Author : Paul Doukhan
Publisher : Springer Science & Business Media
Page : 222 pages
File Size : 40,11 MB
Release : 2010-07-23
Category : Mathematics
ISBN : 3642141048
This account of recent works on weakly dependent, long memory and multifractal processes introduces new dependence measures for studying complex stochastic systems and includes other topics such as the dependence structure of max-stable processes.
Author : Vitor Gaspar
Publisher :
Page : 334 pages
File Size : 43,29 MB
Release : 2003-01-01
Category : Banks and banking
ISBN : 9789291813483
Author : Roman Matoušek
Publisher : Routledge
Page : 281 pages
File Size : 36,98 MB
Release : 2012-03-15
Category : Business & Economics
ISBN : 1136339701
This edited collection assesses the level of financial integration in the European Union (EU) and the differences across the countries and segments of the EU financial system. Progress in financial integration is key to the EU’s economic growth and competitiveness and although it has advanced substantially, the process is still far from completion. This book focuses on the pace of financial integration in the EU with special emphasis on the new EU Member States and investigates their progress in comparison with ‘old’ EU countries. The book is the first of its kind to include and evaluate the effects of the global financial crisis on the process of EU financial integration. In particular, the book’s contributors address the issue of whether a high degree of financial integration contributed to the intensification of the financial crisis, or whether a low level of integration prevented countries and financial industries from some of the negative effects of the crisis. Although most of the chapters apply contemporary econometric tools, the technical part is always reduced to indispensable minimum and the emphasis is given to economic interpretation of the results. The book aims to offer an up to date and insightful examination of the process of financial integration in the EU today.
Author : Roman Matoušek
Publisher : Routledge
Page : 361 pages
File Size : 12,67 MB
Release : 2012-03-15
Category : Business & Economics
ISBN : 1136339698
This edited collection assesses the level of financial integration in the European Union (EU) and the differences across the countries and segments of the EU financial system. Progress in financial integration is key to the EU’s economic growth and competitiveness and although it has advanced substantially, the process is still far from completion. This book focuses on the pace of financial integration in the EU with special emphasis on the new EU Member States and investigates their progress in comparison with ‘old’ EU countries. The book is the first of its kind to include and evaluate the effects of the global financial crisis on the process of EU financial integration. In particular, the book’s contributors address the issue of whether a high degree of financial integration contributed to the intensification of the financial crisis, or whether a low level of integration prevented countries and financial industries from some of the negative effects of the crisis. Although most of the chapters apply contemporary econometric tools, the technical part is always reduced to indispensable minimum and the emphasis is given to economic interpretation of the results. The book aims to offer an up to date and insightful examination of the process of financial integration in the EU today.
Author : Trevor Hastie
Publisher : CRC Press
Page : 354 pages
File Size : 14,21 MB
Release : 2015-05-07
Category : Business & Economics
ISBN : 1498712177
Discover New Methods for Dealing with High-Dimensional DataA sparse statistical model has only a small number of nonzero parameters or weights; therefore, it is much easier to estimate and interpret than a dense model. Statistical Learning with Sparsity: The Lasso and Generalizations presents methods that exploit sparsity to help recover the underl
Author : Uwe Hassler
Publisher :
Page : 56 pages
File Size : 43,96 MB
Release : 2016
Category :
ISBN :
Multiple structural change tests by Bei and Perron (1998) are applied to the regression by Demetrescu, Kuzin and Hassler (2008) in order to detect breaks in the order of fractional integration. With this instrument we tackle time-varying inflation persistence as an important issue for monetary policy. We determine not only the location and significance of breaks in persistence, but also the number of breaks. Only one significant break in U.S. inflation persistence (measured by the long-memory parameter) is found to have taken place in 1973, while a second break in 1980 is not significant.
Author : Jakob de Haan
Publisher : Cambridge University Press
Page : 439 pages
File Size : 48,14 MB
Release : 2009-01-15
Category : Business & Economics
ISBN : 0521882990
Written for undergraduate and graduate students, this textbook provides a fresh analysis of the European financial system.
Author :
Publisher :
Page : 886 pages
File Size : 48,80 MB
Release : 2007
Category : Europe
ISBN :
Author : Richard Baldwin
Publisher : McGraw Hill
Page : 594 pages
File Size : 20,8 MB
Release : 2022-08-30
Category : Business & Economics
ISBN : 1526849445
The seventh edition of The Economics of European Integration provides students with an accessible presentation of the facts, theories and controversies that are driving rapid change at the heart of Europe. This new edition covers crucial updates on the impact of Brexit and Covid-19 and offers an expert analysis of the contemporary status of integration within the European Union. Key Features and Updates •Wide range of learning features including boxed examples and illustrations, end of chapter summaries, self-assessment questions and essay questions. •Fully updated to include new discussions and examples such as the new budget which has significant implications on European bonds, immigration, and climate change. •Two new chapters highlighting the impact of both Brexit and Covid-19 on the EU. •An Online Learning Centre with Lecture Outlines, PowerPoint Presentations, and an Image Library. Richard Baldwin is Professor of International Economics at the Graduate Institute, Geneva, having been a visiting professor at Oxford and MIT. He is Editor-in-Chief and founder of VoxEU.org since 2007 and he advises governments around the world on globalisation and integration issues having served in the Bush (Sr) White House in 1990-91. Charles Wyplosz is Professor Emeritus of International Economics at the Graduate Institute in Geneva where he also served as Director of the International Centre for Money and Banking Studies. He is a Fellow of CEPR and of the European Economic Association, as well as a Founding Managing Editor of the Economic Policy journal.
Author : A. Carretta
Publisher : Springer
Page : 299 pages
File Size : 18,10 MB
Release : 2008-11-12
Category : Business & Economics
ISBN : 0230594816
In a financial revolution, new determinants of performance arise and interest in the way performance is measured and communicated to stakeholders grows. This book presents a wide and accurate analysis of the impact that regulation, structural changes and new financial products have on the performance of markets and intermediaries.
