Financial Markets and the Global Recession. (Record no. 59312)
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| 000 -LEADER | |
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| fixed length control field | 06581nam a22005053i 4500 |
| 001 - CONTROL NUMBER | |
| control field | EBC3017865 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | MiAaPQ |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20240729124049.0 |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS | |
| fixed length control field | m o d | |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | cr cnu|||||||| |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 240724s2010 xx o ||||0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781617619687 |
| Qualifying information | (electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| Canceled/invalid ISBN | 9781607419211 |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (MiAaPQ)EBC3017865 |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (Au-PeEL)EBL3017865 |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (CaPaEBR)ebr10654836 |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (OCoLC)923654059 |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | MiAaPQ |
| Language of cataloging | eng |
| Description conventions | rda |
| -- | pn |
| Transcribing agency | MiAaPQ |
| Modifying agency | MiAaPQ |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HG3881 -- .F524 2010eb |
| 082 0# - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332/.042 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Naas, Benjamin Naas. |
| 245 10 - TITLE STATEMENT | |
| Title | Financial Markets and the Global Recession. |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 1st ed. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE | |
| Place of production, publication, distribution, manufacture | Hauppauge : |
| Name of producer, publisher, distributor, manufacturer | Nova Science Publishers, Incorporated, |
| Date of production, publication, distribution, manufacture, or copyright notice | 2010. |
| 264 #4 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE | |
| Date of production, publication, distribution, manufacture, or copyright notice | ©2010. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 1 online resource (278 pages) |
| 336 ## - CONTENT TYPE | |
| Content type term | text |
| Content type code | txt |
| Source | rdacontent |
| 337 ## - MEDIA TYPE | |
| Media type term | computer |
| Media type code | c |
| Source | rdamedia |
| 338 ## - CARRIER TYPE | |
| Carrier type term | online resource |
| Carrier type code | cr |
| Source | rdacarrier |
| 490 1# - SERIES STATEMENT | |
| Series statement | Global Recession - Causes, Impacts and Remedies |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Intro -- FINANCIAL MARKETS AND THE GLOBAL RECESSION -- FINANCIAL MARKETS AND THE GLOBAL RECESSION -- LIBRARY OF CONGRESS CATALOGING-IN-PUBLICATION DATA -- CONTENTS -- PREFACE -- Chapter 1 GLOBAL RECESSION: JUST A GLITCH OR IS IT HERE TO STAY? -- Abstract -- Introduction -- The Current Economic Crisis -- The "Mechanics" of the Recession -- Lessons from History Learned: The Great Depression of 1929 -- A Simple Model of the Global Economy -- Forecasting the Global Economy -- Globalization: A Two Century Growth Wave -- Globalization from 1917-1995: Past Seasons of Global Growth -- Globalization from 1995-2112: Current Status and Future Prospects of Global Growth -- Cyclic Patterns in Global Economy -- The Emergence of International Powers in a World of Continuous Growth -- Key Findings about the Recent Economic Recession -- The Double Nature of the Current Recession -- A Simple "Rule of Thumb" -- The Changing Balance of International Powers -- The Systematic Nature of the Current Recession -- The Right Strategy for the Recession -- Conclusion -- References -- Chapter 2THE IMPACTS OF GLOBAL RECESSION ON THEWORLD ECONOMY: AN INVESTIGATION WITHA MULTI-COUNTRY OVERLAPPINGGENERATIONS SIMULATION MODEL -- Abstract -- 1. Introduction -- 2. The Model Structure -- 1.) Household Behavior -- 2.) Firm Behavior -- 3.) The Government -- 4.) Public Pension -- 5.) World Equilibrium -- 3. The Impacts of Global Population Aging -- 1.) Baseline Simulation -- 2.) Alternative Scenarios -- 3.) Public Pension Reform -- 4.) Fiscal Consolidation -- 4. The Impacts of Global Fiscal Expansion -- Conclusion -- References -- Chapter 3 WHEN RISK WEIGHTS INCREASE THE RISK: SOME CONCERNS FOR CAPITAL REGULATION -- Abstract -- I. Introduction -- II. Portfolio Theory -- II.1. Correlations: the Shape of the Efficient Frontier -- II.2. Investor Preferences. |
