22)
International Symposia in Economic Theory and Econometrics
Recent Developments in Alternative Finance: Empirical Assessments and Economic Implications
ISBN: 978-1-78190-399-5, eISBN: 978-1-78190-400-8
ISSN: 1571-0386
Publication date: 19 November 2012
Citation
(2012), "International Symposia in Economic Theory and Econometrics", Barnett, W.A. and Jawadi, F. (Ed.) Recent Developments in Alternative Finance: Empirical Assessments and Economic Implications (International Symposia in Economic Theory and Econometrics, Vol. 22), Emerald Group Publishing Limited, Leeds, p. iii. https://doi.org/10.1108/S1571-0386(2012)0000022023
Publisher
:Emerald Group Publishing Limited
Copyright © 2012, Emerald Group Publishing Limited
- Recent Developments in Alternative Finance: Empirical Assessments and Economic Implications
- International Symposia in Economic Theory and Econometrics
- International Symposia in Economic Theory and Econometrics
- Copyright Page
- List of Contributors
- Editorial Advisory Board Members
- Introduction
- Acknowledgments
- Divisia Monetary Aggregates for the GCC Countries
- Euro Zone Bond Market and Economic Growth: Evidence from a Time Series Analysis
- International Portfolio Choice: The Case of Market Competition
- Can the Wealth-to-Income Ratio be a Useful Predictor in Alternative Finance? Evidence from the Housing Risk Premium
- The Challenges of the Mutual Financial Sphere: Statutes to the Test Development
- The Origins of Mutualist Finance
- Can Cooperative Banking Become an Alternative to Capitalist Finance?
- Alternative Financial Decision Principles: Theoretical Foundations of Islamic Banks’ Capital Structure
- Islamic Finance: An Alternative Finance or an Antidote to the Crisis of Capitalism?
- The Emergence of Solidarity Employee Savings in France
- Mood-Misattribution Effect on Energy Finance: A Biorhythm Approach
- Is Microcredit a Real Innovation?
- Estimation of Non-Gaussian Returns: The Hedge Funds Case
- Hedge Funds and Dynamic Risk Modeling
- Evaluation of Hedge Fund Returns Value at Risk Using GARCH Models