Read Books Online and Download eBooks, EPub, PDF, Mobi, Kindle, Text Full Free.
Idiosyncratic Risk In The Us And Sweden
Download Idiosyncratic Risk In The Us And Sweden full books in PDF, epub, and Kindle. Read online Idiosyncratic Risk In The Us And Sweden ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!
Book Synopsis Idiosyncratic Risk by : Mr.Anthony J. Richards
Download or read book Idiosyncratic Risk written by Mr.Anthony J. Richards and published by International Monetary Fund. This book was released on 1999-11-01 with total page 34 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper models the idiosyncratic or asset-specific return of an asset as the return on a portfolio that is long in that asset and short in other assets in the same class, thereby removing the common components of returns. This is the type of “hedged” position that is held by relative-value investors. Weekly returns data for seven different asset classes suggest that idiosyncratic risk is: higher at times of large return outcomes for the asset class as a whole; positively autocorrelated; and correlated across different asset classes. The implications for risk management are discussed.
Book Synopsis Idiosyncratic Risk by : Anthony J. Richards
Download or read book Idiosyncratic Risk written by Anthony J. Richards and published by International Monetary Fund. This book was released on 1999-11 with total page 40 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper models the idiosyncratic or asset-specific return of an asset as the return on a portfolio that is long in that asset and short in other assets in the same class, thereby removing the common components of returns. This is the type of “hedged” position that is held by relative-value investors. Weekly returns data for seven different asset classes suggest that idiosyncratic risk is: higher at times of large return outcomes for the asset class as a whole; positively autocorrelated; and correlated across different asset classes. The implications for risk management are discussed.
Author :International Monetary Fund. Monetary and Capital Markets Department Publisher :International Monetary Fund ISBN 13 :1475554613 Total Pages :61 pages Book Rating :4.4/5 (755 download)
Book Synopsis Sweden by : International Monetary Fund. Monetary and Capital Markets Department
Download or read book Sweden written by International Monetary Fund. Monetary and Capital Markets Department and published by International Monetary Fund. This book was released on 2016-11-17 with total page 61 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper discusses the findings of the Financial System Stability Assessment for Sweden. The Swedish financial system is large and highly interconnected, putting a premium on the accompanying policy framework. Relative to the size of the domestic economy, the financial system is among Europe’s largest. It features complex domestic and international linkages, reflecting Sweden’s role as a regional financial hub. However, the macrofinancial risks have grown since 2011, for example the rising share of highly indebted households. Stress tests also suggest that banks and nonbanks are largely resilient to solvency shocks, but concerns persist about the ability of bank models to capture unexpected losses.
Book Synopsis Foreign Exchange Issues, Capital Markets and International Banking in the 1990s (RLE Banking and Finance) by : Khosrow Fatemi
Download or read book Foreign Exchange Issues, Capital Markets and International Banking in the 1990s (RLE Banking and Finance) written by Khosrow Fatemi and published by Routledge. This book was released on 2012-05-25 with total page 298 pages. Available in PDF, EPUB and Kindle. Book excerpt: The need for continued analysis and evaluation of the international financial system is as pressing now as it was when this book was originally published. This volume provides an in-depth analysis of certain aspects of the international financial system. Specifically it addresses four of the most important financial and monetary issues of the present time: exchange rate, capital markets, international banking and external debt and international financial management.
Book Synopsis Foreign Exchange Issues, Capital Markets and International Banking in the 1990s (RLE Banking & Finance) by : Khosrow Fatemi
Download or read book Foreign Exchange Issues, Capital Markets and International Banking in the 1990s (RLE Banking & Finance) written by Khosrow Fatemi and published by Routledge. This book was released on 2012-10-12 with total page 298 pages. Available in PDF, EPUB and Kindle. Book excerpt: The need for continued analysis and evaluation of the international financial system is as pressing now as it was when this book was originally published. This volume provides an in-depth analysis of certain aspects of the international financial system. Specifically it addresses four of the most important financial and monetary issues of the present time: exchange rate, capital markets, international banking and external debt and international financial management.
Book Synopsis Overlapping Generations by : Stephen E. Spear
Download or read book Overlapping Generations written by Stephen E. Spear and published by Emerald Group Publishing. This book was released on 2023-09-04 with total page 261 pages. Available in PDF, EPUB and Kindle. Book excerpt: The 800 pound gorilla in the room of macroeconomics is the question of why the overlapping generations model didn’t become the central workhorse model for macroeconomics, as opposed to the neoclassical growth model. The authors here explore the co-evolution of the two models.
