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Author : Timothy H. Hannan
Publisher :
ISBN 13 :
Total Pages : 36 pages
Book Rating : 4.3/5 ( download)
Download or read book Inferring Market Power from Time-series Data written by Timothy H. Hannan and published by . This book was released on 1990 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : International Monetary Fund. Research Dept.
Publisher : International Monetary Fund
ISBN 13 : 1451974205
Total Pages : 148 pages
Book Rating : 4.4/5 (519 download)
Download or read book IMF Staff papers, Volume 46 No. 2 written by International Monetary Fund. Research Dept. and published by International Monetary Fund. This book was released on 1999-01-01 with total page 148 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper analyzes the predictability of currency crises. The paper evaluates three models for predicting currency crises that were proposed before 1997. Two of the models failed to provide useful forecasts. One model provides forecasts that are somewhat informative though still not reliable. Plausible modifications to this model improve its performance, providing some hope that future models may do better. The study suggests, though, that although forecasting models may help indicate vulnerability to crises, the predictive power of even the best of them may be limited.
Author : International Monetary Fund. Research Dept.
Publisher : International Monetary Fund
ISBN 13 : 9781589063228
Total Pages : 206 pages
Book Rating : 4.0/5 (632 download)
Download or read book IMF Staff Papers, Volume 51, No. 1 written by International Monetary Fund. Research Dept. and published by International Monetary Fund. This book was released on 2004-04-20 with total page 206 pages. Available in PDF, EPUB and Kindle. Book excerpt: This first issue of Volume 51 for 2004 includes a new paper by Peter B. Clark and Jacques J. Polak, along with a tribute from the Editor to Mr. Polak in honor of his 90th birthday. This issue also launches a new featured section, "Data Issues," which will be devoted in future issues to on-going discussions of the latest in econometric and statistical tools for economists, data puzzles, and other related topics of interest to researchers.
Author : Eduardo Ribeiro
Publisher : Litres
ISBN 13 : 504230634X
Total Pages : 12 pages
Book Rating : 4.0/5 (423 download)
Download or read book Inferring bank-to-bank competition from dynamic time series analysis of price correlations written by Eduardo Ribeiro and published by Litres. This book was released on 2022-01-29 with total page 12 pages. Available in PDF, EPUB and Kindle. Book excerpt: Inferring bank to bank rivalry and competition generally requires the estimation of a full demand model, with high data requirements, unavailable to most researchers. We suggest dynamic time series analysis of price correlations to infer about bank to bank competition, taking into account the well-known criticisms to price correlations for delimiting relevant markets. The method is applied for credit markets in Brazil, where bank monthly loan interest rates time series are available. We conclude that there is little rivalry between large banks in most of the credit markets studied.
Author : David VanHoose
Publisher : Springer Science & Business Media
ISBN 13 : 3642028217
Total Pages : 258 pages
Book Rating : 4.6/5 (42 download)
Download or read book The Industrial Organization of Banking written by David VanHoose and published by Springer Science & Business Media. This book was released on 2009-12-09 with total page 258 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book aims to provide a thoroughly updated overview and evaluation of the industrial organization of banking. It examines the interplay among bank behaviour, market structure, and regulation from the perspective of a variety of public policy issues, including bank competition and risk, market discipline, antitrust issues, and capital regulation. New to this edition are discussions of the economic foundations of international banking, macroprudential regulation, and international coordination of banking policies. The book can serve as a learning tool and reference for graduate students, academics, bankers, and policymakers with interests in the industrial organization of the banking sector and the impacts of banking regulations.
Author :
Publisher :
ISBN 13 :
Total Pages : 644 pages
Book Rating : 4.7/5 (187 download)
Download or read book International Journal of Industrial Organization written by and published by . This book was released on 1993 with total page 644 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Patrick T. Harker
Publisher : Cambridge University Press
ISBN 13 : 9780521777674
Total Pages : 516 pages
Book Rating : 4.7/5 (776 download)
Download or read book Performance of Financial Institutions written by Patrick T. Harker and published by Cambridge University Press. This book was released on 2000-05-18 with total page 516 pages. Available in PDF, EPUB and Kindle. Book excerpt: The efficient operation of financial intermediaries--banks, insurance and pension fund firms, government agencies and so on--is instrumental for the efficient functioning of the financial system and the fueling of the economies of the twenty-first century. But what drives the performance of these institutions in today's global environment? In this volume, world-renowned scholars bring their expertise to bear on the issues. Primary among them are the definition and measurement of efficiency of a financial institution, benchmarks of efficiency, identification of the drivers of performance and measurement of their effects on efficiency, the impact of financial innovation and information technologies on performance, the effects of process design, human resource management policies, as well as others.
