E-Book, Englisch, Band 27, 387 Seiten, eBook
Reihe: Dynamic Modeling and Econometrics in Economics and Finance
E-Book, Englisch, Band 27, 387 Seiten, eBook
Reihe: Dynamic Modeling and Econometrics in Economics and Finance
ISBN: 978-3-030-54252-8
Verlag: Springer International Publishing
Format: PDF
Kopierschutz: Wasserzeichen (»Systemvoraussetzungen)
Zielgruppe
Research
Autoren/Hrsg.
Weitere Infos & Material
Introduction (Gilles Dufrénot and Takashi Matsuki, eds).- Part I. Macroeconometrics and international finance.- Chapter 1. Quantile and copula spectrum: a new approach to investigate cyclical dependence in economic time series (Gilles Dufrénot, Takashi Matsuki and Kimiko Sugimoto).- Chapter 2. On the seemingly incompleteness of the exchange rate pass-through to import prices (Antonia Lopez-Villavicencio and Valérie Mignon).- Chapter 3. A state-space model to estimate potential growth in the industrialized countries (Thomas Brand, Gilles Dufrénot, Antoine Mayerowitz).- Chapter 4.- A top-down method for rational bubbles: application of the threshold bounds testing approach to the Japanese, UK and US Financial markets (Jun Nagayasu).- Chapter 5. An analysis of the time-varying behavior of the equilibrium velocity of money in the euro area (Mariam Camarero, Juan Sapena and Cecilio Tamarit).- Chapter 6. Revisiting wealth effects in France: a double-nonlinearity approach (Olivier Damette and Fredj Jawadi).- Part II. Financial econometrics.- Chapter 7. Econometrics of commodities (Jean-François Carpantier).- Chapter 8. Conditional Beta of real estate (Marcel Aloy, Sébastien Laurent and Christelle Lecourt).- Chapter 9. Common factors in international portfolio flows (Yushi Yoshida).- Chapter 10. Persistence in the stochastic cycles of stock prices (Luis Alberiko Gil-Alana and Guglielmo Maria Caporale).- Chapter 11. Commodities and cryptocurrencies: Markov-switching Lévy models (Stéphane Goutte and Benjamin Keddad).- List of contributors.