Book Synopsis Review of Economic Dynamics by : Society for Economic Dynamics
Download or read book Review of Economic Dynamics written by Society for Economic Dynamics and published by . This book was released on 2002 with total page 836 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Differences and Changes in Wage Structures by : Richard B. Freeman
Download or read book Differences and Changes in Wage Structures written by Richard B. Freeman and published by University of Chicago Press. This book was released on 2007-12-01 with total page 474 pages. Available in PDF, EPUB and Kindle. Book excerpt: During the past two decades, wages of skilled workers in the United States rose while those of unskilled workers fell; less-educated young men in particular have suffered unprecedented losses in real earnings. These twelve original essays explore whether this trend is unique to the United States or is part of a general growth in inequality in advanced countries. Focusing on labor market institutions and the supply and demand forces that affect wages, the papers compare patterns of earnings inequality and pay differentials in the United States, Australia, Korea, Japan, Western Europe, and the changing economies of Eastern Europe. Cross-country studies examine issues such as managerial compensation, gender differences in earnings, and the relationship of pay to regional unemployment. From this rich store of data, the contributors attribute changes in relative wages and unemployment among countries both to differences in labor market institutions and training and education systems, and to long-term shifts in supply and demand for skilled workers. These shifts are driven in part by skill-biased technological change and the growing internationalization of advanced industrial economies.
Book Synopsis Recent Applications of Financial Risk Modelling and Portfolio Management by : Škrinjari?, Tihana
Download or read book Recent Applications of Financial Risk Modelling and Portfolio Management written by Škrinjari?, Tihana and published by IGI Global. This book was released on 2020-09-25 with total page 432 pages. Available in PDF, EPUB and Kindle. Book excerpt: In today’s financial market, portfolio and risk management are facing an array of challenges. This is due to increasing levels of knowledge and data that are being made available that have caused a multitude of different investment models to be explored and implemented. Professionals and researchers in this field are in need of up-to-date research that analyzes these contemporary models of practice and keeps pace with the advancements being made within financial risk modelling and portfolio control. Recent Applications of Financial Risk Modelling and Portfolio Management is a pivotal reference source that provides vital research on the use of modern data analysis as well as quantitative methods for developing successful portfolio and risk management techniques. While highlighting topics such as credit scoring, investment strategies, and budgeting, this publication explores diverse models for achieving investment goals as well as improving upon traditional financial modelling methods. This book is ideally designed for researchers, financial analysts, executives, practitioners, policymakers, academicians, and students seeking current research on contemporary risk management strategies in the financial sector.
Book Synopsis Risk Factors And Contagion In Commodity Markets And Stocks Markets by : Stephane Goutte
Download or read book Risk Factors And Contagion In Commodity Markets And Stocks Markets written by Stephane Goutte and published by World Scientific. This book was released on 2020-04-28 with total page 355 pages. Available in PDF, EPUB and Kindle. Book excerpt: The link between commodities prices and the business cycle, including variables such as real GDP, industrial production, unemployment, inflation, and market uncertainty, has often been debated in the macroeconomic literature. To quantify the impact of commodities on the economy, one can distinguish different modeling approaches. First, commodities can be represented as the pinnacle of cross-sectional financial asset prices. Second, price fluctuations due to seasonal variations, dramatic market changes, political and regulatory decisions, or technological shocks may adversely impact producers who use commodities as input. This latter effect creates the so-called 'commodities risk'. Additionally, commodities price fluctuations may spread to other sectors in the economy, via contagion effects. Besides, stronger investor interest in commodities may create closer integration with conventional asset markets; as a result, the financialization process also enhances the correlation between commodity markets and financial markets.Our objective in this book, Risk Factors and Contagion in Commodity Markets and Stocks Markets, lies in answering the following research questions: What are the interactions between commodities and stock market sentiment? Do some of these markets move together overtime? Did the financialization in energy commodities occur after the 2008 Global Financial Crisis? These questions are essential to understand whether commodities are driven only by their fundamentals, or whether there is also a systemic component influenced by the volatility present within the stock markets.
