Nonlinear modeling of economic and financial time-series /
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...
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Full text (MCPHS users only) |
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| Other Authors: | , |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Bingley, U.K. :
Emerald,
2010
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| Series: | International symposia in economic theory and econometrics ;
20. |
| Subjects: | |
| Local Note: | ProQuest Ebook Central |
Table of Contents:
- Introduction / Fredj Jawadi, William A. Barnett
- ch. 1. Collateralizable wealth, asset returns, and systemic risk : international evidence / Ricardo M. Sousa
- ch. 2. Nonlinear stock market links between Mexico and the world / Mohamed El Hedi Arouri, Fredj Jawadi
- ch. 3. Dynamic linkages between global macro hedge funds and traditional financial assets / Wafa Kammoun Masmoudi
- ch. 4. Copula theory applied to hedge funds dependence structure determination / Rania Hentati, Jean-Luc Prigent
- ch. 5. European exchange rate credibility : an empirical analysis / Iuliana Matei
- ch. 6. Oil prices and exchange rates : some new evidence using linear and nonlinear models / Mohamed El Hedi Arouri, Fredj Jawadi
- ch. 7. Sources of European growth externalities : a two-step approach / Sébastien Pommier, Fabien Rondeau
- ch. 8. Alternative methods for forecasting GDP / Dominique Guégan, Patrick Rakotomarolahy
- ch. 9. GARCH models with CPPI application / Hachmi Ben Ameur.
