Catherine Kyrtsou - Böcker
Visar alla böcker från författaren Catherine Kyrtsou. Handla med fri frakt och snabb leverans.
4 produkter
4 produkter
2 160 kr
Skickas inom 10-15 vardagar
The book is motivated by the disruptions introduced by the financial crisis and the many attempts that have followed to propose new ideas and remedies. Assembling contributions by authors from a variety of backgrounds, this collection illustrates the potentials resulting from the marriage of financial economics, complexity theory and an out-of-equilibrium view of the economic world. Challenging the traditional hypotheses that lie behind financial market functioning, new evidence is provided about the hidden factors fuelling bubbles, the impact of agents’ heterogeneity, the importance of endogeneity in the information transmission mechanism, the dynamics of herding, the sources of volatility, the portfolio optimization techniques, the financial innovation and the trend identification in a nonlinear time-series framework.Presenting the advances made in financial market analysis, and putting emphasis on nonlinear dynamics, this book suggests interdisciplinary methodologies for the study of well-known stylised facts and financial abnormalities. This book was originally published as a special issue of The European Journal of Finance.
638 kr
Skickas inom 10-15 vardagar
The book is motivated by the disruptions introduced by the financial crisis and the many attempts that have followed to propose new ideas and remedies. Assembling contributions by authors from a variety of backgrounds, this collection illustrates the potentials resulting from the marriage of financial economics, complexity theory and an out-of-equilibrium view of the economic world. Challenging the traditional hypotheses that lie behind financial market functioning, new evidence is provided about the hidden factors fuelling bubbles, the impact of agents’ heterogeneity, the importance of endogeneity in the information transmission mechanism, the dynamics of herding, the sources of volatility, the portfolio optimization techniques, the financial innovation and the trend identification in a nonlinear time-series framework.Presenting the advances made in financial market analysis, and putting emphasis on nonlinear dynamics, this book suggests interdisciplinary methodologies for the study of well-known stylised facts and financial abnormalities. This book was originally published as a special issue of The European Journal of Finance.
1 101 kr
Skickas inom 10-15 vardagar
New Trends in Macroeconomics provides a new approach to the subject. The principal aim of the book is to present a comprehensive survey of novel theoretical approaches, methods, and models used in macroeconomics and macroeconometrics. The book gives extensive insight into economic policy, incorporates a strong international perspective, and offers a broad historical perspective. Readership are researchers, graduate and post-graduate students in applied economics as well as professional economists.
1 101 kr
Skickas inom 10-15 vardagar
That macroeconomic theory and macroeconometrics are, in the near future and more than ever, indispensable tools in the study of economics is no longer a very cont- versial statement. It is now generally agreed that economic theory, combined with historical, statistical and mathematical methods are necessary at the theoretical level, to formulate problems precisely, to draw conclusions from postulates and to gain - sight into workings of complicated processes, and at the applied level, to measure variables, to estimate parameters and to organise the elaborate calculations involved in reaching empirical results. This book is an illustration of the Editors belief in this principle. It offers new insights in macroeconomic analysis. It deals with both theory and empirical results related to the dynamics within the structure of macroeconomic variables as well as between them. More precisely?ve axes are distinguished. There are theoretical and applied works with developments on (1) mechanisms of economic dynamics, (2) structures of macroeconomic variables, and (3) relationships between macroeconomic time series. The book also presents methodologies where (4) linear testing is improved and (5) new non-linear techniques are applied. Turning to the individual contributions now. Benassy’ ´ s chapter studies the propagation of macroeconomic shocks using a - namic model with wage and price staggering. He?nds evidence in favour of a p- sistent response of both output and in?ation to monetary shocks.