| 505 8# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | II.3. Choosing the Optimal Portfolio -- III. Optimal Investments without Borrowing and Other Restrictions -- III.1. Introducing Risk Weights -- III.1.1. Optimisation Including Zero-Risk Asset -- III.1.2. Optimisation without Zero-Risk Asset -- IV. Some Implications -- IV.1. The Application of the Model to Credit Risk Related Portfolios -- IV.2. Regulation -- IV.3. Policy Issues -- Conclusion -- Appendix. A Formal Analysis of the Change in the Optimal Investment -- References -- Chapter 4THE ROLE OF FOREIGN MONETARYAUTHORITIES IN THE GLOBAL ECONOMICCRISIS IN TERMS OF REDUCING PRESSUREFROM DECLINING U.S. HOUSE PRICES -- Abstract -- 1. Introduction -- 1.1. The Fall in U.S. House Prices and the Unwinding of the U.S.Current Account -- 1.2. Policy Responses to the Crisis -- 1.3. The Risk of Re-Expanding the U.S. Current Account Deficit -- 2. Methodology -- 2.1. Model -- 2.2. SVAR Model -- 3. Estimated Results -- 3.1. Impulse Response -- 3.2. Variance Decompositions -- 3.3. Robustness Check -- 4. Impacts of the Fall in U.S. House Pricesand the Various Policies -- Conclusion -- Acknowledgments -- Data Appendix -- References -- Chapter5VOLATILITYMODELS:FROMGARCHTOMULTI-HORIZONCASCADES -- Abstract -- 1.Introduction -- 2.EmpiricalPropertiesofVolatility -- 3.ARCH/GARCHFamilyofVolatilityModelsandEx-tensions -- 4.StochasticVolatilityModels -- 5.AggregationofReturnsinTime -- 6.TheHypothesisofMultipleHorizonsinVolatility -- 7.ModelingMultipleHorizonsinVolatilityandEcono-physicsApproach -- 8.Conclusion -- References -- Chapter6LEADERMARKETINDEXES -- Abstract -- 1.Introduction -- 2.LeaderMarketIndexes -- 3.Dataset -- 3.1.UnitedStates -- 3.2.Asia& -- Oceania -- 3.3.Europe -- 4.Results -- 4.1.DescriptiveStatistics -- 4.2.UnitRootTests -- 4.3.GrangerCausality -- 4.3.1.LagLenghtSelectionCriteria -- 4.3.2.VectorAutoregressiveModel(VAR) -- 4.3.3.Forecasting. |
| 505 8# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 4.3.4.GrangercausalityWaldTest -- 4.4.JohansenMultivariateCointegrationTests -- 5.Considerations -- 5.1.ImplicationsforPortfolioAllocation -- 5.2.LeaderMarketIndexesandEfficientMarketHypothesis -- 6.Conclusion -- Appendix1.Causality -- Appendix2.Multi-variateGrangerCausalityTest -- Appendix3.StationarityandAugmentedDickey-FullerTest -- References -- Chapter7THECONTINUOUS-TIMEDYNAMICSOFVIXAMIDTHERECENTMARKETTURMOIL -- Abstract -- I.Introduction -- II.DataDescription -- III.MaximumLikelihoodEstimationofVolatilityIn-dices -- IV.ParametricSpecificationTestsofVolatilityModels -- V.Conclusion -- References -- ExpertCommentaryAPREDICTINGSTOCKRETURNSINACROSS-SECTION:DOINDIVIDUALFIRMCHARACTERISTICSMATTER? -- Abstract -- 1.Introduction -- 2.PricingAnomaliesand"BetasvsCharacteristics"Debate -- 3.Data -- 4.FormalDescriptionoftheMethodology -- 5.DiscussionoftheResults -- 6.Conclusion -- References -- Expert Commentary B ON THE FUTURE OF CAPITAL ASSET PRICING MODELS -- INDEX. |
| 588 ## - SOURCE OF DESCRIPTION NOTE | |
| Source of description note | Description based on publisher supplied metadata and other sources. |
| 590 ## - LOCAL NOTE (RLIN) | |
| Local note | Electronic reproduction. Ann Arbor, Michigan : ProQuest Ebook Central, 2024. Available via World Wide Web. Access may be limited to ProQuest Ebook Central affiliated libraries. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | International finance. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Capital market. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Recessions. |
| 655 #4 - INDEX TERM--GENRE/FORM | |
| Genre/form data or focus term | Electronic books. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Lysne, Joachim. |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Relationship information | Print version: |
| Main entry heading | Naas, Benjamin Naas |
| Title | Financial Markets and the Global Recession |
| Place, publisher, and date of publication | Hauppauge : Nova Science Publishers, Incorporated,c2010 |
| International Standard Book Number | 9781607419211 |
| 797 2# - LOCAL ADDED ENTRY--CORPORATE NAME (RLIN) | |
| Corporate name or jurisdiction name as entry element | ProQuest (Firm) |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| Uniform title | Global Recession - Causes, Impacts and Remedies |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="https://ebookcentral.proquest.com/lib/orpp/detail.action?docID=3017865">https://ebookcentral.proquest.com/lib/orpp/detail.action?docID=3017865</a> |
| Public note | Click to View |
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