Description
Book SynopsisPresents researches in linear and nonlinear modelling of economic and financial time-series. This book provides a comprehensive understanding of financial and economic dynamics in various aspects using modern financial econometric methods. It also presents and discusses research findings and their implications.
Table of ContentsList of Contributors. Editorial Advisory Board Members. About the Series. Introduction. Chapter 1 Collateralizable Wealth, Asset Returns, and Systemic Risk: International Evidence. Chapter 2 Nonlinear Stock Market Links between Mexico and the World. Chapter 3 Dynamic Linkages between Global Macro Hedge Funds and Traditional Financial Assets. Chapter 4 Copula Theory Applied to Hedge Funds Dependence Structure Determination. Chapter 5 European Exchange Rate Credibility: An Empirical Analysis. Chapter 6 Oil Prices and Exchange Rates: Some New Evidence Using Linear and Nonlinear Models. Chapter 7 Sources of European Growth Externalities: A Two-Step Approach. Chapter 8 Alternative Methods for Forecasting GDP. Chapter 9 GARCH Models with CPPI Application. International Symposia in Economic Theory and Econometrics. International Symposia in Economic Theory and Econometrics. Copyright page.