Book Synopsis Stocks, Bonds, Bills, and Inflation by : Roger G. Ibbotson
Download or read book Stocks, Bonds, Bills, and Inflation written by Roger G. Ibbotson and published by . This book was released on 1989 with total page 202 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Rethinking Fiscal Policy after the Crisis by : Ľudovít Ódor
Download or read book Rethinking Fiscal Policy after the Crisis written by Ľudovít Ódor and published by Cambridge University Press. This book was released on 2017-05-18 with total page 615 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book discusses the often overlooked future of fiscal policy in light of what we have learned from the financial crisis. This book is for academics and graduate students studying the debate on fiscal policy, as well as practitioners working on day-to-day policy issues.
Book Synopsis Empirical Asset Pricing by : Wayne Ferson
Download or read book Empirical Asset Pricing written by Wayne Ferson and published by MIT Press. This book was released on 2019-03-12 with total page 497 pages. Available in PDF, EPUB and Kindle. Book excerpt: An introduction to the theory and methods of empirical asset pricing, integrating classical foundations with recent developments. This book offers a comprehensive advanced introduction to asset pricing, the study of models for the prices and returns of various securities. The focus is empirical, emphasizing how the models relate to the data. The book offers a uniquely integrated treatment, combining classical foundations with more recent developments in the literature and relating some of the material to applications in investment management. It covers the theory of empirical asset pricing, the main empirical methods, and a range of applied topics. The book introduces the theory of empirical asset pricing through three main paradigms: mean variance analysis, stochastic discount factors, and beta pricing models. It describes empirical methods, beginning with the generalized method of moments (GMM) and viewing other methods as special cases of GMM; offers a comprehensive review of fund performance evaluation; and presents selected applied topics, including a substantial chapter on predictability in asset markets that covers predicting the level of returns, volatility and higher moments, and predicting cross-sectional differences in returns. Other chapters cover production-based asset pricing, long-run risk models, the Campbell-Shiller approximation, the debate on covariance versus characteristics, and the relation of volatility to the cross-section of stock returns. An extensive reference section captures the current state of the field. The book is intended for use by graduate students in finance and economics; it can also serve as a reference for professionals.
Author :International Monetary Fund. European Dept. Publisher :International Monetary Fund ISBN 13 : Total Pages :56 pages Book Rating :4.4/5 (2 download)
Book Synopsis Sweden by : International Monetary Fund. European Dept.
Download or read book Sweden written by International Monetary Fund. European Dept. and published by International Monetary Fund. This book was released on 2024-03-11 with total page 56 pages. Available in PDF, EPUB and Kindle. Book excerpt: After a strong post-pandemic performance, economic activity has weakened. GDP contracted slightly in 2023. An unprecedented monetary policy tightening started in mid-2022 to rein in inflation, which has been declining after peaking at 10.8 percent in end-2022. Weak real incomes, elevated interest expenses, and declining real estate valuations have weighed on private consumption and residential investment and strained the highly levered commercial real estate sector. Policies need to carefully maneuver the economy. Strengthening productivity growth is a key medium-term challenge.
Book Synopsis Real estate securitization and corporate strategy. From bricks to bucks by : Dirk Brounen
Download or read book Real estate securitization and corporate strategy. From bricks to bucks written by Dirk Brounen and published by Rozenberg Publishers. This book was released on 2003 with total page 177 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Routledge Library Editions: Banking & Finance by : Various
Download or read book Routledge Library Editions: Banking & Finance written by Various and published by Routledge. This book was released on 2021-12-02 with total page 10558 pages. Available in PDF, EPUB and Kindle. Book excerpt: Current interest in the history of money and banking remains strong and it is opportune to survey developments both in the UK, USA, Europe and Asia. This set provides historical analysis which incorporates research from the early twentieth century onwards in a form that is both accessible to students of money & banking and economists, economic historians and bankers This set re-issues 38 volumes originally published between 1900 and 2000. It charts the history of early banking, discusses banking in the UK, Europe,Japan and the USA, analyses banks as multinationals, the UK mortgage market, banking policy and structure and examines specific sectors such as gilts and gold.
Book Synopsis The C.F.A. Digest by : Institute of Chartered Financial Analysts
Download or read book The C.F.A. Digest written by Institute of Chartered Financial Analysts and published by . This book was released on 2006 with total page 900 pages. Available in PDF, EPUB and Kindle. Book excerpt:
