Nonlinear Dynamics in the Foreign Exchange Futures Market
Author: Laura E. Kodres
Publisher:
Published: 1991
Total Pages: 44
ISBN-13:
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Market Microstructure and Nonlinear Dynamics
Author: Gilles Dufrénot
Publisher: Springer
Published: 2014-07-14
Total Pages: 322
ISBN-13: 3319052128
DOWNLOAD EBOOKThis book discusses market microstructure environment within the context of the global financial crisis. In the first part, the market microstructure theory is recalled and the main microstructure models and hypotheses are discussed. The second part focuses on the main effects of the financial downturn through an examination of market microstructure dynamics. In particular, the effects of market imperfections and the limitations associated with microstructure models are discussed. Finally, the new regulations and recent developments for financial markets that aim to improve the market microstructure are discussed. Well-known experts on the subject contribute to the chapters in the book. A must-read for academic researchers, students and quantitative practitioners.
Nonlinear Dynamics and Economics
Author: William A. Barnett
Publisher: Cambridge University Press
Published: 1996-10-28
Total Pages: 426
ISBN-13: 9780521471411
DOWNLOAD EBOOKThis 1997 book presents developments in nonlinear economic dynamics along with related research from other fields, including mathematics, statistics, biology, and physics.
Growth Theory, Nonlinear Dynamics, and Economic Modelling
Author: William A. Brock
Publisher: Edward Elgar Publishing
Published: 2001-01-01
Total Pages: 488
ISBN-13: 9781782543046
DOWNLOAD EBOOK'Buz Brock's contribution to economic theory in general and economic dynamics in particular are characterized by an unmatched richness of ideas and by deep theoretical, empirical as well as computational analysis. Brock's contribution to economic dynamics range from one extreme of the field, global stability of stochastic optimal growth models, to another extreme, market instability and nonlinearity in economic and financial modelling and data analysis. But his work also includes environmental and economic policy issues and, more recently, the modelling of markets as complex adaptive systems. This collection of essays reflects Brock's richness of ideas that have motivated economists for more than three decades already and will continue to influence many economists for the next decades to come.' - Cars H. Hommes, University of Amsterdam, The Netherlands 'Buz Brock has been, from the beginning of his career, one of the most original thinkers in dynamic economics. His early work showed that growth with random elements could be studied effectively and above all posed exactly the right questions. His more recent work has brought complexity theory to the fore and shown its implications for financial and other markets. In the process, he has both introduced and used econometric tools to show the relevance of his work to empirically observed phenomena. It is very useful to have his work in collected form.' - Kenneth J. Arrow, Stanford University, US This outstanding collection of William Brock's essays illustrates the power of dynamic modelling to shed light on the forces for stability and instability in economic systems. The articles selected reflect his best work and are indicative both of the type of policy problem that he finds challenging and the complex methodology that he uses to solve them. Also included is an introduction by Brock to his own work, which helps tie together the main aspects of his research to date.
Debt, Risk and Liquidity in Futures Markets
Author: Barry Goss
Publisher: Routledge
Published: 2007-09-17
Total Pages: 231
ISBN-13: 1134147325
DOWNLOAD EBOOKIncluding contributions from Jerome Stein and Guay Lim, this book explores debt and liquidity in finance. In three parts it covers developing country debt and currency crises, risk, and risk management in futures markets and liquidity.
Nonlinear Dynamics in Economics and Social Sciences
Author: Franco Gori
Publisher: Springer Science & Business Media
Published: 2012-12-06
Total Pages: 371
ISBN-13: 3642580319
DOWNLOAD EBOOKThis volume constitutes the Proceedings of the "Nonlinear Dynamics in Economics and Social Sciences" Meeting held at the Certosa di Pontignano, Siena, on May 27-30, 1991. The Meeting was organized by the National Group "Modelli Nonlineari in Economia e Dinamiche Complesse" of the Italian Ministery of University and SCientific Research, M.U.RS.T. The aim of the Conference, which followed a previous analogous initiative taking place in the very same Certosa, on January 1988*, was the one of offering a come together opportunity to economists interested in a new mathematical approach to the modelling of economical processes, through the use of more advanced analytical techniques, and mathematicians acting in the field of global dynamical systems theory and applications. A basiC underlying idea drove the organizers: the necessity of fOCUSing on the use that recent methods and results, as those commonly referred to the overpopularized label of "Chaotic Dynamics", did find in the social sciences domain; and thus to check their actual relevance in the research program of modelling economic phenomena, in order to individuate and stress promising perspectives, as well as to curb excessive hopes and criticize not infrequent cases where research reduces to mechanical, ad hoc, applications of "a la mode" techniques. In a word we felt the need of looking about the state of the arts in non-linear systems theory applications to economics and social processes: hence the title of the workshop and the volume.
Tests of Unbiasedness in the Foreign Exchange Futures Markets
Author: Laura E. Kodres
Publisher:
Published: 1992
Total Pages: 64
ISBN-13:
DOWNLOAD EBOOKForecasting and Hedging in the Foreign Exchange Markets
Author: Christian Ullrich
Publisher: Springer Science & Business Media
Published: 2009-05-30
Total Pages: 206
ISBN-13: 3642004954
DOWNLOAD EBOOKHistorical and recent developments at international ?nancial markets show that it is easy to loose money, while it is dif?cult to predict future developments and op- mize decision-making towards maximizing returns and minimizing risk. One of the reasons of our inability to make reliable predictions and to make optimal decisions is the growing complexity of the global economy. This is especially true for the f- eign exchange market (FX market) which is considered as one of the largest and most liquid ?nancial markets. Its grade of ef?ciencyand its complexityis one of the starting points of this volume. From the high complexity of the FX market, Christian Ullrich deduces the - cessity to use tools from machine learning and arti?cial intelligence, e.g., support vector machines, and to combine such methods with sophisticated ?nancial mod- ing techniques. The suitability of this combination of ideas is demonstrated by an empirical study and by simulation. I am pleased to introduce this book to its - dience, hoping that it will provide the reader with interesting ideas to support the understanding of FX markets and to help to improve risk management in dif?cult times. Moreover, I hope that its publication will stimulate further research to contribute to the solution of the many open questions in this area.
Exchange Rates and Corporate Performance
Author: Yakov Amihud
Publisher: Beard Books
Published: 2003
Total Pages: 268
ISBN-13: 9781587981593
DOWNLOAD EBOOKThis is a reprint of a previously published book. It consists of a series of papers by experts in the field on how the exchange rate volatility of the 1980s affected the financial policies of international firms.
Nonlinear Econometric Modeling in Time Series
Author: William A. Barnett
Publisher: Cambridge University Press
Published: 2000-05-22
Total Pages: 248
ISBN-13: 9780521594240
DOWNLOAD EBOOKThis book presents some of the more recent developments in nonlinear time series, including Bayesian analysis and cointegration tests.
