20)
International Symposia in Economic Theory and Econometrics
Nonlinear Modeling of Economic and Financial Time-Series
ISBN: 978-0-85724-489-5, eISBN: 978-0-85724-490-1
ISSN: 1571-0386
Publication date: 31 December 2010
Citation
(2010), "International Symposia in Economic Theory and Econometrics", Jawadi, F. and Barnett, W.A. (Ed.) Nonlinear Modeling of Economic and Financial Time-Series (International Symposia in Economic Theory and Econometrics, Vol. 20), Emerald Group Publishing Limited, Leeds, p. iii. https://doi.org/10.1108/S1571-0386(2010)0000020017
Publisher
:Emerald Group Publishing Limited
Copyright © 2010, Emerald Group Publishing Limited
- International Symposia in Economic Theory and Econometrics
- International Symposia in Economic Theory and Econometrics
- Copyright page
- List 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