Author: Egor Timurovich Gaĭdar
Publisher: MIT Press
ISBN: 9780262072199
Category : Business & Economics
Languages : en
Pages : 1066
Book Description
This collection of essays discuss the economic policy problems that confront postcommunist countries. Most chapters focus on liberalization of the exchange rate and trade system, macroeconomic stabilization, and institutional reform.
The Economics of Transition
Author: Egor Timurovich Gaĭdar
Publisher: MIT Press
ISBN: 9780262072199
Category : Business & Economics
Languages : en
Pages : 1066
Book Description
This collection of essays discuss the economic policy problems that confront postcommunist countries. Most chapters focus on liberalization of the exchange rate and trade system, macroeconomic stabilization, and institutional reform.
Publisher: MIT Press
ISBN: 9780262072199
Category : Business & Economics
Languages : en
Pages : 1066
Book Description
This collection of essays discuss the economic policy problems that confront postcommunist countries. Most chapters focus on liberalization of the exchange rate and trade system, macroeconomic stabilization, and institutional reform.
Nonlinear and Complex Dynamics
Author: José António Tenreiro Machado
Publisher: Springer Science & Business Media
ISBN: 146140231X
Category : Technology & Engineering
Languages : en
Pages : 328
Book Description
Nonlinear Dynamics of Complex Systems describes chaos, fractal and stochasticities within celestial mechanics, financial systems and biochemical systems. Part I discusses methods and applications in celestial systems and new results in such areas as low energy impact dynamics, low-thrust planar trajectories to the moon and earth-to-halo transfers in the sun, earth and moon. Part II presents the dynamics of complex systems including bio-systems, neural systems, chemical systems and hydro-dynamical systems. Finally, Part III covers economic and financial systems including market uncertainty, inflation, economic activity and foreign competition and the role of nonlinear dynamics in each.
Publisher: Springer Science & Business Media
ISBN: 146140231X
Category : Technology & Engineering
Languages : en
Pages : 328
Book Description
Nonlinear Dynamics of Complex Systems describes chaos, fractal and stochasticities within celestial mechanics, financial systems and biochemical systems. Part I discusses methods and applications in celestial systems and new results in such areas as low energy impact dynamics, low-thrust planar trajectories to the moon and earth-to-halo transfers in the sun, earth and moon. Part II presents the dynamics of complex systems including bio-systems, neural systems, chemical systems and hydro-dynamical systems. Finally, Part III covers economic and financial systems including market uncertainty, inflation, economic activity and foreign competition and the role of nonlinear dynamics in each.
Term Structure of Profit Rates of Sukuk
Author: Adesina-Uthman Ganiyat
Publisher: Cambridge Scholars Publishing
ISBN: 144387986X
Category : Business & Economics
Languages : en
Pages : 340
Book Description
This book explores several non-traditional and under-researched fields in Islamic finance through its investigations into how the newly-emergent financial instrument Sukuk behaves in the broader field of finite-period financing and pricing in the market place. It provides readers with didactic information on the fundamental theories of term structure and in-depth information on this nascent financial instrument in the Islamic capital market. The book employs one and two-factor models of term structure in order to analyse sovereign and corporate Sukuk bonds from the world’s leading Islamic economy, Malaysia. For the purposes of the study, the book establishes “profit rate yield curves” in the tradition of the conventional bond yield curve in order to define different risk classes of Sukuk. The dynamics of term structure of profit rates are captured with the inclusion of volatility as a factor in one of the models. The book provides informative case studies for interested students and researchers in the field of financial economics and mathematical finance. It also provides examples that will serve to simplify future research in term structure analysis and reduce its computational inefficiency.
Publisher: Cambridge Scholars Publishing
ISBN: 144387986X
Category : Business & Economics
Languages : en
Pages : 340
Book Description
This book explores several non-traditional and under-researched fields in Islamic finance through its investigations into how the newly-emergent financial instrument Sukuk behaves in the broader field of finite-period financing and pricing in the market place. It provides readers with didactic information on the fundamental theories of term structure and in-depth information on this nascent financial instrument in the Islamic capital market. The book employs one and two-factor models of term structure in order to analyse sovereign and corporate Sukuk bonds from the world’s leading Islamic economy, Malaysia. For the purposes of the study, the book establishes “profit rate yield curves” in the tradition of the conventional bond yield curve in order to define different risk classes of Sukuk. The dynamics of term structure of profit rates are captured with the inclusion of volatility as a factor in one of the models. The book provides informative case studies for interested students and researchers in the field of financial economics and mathematical finance. It also provides examples that will serve to simplify future research in term structure analysis and reduce its computational inefficiency.
Journal Econonmics and Business
Author:
Publisher:
ISBN:
Category :
Languages : en
Pages :
Book Description
Publisher:
ISBN:
Category :
Languages : en
Pages :
Book Description
Review
Author:
Publisher:
ISBN:
Category : Money
Languages : en
Pages : 76
Book Description
Publisher:
ISBN:
Category : Money
Languages : en
Pages : 76
Book Description
Emerging Trends in Banking and Finance
Author: Nesrin Ozatac
Publisher: Springer
ISBN: 3030017842
Category : Business & Economics
Languages : en
Pages : 280
Book Description
This volume presents current developments in the fields of banking and finance from an international perspective. Featuring contributions from the 3rd International Conference on Banking and Finance Perspectives (ICBFP), this volume serves as a valuable forum for discussing current issues and trends in the banking and financial sectors, especially in light of the global economic challenges triggered by financial institutions. Using the latest theoretical models, new perspectives are brought to topics such as e-finance and e-banking, Islamic banking, capital flight, bank efficiency, risk assessment, bankruptcy, investment diversification, and insider trading. Offering an opportunity to explore the challenges of a rapidly changing industry, this volume will be of interest to academics, policy makers, and scholars in the fields of banking, insurance, and finance.
Publisher: Springer
ISBN: 3030017842
Category : Business & Economics
Languages : en
Pages : 280
Book Description
This volume presents current developments in the fields of banking and finance from an international perspective. Featuring contributions from the 3rd International Conference on Banking and Finance Perspectives (ICBFP), this volume serves as a valuable forum for discussing current issues and trends in the banking and financial sectors, especially in light of the global economic challenges triggered by financial institutions. Using the latest theoretical models, new perspectives are brought to topics such as e-finance and e-banking, Islamic banking, capital flight, bank efficiency, risk assessment, bankruptcy, investment diversification, and insider trading. Offering an opportunity to explore the challenges of a rapidly changing industry, this volume will be of interest to academics, policy makers, and scholars in the fields of banking, insurance, and finance.
The Term Structure of Interest Rates and Monetary Policy During a Zero-interest-rate Period
Author: Jun Nagayasu
Publisher:
ISBN:
Category : Interest rates
Languages : en
Pages : 36
Book Description
Publisher:
ISBN:
Category : Interest rates
Languages : en
Pages : 36
Book Description
Characterizing Interdependencies of Multiple Time Series
Author: Yuzo Hosoya
Publisher: Springer
ISBN: 9811064369
Category : Mathematics
Languages : en
Pages : 141
Book Description
This book introduces academic researchers and professionals to the basic concepts and methods for characterizing interdependencies of multiple time series in the frequency domain. Detecting causal directions between a pair of time series and the extent of their effects, as well as testing the non existence of a feedback relation between them, have constituted major focal points in multiple time series analysis since Granger introduced the celebrated definition of causality in view of prediction improvement. Causality analysis has since been widely applied in many disciplines. Although most analyses are conducted from the perspective of the time domain, a frequency domain method introduced in this book sheds new light on another aspect that disentangles the interdependencies between multiple time series in terms of long-term or short-term effects, quantitatively characterizing them. The frequency domain method includes the Granger noncausality test as a special case. Chapters 2 and 3 of the book introduce an improved version of the basic concepts for measuring the one-way effect, reciprocity, and association of multiple time series, which were originally proposed by Hosoya. Then the statistical inferences of these measures are presented, with a focus on the stationary multivariate autoregressive moving-average processes, which include the estimation and test of causality change. Empirical analyses are provided to illustrate what alternative aspects are detected and how the methods introduced here can be conveniently applied. Most of the materials in Chapters 4 and 5 are based on the authors' latest research work. Subsidiary items are collected in the Appendix.
Publisher: Springer
ISBN: 9811064369
Category : Mathematics
Languages : en
Pages : 141
Book Description
This book introduces academic researchers and professionals to the basic concepts and methods for characterizing interdependencies of multiple time series in the frequency domain. Detecting causal directions between a pair of time series and the extent of their effects, as well as testing the non existence of a feedback relation between them, have constituted major focal points in multiple time series analysis since Granger introduced the celebrated definition of causality in view of prediction improvement. Causality analysis has since been widely applied in many disciplines. Although most analyses are conducted from the perspective of the time domain, a frequency domain method introduced in this book sheds new light on another aspect that disentangles the interdependencies between multiple time series in terms of long-term or short-term effects, quantitatively characterizing them. The frequency domain method includes the Granger noncausality test as a special case. Chapters 2 and 3 of the book introduce an improved version of the basic concepts for measuring the one-way effect, reciprocity, and association of multiple time series, which were originally proposed by Hosoya. Then the statistical inferences of these measures are presented, with a focus on the stationary multivariate autoregressive moving-average processes, which include the estimation and test of causality change. Empirical analyses are provided to illustrate what alternative aspects are detected and how the methods introduced here can be conveniently applied. Most of the materials in Chapters 4 and 5 are based on the authors' latest research work. Subsidiary items are collected in the Appendix.
Bank of Japan Monetary and Economic Studies
Author:
Publisher:
ISBN:
Category : Finance
Languages : en
Pages : 114
Book Description
Publisher:
ISBN:
Category : Finance
Languages : en
Pages : 114
Book Description
Monetary and Economic Studies
Author:
Publisher:
ISBN:
Category : Finance
Languages : en
Pages : 734
Book Description
Publisher:
ISBN:
Category : Finance
Languages : en
Pages : 734
Book Description