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Financial Institutions and Markets : Current Issues in Financial Markets

Bliss, Robert R. (ed.); Kaufman, George G. (ed.) - 2008

Persistent link: https://www.econbiz.de/10012106277

Crisis, Risk and Stability in Financial Markets

Guevara Radoselovics, Juan Fernández de (ed.); … - 2013

This book presents an in-depth appreciation of key topics related to the behaviour of financial institutions in the crisis and stresses areas of major research interest. It covers a selection of papers specialising ranging from the analysis of bank and stock market performance in the crisis, to...

Persistent link: https://www.econbiz.de/10012106301

Ökonophysik : Die Physik des Finanzmarktes

Preis, Tobias - 2011

Mit der Finanzkrise ist auch die klassische ökonomische Theoriebildung in eine Krise geraten: In effizienten Märkten sollte es eigentlich keine Asset-Blasen und Börsencrashs geben. Als interdisziplinärer Ansatz der Wirtschaftswissenschaften und der Physik besteht der Anspruch der...

Persistent link: https://www.econbiz.de/10014425139

Bubbles and Contagion in Financial Markets, Volume 1 : An Integrative View

Porras, Eva R. - 2016

Asset bubbles and contagion have had a profound effect on the financial markets after the financial and sovereign debt crises. This book takes a quantitative approach to examining these phenomena and will appeal to practitioners who need to understand the repercussions of these events on trading...

Persistent link: https://www.econbiz.de/10012397881

Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration

Gregoriou, Greg N. (ed.); Pascalau, Razvan (ed.) - 2011

This book proposes new methods to value equity and model the Markowitz efficient frontier using Markov switching models and provide new evidence and solutions to capture the persistence observed in stock returns across developed and emerging markets

Persistent link: https://www.econbiz.de/10012053890

Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures

Gregoriou, Greg N. (ed.); Pascalau, Razvan (ed.) - 2011

This book proposes new methods to build optimal portfolios and to analyze market liquidity and volatility under market microstructure effects, as well as new financial risk measures using parametric and non-parametric techniques. In particular, it investigates the market microstructure of...

Persistent link: https://www.econbiz.de/10012053896

Evolutionary Finance

Dowling, Bartholomew - 2005

The purpose of this book is to introduce the field of bioinformatics to financial modelling. It focuses on the way information informs price, and constructs a framework to explain information generation and the agglomeration process, enabling the reader to make more effective financial...

Persistent link: https://www.econbiz.de/10012054007

Big Players and the Economic Theory of Expectations

Koppl, Roger - 2002

Investment and all other economic actions depend on 'subjective' expectations. The problem is how to construct a theory … economics of F.A.Hayek, Koppl gives us such a theory. This includes a theory of 'Big Players', demonstrating that discretionary … economic theory, and connects with many other schools of economics including New Institutional Economics, Constitutional …

Persistent link: https://www.econbiz.de/10012054265

Die Entscheidungsrelevanz von Managementprognosen : Eine verhaltensökonomische und empirische Analyse des deutschen Kapitalmarktes

Helpenstein, Thilo - 2014

Aktienkurse gelten als repräsentativ für den ‚wahren‘ Wert von Unternehmen, da sie der aggregierten Markterwartung bezüglich aller zukünftigen Renditen entsprechen. So plausibel dieser Zusammenhang in der Theorie ist, so komplex und undurchsichtig können die Mechanismen der Preisbildung...

Persistent link: https://www.econbiz.de/10014020459

Hidden Markov Models in Finance : Further Developments and Applications, Volume II

Mamon, Rogemar S. - 2014

science that will be covered are: interest rate theory, fixed-income instruments, currency market, annuity and insurance …

Persistent link: https://www.econbiz.de/10014020477