Author: Luc Bauwens Publisher: Springer Science & Business Media ISBN: 3790819921 Category : Business & Economics Languages : en Pages : 310
Book Description
Shedding light on some of the most pressing open questions in the analysis of high frequency data, this volume presents cutting-edge developments in high frequency financial econometrics. Coverage spans a diverse range of topics, including market microstructure, tick-by-tick data, bond and foreign exchange markets, and large dimensional volatility modeling. The volume is of interest to graduate students, researchers, and industry professionals.
Author: United States. Congress. Joint Economic Committee. Subcommittee on Monetary and Fiscal Policy Publisher: ISBN: Category : Credit Languages : en Pages : 92
Author: Jonathan Batten Publisher: Emerald Group Publishing ISBN: 1780526172 Category : Business & Economics Languages : en Pages : 446
Book Description
Highlights research in derivatives modelling and markets in a post-crisis world across a number of dimensions or themes. This book addresses the following main areas: derivatives models and pricing, model application and performance backtesting, and new products and market features.
Author: William C. Brainard Publisher: Brookings Institution Press ISBN: 9780815705895 Category : Business & Economics Languages : en Pages : 368
Book Description
Topics include inflation dynamics and the distribution of income, underdiversification in 401(k) plans, gauging employment, and central bank transparency and the signal value of prices.
Author: Massimo Tivegna Publisher: Routledge ISBN: 1351152432 Category : Business & Economics Languages : en Pages : 206
Book Description
'News and Exchange Rate Dynamics' proposes an innovative taxonomy of news affecting exchange rates. It establishes a metrics for the impact on exchange rates movements. In doing so it provides the first results of an ongoing research activity on the economic, financial and non-financial determinants of infra daily fluctuations of exchange rates, whose ultimate goal is to explain the formation of market sentiment on one particular currency and the way it changes over time in response to the accumulation of new information. The authors provide a detailed description of the selection criteria of the news and how it impacts exchange rates.
Author: Mr.Vito Tanzi Publisher: International Monetary Fund ISBN: 9780939934331 Category : Business & Economics Languages : en Pages : 276
Book Description
Edited by Vito Tanzi, Director of the IMF's Fiscal Affairs Department, the book consists of nine studies pertaining to monetary-fiscal links in both closed and open economies.
Author: Luc Bauwens
Author: United States. Congress. Joint Economic Committee. Subcommittee on Monetary and Fiscal Policy
Author: Jonathan Batten
Author: 
Author: William C. Brainard
Author: Douglas Fisher
Author: 
Author: Massimo Tivegna
Author: Thomas Mayer
Author: Mr.Vito Tanzi