SEBI, Investigation by SEBI, Investors Perceptions about the regulation of Capital Market in India, Major Policy Initiatives and Developments in the Capital Market 8. Contemporary Relevance & Suggestions 229

Download or read book Risk Sharing and Precautionary Saving written by Luigi Guiso and published by . This book was released on 1992 with total page 56 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Industrial Countries Protectionism with Respect to Eastern Europe written by Cristina Mastropasqua and published by . This book was released on 1993 with total page 56 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Working Paper Series written by and published by . This book was released on 1997 with total page 564 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Specifying a Consistent Joint Maximum likelihood JMLE Approach to Testing Bond Models written by Buddhavarapu Sailesh Ramamurtie and published by . This book was released on 1996 with total page 28 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Bibliographie der Wirtschaftswissenschaften written by and published by . This book was released on 1998 with total page 946 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Durables and Nondurables Consumption written by Agar Brugiavini 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 The Bigger They Are the Harder They Fall written by Paul G. J. O'Connell and published by . This book was released on 1997 with total page 48 pages. Available in PDF, EPUB and Kindle. Book excerpt: Recent empirical work has made headway in exploring the non-linear dynamics of deviations from the law of one price and" purchasing power parity that are apt to arise from transaction costs. However, there are two important facets of this work that need improvement. First, the choice of empirical specification is arbitrary. Second, the data used are typically composite price indices which are subject to potentially serious aggregation biases. This paper examines the evidence for transport-cost-induced nonlinear price behavior within the U.S. We address both of the above shortcomings. First, we use a simple continuous-time model to inform the choice of empirical specification. The model indicates that the behavior of deviations from price parity depends on the relative importance of fixed and variable transport costs. Second, we employ data on disaggregated commodity prices, yielding a pure' measure of the deviations from price parity. We find strong evidence of nonlinear reversion in these deviations. The nature of this reversion suggests that fixed costs of transportation are integral to an understanding of law-of-one-price deviations

Download or read book Handbook of Macroeconomics written by John B. Taylor and published by Elsevier. This book was released on 2016-12-01 with total page 1376 pages. Available in PDF, EPUB and Kindle. Book excerpt: Handbook of Macroeconomics surveys all major advances in macroeconomic scholarship since the publication of Volume 1 (1999), carefully distinguishing between empirical, theoretical, methodological, and policy issues. It courageously examines why existing models failed during the financial crisis, and also addresses well-deserved criticism head on. With contributions from the world's chief macroeconomists, its reevaluation of macroeconomic scholarship and speculation on its future constitute an investment worth making. - Serves a double role as a textbook for macroeconomics courses and as a gateway for students to the latest research - Acts as a one-of-a-kind resource as no major collections of macroeconomic essays have been published in the last decade