Dynamic Models and their Applications in Emerging Markets

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Gebonden, blz. | Engels
Palgrave Macmillan UK | 2005
ISBN13: 9781403991522
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Palgrave Macmillan UK e druk, 2005 9781403991522
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Samenvatting

This book is a collection of six studies on behaviour of financial and economic variables in emerging and Euro markets. It includes the latest empirical studies on 32 emerging economies. The studies cover examination of the behaviour of interest rates, banks' credit and default risks, sovereign bond markets, effectiveness of inflation targeting, and dynamics of external debt and growth. There is currently no single book that addresses all these issues. This is a valuable book for all those who are working on emerging markets.

Specificaties

ISBN13:9781403991522
Taal:Engels
Bindwijze:gebonden
Uitgever:Palgrave Macmillan UK

Inhoudsopgave

List of Figures and Tables Preface Acknowledgements Notes on the Contributors Introduction; S.Motamen-Samadian Continuous Time Dynamic Modelling of Interest Rates in Emerging Markets; B.Nowman & K.Shubber Excess Credit Risk and Banks' Default Risk: An Application of Default Predictions Models to Banks from Emerging Market Economies; C.Godlewski Modelling Long Memory and Risk Premia in Latin American Sovereign Bond Markets; A.Mendoza Econometric Modelling of the Euro Using Two Factor Continuous Time Dynamic Interest Rate Models; B.Nowman & H.Thapar Inflation Targeting in Emerging Economies: A Comparative Sacrifice Ratio Analysis; R.Muñoz Torres External Debt Dynamics and Growth: A Neo Keynesian Perspective; E.Jovero
€ 122,99
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        Dynamic Models and their Applications in Emerging Markets