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008			110201s2010 enka o 000 0 eng d
020			_a9780857244901 (electronic bk.) : _c£62.95 ; €89.95 ; $114.95
040			_aUtOrBLW _cUtOrBLW
050		4	_aHB141 _b.N66 2010
072		7	_aKCA _2bicssc
072		7	_aKCH _2bicssc
072		7	_aBUS021000 _2bisacsh
072		7	_aBUS069030 _2bisacsh
080			_a330.4
082	0	4	_a330.015195 _222
245	0	0	_aNonlinear modeling of economic and financial time-series _h[electronic resource] / _cedited by Fredj Jawadi, William A. Barnett.
260			_aBingley, U.K. : _bEmerald, _c2010.
300			_a1 online resource (xvii, 205 p.) : _bill.
490	1		_aInternational symposia in economic theory and econometrics, _x1571-0386 ; _v20
505	0		_aIntroduction / 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.
520			_aWithin 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 emerging countries and has strongly affected the whole economy. This volume aims to present recent researches in linear and nonlinear modelling of economic and financial time-series. The several discussions of empirical results of its chapters clearly help to improve the understanding of the financial mechanisms inherent to this crisis. They also yield an important overview on the sources of the financial crisis and its main economic and financial consequences. The book provides the audience a comprehensive understanding of financial and economic dynamics in various aspects using modern financial econometric methods. It addresses the empirical techniques needed by economic agents to analyze the dynamics of these markets and illustrates how they can be applied to the actual data. It also presents and discusses new research findings and their implications.
588	0		_aPrint version record
650		7	_aBusiness & Economics _xEconometrics. _2bisacsh
650		7	_aBusiness & Economics _xEconomics _xTheory. _2bisacsh
650		7	_aEconomic theory & philosophy. _2bicssc
650		7	_aEconometrics. _2bicssc
650		0	_aEconometric models.
650		0	_aTime-series analysis.
700	1		_aJawadi, Fredj.
700	1		_aBarnett, William A.
776	1		_z9780857244895
830		0	_aInternational symposia in economic theory and econometrics ; _v20.
856	4	0	_uhttps://www.emerald.com/insight/publication/doi/10.1108/S1571-0386(2010)20
913			_1BME2010
999			_c31336 _d31336