Author : Mr.Adolfo Barajas
Publisher : International Monetary Fund
ISBN 13 : 1451853319
Total Pages : 43 pages
Book Rating : 4.4/5 (518 download)
Download or read book Interest Spreads in Banking written by Mr.Adolfo Barajas and published by International Monetary Fund. This book was released on 1998-08-01 with total page 43 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper examines the determinants of the high intermediation spread observed in the Colombian banking sector for over two decades. A reduced-form equation is estimated on the basis of a bank profit maximization model that permits a decomposition into operational costs, financial taxation, market power, and loan quality. Although the average spread did not change between the pre liberalization (1974-88) and post liberalization (1991-96) periods, its composition did, with market power being significantly reduced and the responsiveness to loan quality increased. Colombia’s progress in reducing operational costs and financial taxation and improving loan quality, will determine whether it can narrow the spread.
Author : Nikolai Dokuchaev
Publisher : CRC Press
ISBN 13 : 0429948867
Total Pages : 237 pages
Book Rating : 4.4/5 (299 download)
Download or read book Pathwise Estimation and Inference for Diffusion Market Models written by Nikolai Dokuchaev and published by CRC Press. This book was released on 2019-03-26 with total page 237 pages. Available in PDF, EPUB and Kindle. Book excerpt: Pathwise estimation and inference for diffusion market models discusses contemporary techniques for inferring, from options and bond prices, the market participants' aggregate view on important financial parameters such as implied volatility, discount rate, future interest rate, and their uncertainty thereof. The focus is on the pathwise inference methods that are applicable to a sole path of the observed prices and do not require the observation of an ensemble of such paths. This book is pitched at the level of senior undergraduate students undertaking research at honors year, and postgraduate candidates undertaking Master’s or PhD degree by research. From a research perspective, this book reaches out to academic researchers from backgrounds as diverse as mathematics and probability, econometrics and statistics, and computational mathematics and optimization whose interest lie in analysis and modelling of financial market data from a multi-disciplinary approach. Additionally, this book is also aimed at financial market practitioners participating in capital market facing businesses who seek to keep abreast with and draw inspiration from novel approaches in market data analysis. The first two chapters of the book contains introductory material on stochastic analysis and the classical diffusion stock market models. The remaining chapters discuss more special stock and bond market models and special methods of pathwise inference for market parameter for different models. The final chapter describes applications of numerical methods of inference of bond market parameters to forecasting of short rate. Nikolai Dokuchaev is an associate professor in Mathematics and Statistics at Curtin University. His research interests include mathematical and statistical finance, stochastic analysis, PDEs, control, and signal processing. Lin Yee Hin is a practitioner in the capital market facing industry. His research interests include econometrics, non-parametric regression, and scientific computing.
Author : Philip Lawton Brock
Publisher : IDB
ISBN 13 : 9781886938748
Total Pages : 284 pages
Book Rating : 4.9/5 (387 download)
Download or read book Why So High? written by Philip Lawton Brock and published by IDB. This book was released on 2000 with total page 284 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Qingxin Yang
Publisher : Springer Nature
ISBN 13 : 9819710723
Total Pages : 906 pages
Book Rating : 4.8/5 (197 download)
Download or read book The proceedings of the 18th Annual Conference of China Electrotechnical Society written by Qingxin Yang and published by Springer Nature. This book was released on with total page 906 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Leland Crabbe
Publisher :
ISBN 13 :
Total Pages : 48 pages
Book Rating : 4.3/5 ( download)
Download or read book Yields and Tax Rates on Corporate, Municipal and Industrial Revenue Bonds written by Leland Crabbe and published by . This book was released on 1992 with total page 48 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Don E. Waldman
Publisher : Routledge
ISBN 13 : 1315510510
Total Pages : 1108 pages
Book Rating : 4.3/5 (155 download)
Download or read book Industrial Organization written by Don E. Waldman and published by Routledge. This book was released on 2016-07-01 with total page 1108 pages. Available in PDF, EPUB and Kindle. Book excerpt: Written solely for the undergraduate audience, Industrial Organization: Theory and Practice, which features early coverage of Antitrust, punctuates its modern introduction to industrial organization with relevant empirical data and case studies to show students how to apply theoretical tools.
Author :
Publisher :
ISBN 13 :
Total Pages : 624 pages
Book Rating : 4.:/5 (318 download)
Download or read book Journal of Economic Literature written by and published by . This book was released on 2000 with total page 624 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 962 pages
Book Rating : 4.:/5 (45 download)
Download or read book Journal of Banking & Finance written by and published by . This book was released on 2000 with total page 962 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 698 pages
Book Rating : 4.E/5 ( download)
Download or read book Proceedings of a Conference on Bank Structure and Competition written by and published by . This book was released on 1994 with total page 698 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : J. Joseph Beaulieu
Publisher :
ISBN 13 :
Total Pages : 58 pages
Book Rating : 4.3/5 ( download)
Download or read book Optimal Durable and Nondurable Consumption with Transactions Costs written by J. Joseph Beaulieu and published by . This book was released on 1993 with total page 58 pages. Available in PDF, EPUB and Kindle. Book excerpt:
