Author: William A. Brock
Publisher: MIT Press
ISBN: 9780262023290
Category : Business & Economics
Languages : en
Pages : 362
Book Description
Brock, Hsieh, and LeBaron show how the principles of chaos theory can be applied to such areas of economics and finance as the changing structure of stock returns and nonlinearity in foreign exchange.
Testing of Linear and Nonlinear Granger Causality in the Stock Price-Volume Relation
Author: Paramsothy Silvapulle
Publisher:
ISBN:
Category : Econometrics
Languages : en
Pages : 48
Book Description
Publisher:
ISBN:
Category : Econometrics
Languages : en
Pages : 48
Book Description
Nonlinear Dynamics, Chaos, and Instability
Author: William A. Brock
Publisher: MIT Press
ISBN: 9780262023290
Category : Business & Economics
Languages : en
Pages : 362
Book Description
Brock, Hsieh, and LeBaron show how the principles of chaos theory can be applied to such areas of economics and finance as the changing structure of stock returns and nonlinearity in foreign exchange.
Publisher: MIT Press
ISBN: 9780262023290
Category : Business & Economics
Languages : en
Pages : 362
Book Description
Brock, Hsieh, and LeBaron show how the principles of chaos theory can be applied to such areas of economics and finance as the changing structure of stock returns and nonlinearity in foreign exchange.
Stock Market Volatility
Author: Greg N. Gregoriou
Publisher: CRC Press
ISBN: 1420099558
Category : Business & Economics
Languages : en
Pages : 654
Book Description
Up-to-Date Research Sheds New Light on This Area Taking into account the ongoing worldwide financial crisis, Stock Market Volatility provides insight to better understand volatility in various stock markets. This timely volume is one of the first to draw on a range of international authorities who offer their expertise on market volatility in devel
Publisher: CRC Press
ISBN: 1420099558
Category : Business & Economics
Languages : en
Pages : 654
Book Description
Up-to-Date Research Sheds New Light on This Area Taking into account the ongoing worldwide financial crisis, Stock Market Volatility provides insight to better understand volatility in various stock markets. This timely volume is one of the first to draw on a range of international authorities who offer their expertise on market volatility in devel
Bank Privatization and Productivity
Author: Márcio Issao Nakane
Publisher: World Bank Publications
ISBN:
Category : Banks and banking
Languages : en
Pages : 34
Book Description
Over the past decade, the Brazilian banking industry has undergone major and deep transformations with several privatizations of state-owned banks, mergers and acquisitions, closing down of troubled banks, entry by foreign banks, and so on. The purpose of this paper is to evaluate the impacts of these changes in banking on total factor productivity. The authors first obtain measures of bank level productivity by employing the techniques due to Levinsohn and Petrin (2003). They then relate such measures to a set of bank characteristics. Their main results indicate that state-owned banks are less productive than their private peers, and that privatization has increased productivity.
Publisher: World Bank Publications
ISBN:
Category : Banks and banking
Languages : en
Pages : 34
Book Description
Over the past decade, the Brazilian banking industry has undergone major and deep transformations with several privatizations of state-owned banks, mergers and acquisitions, closing down of troubled banks, entry by foreign banks, and so on. The purpose of this paper is to evaluate the impacts of these changes in banking on total factor productivity. The authors first obtain measures of bank level productivity by employing the techniques due to Levinsohn and Petrin (2003). They then relate such measures to a set of bank characteristics. Their main results indicate that state-owned banks are less productive than their private peers, and that privatization has increased productivity.
The International Guide to Securities Market Indices
Author: Henry Shilling
Publisher: Routledge
ISBN: 1351343947
Category : Business & Economics
Languages : en
Pages : 1066
Book Description
Originally published in 1996, The International Guide to Securities Market Indices provides a comprehensive overview of the securities market indices and offers assistance to professionals as well as individual investors in the selection of an appropriate securities market index, on a worldwide basis. The Guide’s identifies and catalogues available performance indicators along with their publishers and describes their relevant characteristics and a perspective on their historical price and total return performance. It also contains descriptive profiles along with historical performance data on 400 of the world’s leading global, regional and local securities market indices and sub-indices covering 10 asset classes.
Publisher: Routledge
ISBN: 1351343947
Category : Business & Economics
Languages : en
Pages : 1066
Book Description
Originally published in 1996, The International Guide to Securities Market Indices provides a comprehensive overview of the securities market indices and offers assistance to professionals as well as individual investors in the selection of an appropriate securities market index, on a worldwide basis. The Guide’s identifies and catalogues available performance indicators along with their publishers and describes their relevant characteristics and a perspective on their historical price and total return performance. It also contains descriptive profiles along with historical performance data on 400 of the world’s leading global, regional and local securities market indices and sub-indices covering 10 asset classes.
The Causal Relationship between the S&P 500 and the VIX Index
Author: Florian Auinger
Publisher: Springer
ISBN: 3658089695
Category : Business & Economics
Languages : en
Pages : 102
Book Description
Florian Auinger highlights the core weaknesses and sources of criticism regarding the VIX Index as an indicator for the future development of financial market volatility. Furthermore, it is proven that there is no statistically significant causal relationship between the VIX and the S&P 500. As a consequence, the forecastability is not given in both directions. Obviously, there must be at least one additional variable that has a strong influence on market volatility such as emotions which, according to financial market experts, are considered to play a more and more important role in investment decisions.
Publisher: Springer
ISBN: 3658089695
Category : Business & Economics
Languages : en
Pages : 102
Book Description
Florian Auinger highlights the core weaknesses and sources of criticism regarding the VIX Index as an indicator for the future development of financial market volatility. Furthermore, it is proven that there is no statistically significant causal relationship between the VIX and the S&P 500. As a consequence, the forecastability is not given in both directions. Obviously, there must be at least one additional variable that has a strong influence on market volatility such as emotions which, according to financial market experts, are considered to play a more and more important role in investment decisions.
Efficiency and Anomalies in Stock Markets
Author: Wing-Keung Wong
Publisher: Mdpi AG
ISBN: 9783036530802
Category : Business & Economics
Languages : en
Pages : 232
Book Description
The Efficient Market Hypothesis believes that it is impossible for an investor to outperform the market because all available information is already built into stock prices. However, some anomalies could persist in stock markets while some other anomalies could appear, disappear and re-appear again without any warning. A Special Issue on "Efficiency and Anomalies in Stock Markets" will be devoted to advancements in the theoretical development of market efficiency and anomaly in the Stock Market, as well as applications in Stock Market efficiency and anomalies.
Publisher: Mdpi AG
ISBN: 9783036530802
Category : Business & Economics
Languages : en
Pages : 232
Book Description
The Efficient Market Hypothesis believes that it is impossible for an investor to outperform the market because all available information is already built into stock prices. However, some anomalies could persist in stock markets while some other anomalies could appear, disappear and re-appear again without any warning. A Special Issue on "Efficiency and Anomalies in Stock Markets" will be devoted to advancements in the theoretical development of market efficiency and anomaly in the Stock Market, as well as applications in Stock Market efficiency and anomalies.
A Causal Relationship Between Stock Returns and Volume
Author: Rochelle L. Antoniewicz
Publisher:
ISBN:
Category : Rate of return
Languages : en
Pages : 66
Book Description
Publisher:
ISBN:
Category : Rate of return
Languages : en
Pages : 66
Book Description
Food Price Volatility and Its Implications for Food Security and Policy
Author: Matthias Kalkuhl
Publisher: Springer
ISBN: 3319282018
Category : Business & Economics
Languages : en
Pages : 620
Book Description
This book provides fresh insights into concepts, methods and new research findings on the causes of excessive food price volatility. It also discusses the implications for food security and policy responses to mitigate excessive volatility. The approaches applied by the contributors range from on-the-ground surveys, to panel econometrics and innovative high-frequency time series analysis as well as computational economics methods. It offers policy analysts and decision-makers guidance on dealing with extreme volatility.
Publisher: Springer
ISBN: 3319282018
Category : Business & Economics
Languages : en
Pages : 620
Book Description
This book provides fresh insights into concepts, methods and new research findings on the causes of excessive food price volatility. It also discusses the implications for food security and policy responses to mitigate excessive volatility. The approaches applied by the contributors range from on-the-ground surveys, to panel econometrics and innovative high-frequency time series analysis as well as computational economics methods. It offers policy analysts and decision-makers guidance on dealing with extreme volatility.
Poverty in the Philippines
Author: Asian Development Bank
Publisher: Asian Development Bank
ISBN: 9292547410
Category : Social Science
Languages : en
Pages : 188
Book Description
Against the backdrop of the global financial crisis and rising food, fuel, and commodity prices, addressing poverty and inequality in the Philippines remains a challenge. The proportion of households living below the official poverty line has declined slowly and unevenly in the past four decades, and poverty reduction has been much slower than in neighboring countries such as the People's Republic of China, Indonesia, Thailand, and Viet Nam. Economic growth has gone through boom and bust cycles, and recent episodes of moderate economic expansion have had limited impact on the poor. Great inequality across income brackets, regions, and sectors, as well as unmanaged population growth, are considered some of the key factors constraining poverty reduction efforts. This publication analyzes the causes of poverty and recommends ways to accelerate poverty reduction and achieve more inclusive growth. it also provides an overview of current government responses, strategies, and achievements in the fight against poverty and identifies and prioritizes future needs and interventions. The analysis is based on current literature and the latest available data, including the 2006 Family Income and Expenditure Survey.
Publisher: Asian Development Bank
ISBN: 9292547410
Category : Social Science
Languages : en
Pages : 188
Book Description
Against the backdrop of the global financial crisis and rising food, fuel, and commodity prices, addressing poverty and inequality in the Philippines remains a challenge. The proportion of households living below the official poverty line has declined slowly and unevenly in the past four decades, and poverty reduction has been much slower than in neighboring countries such as the People's Republic of China, Indonesia, Thailand, and Viet Nam. Economic growth has gone through boom and bust cycles, and recent episodes of moderate economic expansion have had limited impact on the poor. Great inequality across income brackets, regions, and sectors, as well as unmanaged population growth, are considered some of the key factors constraining poverty reduction efforts. This publication analyzes the causes of poverty and recommends ways to accelerate poverty reduction and achieve more inclusive growth. it also provides an overview of current government responses, strategies, and achievements in the fight against poverty and identifies and prioritizes future needs and interventions. The analysis is based on current literature and the latest available data, including the 2006 Family Income and Expenditure Survey.