Narrow your search
Listing 1 - 8 of 8
Sort by

Book
Financial structure and economic growth
Authors: ---
ISBN: 0262271451 0585436835 9780262271455 9780585436838 Year: 2001 Publisher: Cambridge, Mass. MIT Press

Loading...
Export citation

Choose an application

Bookmark

Abstract

This is the first broad cross-country assessment of the ties between financial structure--the mix of financial instruments, institutions, and markets in a given economy--and economic growth since Raymond Goldsmith's 1969 landmark study. Most studies focus on developed countries and compare bank-based and market-based systems. Debates over the relative merits of the two systems have relied on case studies of Germany, Japan, the United Kingdom, and the United States, countries with similar long-run growth rates. The absence of data on developing countries limits the usefulness of such studies for policy makers.The book contains recently acquired cross-country data from almost 150 countries. It includes information on the size, efficiency, and activity of banks, insurance companies, pension and mutual funds, finance companies, and stock and bond markets. It also incorporates information on each country's political, economic, and social environment. The chapters contain a mix of case studies, cross-country studies, macro- and micro-oriented approaches, and analytical and empirical work. The conclusions point not to markets versus banks, but to markets and banks. It is how well a financial system functions that is critical for long-run economic growth. The research suggests that strong legal rights for outside investors and the overall efficiency of contract enforcement are effective tools for developing the financial sector and the economy. The book includes a CD containing World Bank data.

Lexique de la banque et des marchés financiers.
Author:
ISBN: 2247045529 9782247045525 Year: 2001 Volume: *3 Publisher: Paris Dalloz


Book
Crises financières.
Authors: ---
ISBN: 2717842624 9782717842623 Year: 2001 Publisher: Paris : Economica,

The Fed : the inside story of how the world's most powerful financial institution drives the market
Author:
ISBN: 068484740X Year: 2001 Publisher: New York [etc.] Free Press

Financial structure and economic growth: a cross-county comparison of banks, markets and development. (cd rom in zapc).
Authors: ---
ISBN: 0262041987 9780262041980 Year: 2001 Publisher: Cambridge Mit Press

Econometric modelling of stock market intraday activity.
Authors: ---
ISBN: 079237424X 1441949062 147573381X 9780792374244 Year: 2001 Volume: 38 Publisher: Boston Kluwer

Loading...
Export citation

Choose an application

Bookmark

Abstract

Over the past 25 years, applied econometrics has undergone tremen­ dous changes, with active developments in fields of research such as time series, labor econometrics, financial econometrics and simulation based methods. Time series analysis has been an active field of research since the seminal work by Box and Jenkins (1976), who introduced a gen­ eral framework in which time series can be analyzed. In the world of financial econometrics and the application of time series techniques, the ARCH model of Engle (1982) has shifted the focus from the modelling of the process in itself to the modelling of the volatility of the process. In less than 15 years, it has become one of the most successful fields of 1 applied econometric research with hundreds of published papers. As an alternative to the ARCH modelling of the volatility, Taylor (1986) intro­ duced the stochastic volatility model, whose features are quite similar to the ARCH specification but which involves an unobserved or latent component for the volatility. While being more difficult to estimate than usual GARCH models, stochastic volatility models have found numerous applications in the modelling of volatility and more particularly in the econometric part of option pricing formulas. Although modelling volatil­ ity is one of the best known examples of applied financial econometrics, other topics (factor models, present value relationships, term structure 2 models) were also successfully tackled.

Keywords

Stocks --- Stock exchanges --- Day trading (Securities) --- Prices --- Econometric models --- 330.115 --- 336.76 --- -Stock exchanges --- -Day trading (Securities) --- -bourse --- marche des capitaux --- modeles economiques --- AA / International- internationaal --- 333.613 --- 305.970 --- 305.8 --- 307.331 --- 304.2 --- Daytrading (Securities) --- Electronic trading of securities --- Bulls and bears --- Commercial corners --- Corners, Commercial --- Equity markets --- Exchanges, Securities --- Exchanges, Stock --- Securities exchanges --- Stock-exchange --- Stock markets --- Capital market --- Efficient market theory --- Speculation --- Common shares --- Common stocks --- Equities --- Equity capital --- Equity financing --- Shares of stock --- Stock issues --- Stock offerings --- Stock trading --- Trading, Stock --- Securities --- Bonds --- Corporations --- Going public (Securities) --- Stock repurchasing --- Stockholders --- Econometrie --- Beurswezen. Geldmarkt. Valutamarkt. Binnenlandse geldmarkt. Valutamarkt --- -Econometric models --- beurs --- kapitaalmarkt --- economische modellen --- Activiteiten van de nationale en internationale markten. Beursnoteringen van aandelen en obligaties. --- Algemeenheden: Autoregression and moving average representation. ARIMA. ARMAX. Lagrange multiplier. Wald. Function (mis) specification. Autocorrelation. Homoscedasticity. Heteroscedasticity. ARCH. GARCH. Integration and co-integration. Unit roots. --- Econometrie van de investeringen, het gedrag van de onderneming. --- Statistieken van de noteringen van de effecten. --- Trendanalyse. Tendenties van lange duur. --- 336.76 Beurswezen. Geldmarkt. Valutamarkt. Binnenlandse geldmarkt. Valutamarkt --- 330.115 Econometrie --- bourse --- Prices&delete& --- Trendanalyse. Tendenties van lange duur --- Econometrie van de investeringen, het gedrag van de onderneming --- Algemeenheden: Autoregression and moving average representation. ARIMA. ARMAX. Lagrange multiplier. Wald. Function (mis) specification. Autocorrelation. Homoscedasticity. Heteroscedasticity. ARCH. GARCH. Integration and co-integration. Unit roots --- Statistieken van de noteringen van de effecten --- Activiteiten van de nationale en internationale markten. Beursnoteringen van aandelen en obligaties --- Econometrics. --- International economics. --- Economic theory. --- Finance. --- International Economics. --- Economic Theory/Quantitative Economics/Mathematical Methods. --- Finance, general. --- Funding --- Funds --- Economics --- Currency question --- Economic theory --- Political economy --- Social sciences --- Economic man --- Economic policy, Foreign --- Economic relations, Foreign --- Economics, International --- Foreign economic policy --- Foreign economic relations --- Interdependence of nations --- International economic policy --- International economics --- New international economic order --- Economic policy --- International relations --- Economic sanctions --- Economics, Mathematical --- Statistics --- Stocks - Prices - Econometric models --- Stock exchanges - Econometric models --- Day trading (Securities) - Econometric models

Listing 1 - 8 of 8
Sort by