Nonlinear Modeling of Economic and Financial Time-Series
eBook - PDF

Nonlinear Modeling of Economic and Financial Time-Series

  1. 211 pages
  2. English
  3. PDF
  4. Available on iOS & Android
eBook - PDF

Nonlinear Modeling of Economic and Financial Time-Series

About this book

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.

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Yes, you can access Nonlinear Modeling of Economic and Financial Time-Series by Fredj Jawadi,William A. Barnett, William A. Barnett in PDF and/or ePUB format, as well as other popular books in Economics & Economic Theory. We have over one million books available in our catalogue for you to explore.

Table of contents

  1. Front cover
  2. Nonlinear Modeling of Economic and Financial Time-Series
  3. Copyright page
  4. Contents
  5. List of Contributors
  6. Editorial Advisory Board Members
  7. About the Series
  8. Introduction
  9. Chapter 1. Collateralizable Wealth, Asset Returns, and Systemic Risk: International Evidence
  10. Chapter 2. Nonlinear Stock Market Links between Mexico and the World
  11. Chapter 3. Dynamic Linkages between Global Macro Hedge Funds and Traditional Financial Assets
  12. Chapter 4. Copula Theory Applied to Hedge Funds Dependence Structure Determination
  13. Chapter 5. European Exchange Rate Credibility: An Empirical Analysis
  14. Chpater 6. Oil Prices and Exchange Rates: Some New Evidence Using Linear and Nonlinear Models
  15. Chapter 7. Sources of European Growth Externalities: A Two-Step Approach
  16. Chapter 8. Alternative Methods for Forecasting GDP
  17. Chapter 9. GARCH Models with CPPI Application