Linear and Non-Linear Financial Econometrics

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Publisher : BoD – Books on Demand
ISBN 13 : 1839624868
Total Pages : 339 pages
Book Rating : 4.8/5 (396 download)

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Book Synopsis Linear and Non-Linear Financial Econometrics by : Mehmet Terzioğlu

Download or read book Linear and Non-Linear Financial Econometrics written by Mehmet Terzioğlu and published by BoD – Books on Demand. This book was released on 2021-03-17 with total page 339 pages. Available in PDF, EPUB and Kindle. Book excerpt: The importance of experimental economics and econometric methods increases with each passing day as data quality and software performance develops. New econometric models are developed by diverging from earlier cliché econometric models with the emergence of specialized fields of study. This book, which is expected to be an extensive and useful reference by bringing together some of the latest developments in the field of econometrics, also contains quantitative examples and problem sets. We thank all the authors who contributed to this book with their studies that provide extensive and accessible explanations of the existing econometric methods.

An Introduction to Wavelets and Other Filtering Methods in Finance and Economics

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Publisher : Elsevier
ISBN 13 : 0080509223
Total Pages : 383 pages
Book Rating : 4.0/5 (85 download)

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Book Synopsis An Introduction to Wavelets and Other Filtering Methods in Finance and Economics by : Ramazan Gençay

Download or read book An Introduction to Wavelets and Other Filtering Methods in Finance and Economics written by Ramazan Gençay and published by Elsevier. This book was released on 2001-10-12 with total page 383 pages. Available in PDF, EPUB and Kindle. Book excerpt: An Introduction to Wavelets and Other Filtering Methods in Finance and Economics presents a unified view of filtering techniques with a special focus on wavelet analysis in finance and economics. It emphasizes the methods and explanations of the theory that underlies them. It also concentrates on exactly what wavelet analysis (and filtering methods in general) can reveal about a time series. It offers testing issues which can be performed with wavelets in conjunction with the multi-resolution analysis. The descriptive focus of the book avoids proofs and provides easy access to a wide spectrum of parametric and nonparametric filtering methods. Examples and empirical applications will show readers the capabilities, advantages, and disadvantages of each method. - The first book to present a unified view of filtering techniques - Concentrates on exactly what wavelets analysis and filtering methods in general can reveal about a time series - Provides easy access to a wide spectrum of parametric and non-parametric filtering methods

Oil Price Uncertainty

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Publisher : World Scientific Publishing Company Incorporated
ISBN 13 : 9789814390675
Total Pages : 142 pages
Book Rating : 4.3/5 (96 download)

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Book Synopsis Oil Price Uncertainty by : Apostolos Serletis

Download or read book Oil Price Uncertainty written by Apostolos Serletis and published by World Scientific Publishing Company Incorporated. This book was released on 2012 with total page 142 pages. Available in PDF, EPUB and Kindle. Book excerpt: The relationship between the price of oil and the level of economic activity is a fundamental issue in macroeconomics. There is an ongoing debate in the literature about whether positive oil price shocks cause recessions in the United States (and other oil-importing countries), and although there exists a vast empirical literature that investigates the effects of oil price shocks, there are relatively few studies that investigate the direct effects of uncertainty about oil prices on the real economy. The book uses recent advances in macroeconomics and financial economics to investigate the effects of oil price shocks and uncertainty about the price of oil on the level of economic activity.

Least Squares Support Vector Machines

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Publisher : World Scientific
ISBN 13 : 9789812381514
Total Pages : 318 pages
Book Rating : 4.3/5 (815 download)

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Book Synopsis Least Squares Support Vector Machines by : Johan A. K. Suykens

Download or read book Least Squares Support Vector Machines written by Johan A. K. Suykens and published by World Scientific. This book was released on 2002 with total page 318 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book focuses on Least Squares Support Vector Machines (LS-SVMs) which are reformulations to standard SVMs. LS-SVMs are closely related to regularization networks and Gaussian processes but additionally emphasize and exploit primal-dual interpretations from optimization theory. The authors explain the natural links between LS-SVM classifiers and kernel Fisher discriminant analysis. Bayesian inference of LS-SVM models is discussed, together with methods for imposing spareness and employing robust statistics. The framework is further extended towards unsupervised learning by considering PCA analysis and its kernel version as a one-class modelling problem. This leads to new primal-dual support vector machine formulations for kernel PCA and kernel CCA analysis. Furthermore, LS-SVM formulations are given for recurrent networks and control. In general, support vector machines may pose heavy computational challenges for large data sets. For this purpose, a method of fixed size LS-SVM is proposed where the estimation is done in the primal space in relation to a Nystrom sampling with active selection of support vectors. The methods are illustrated with several examples.

Nigeria

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Publisher : International Monetary Fund
ISBN 13 : 1484320468
Total Pages : 25 pages
Book Rating : 4.4/5 (843 download)

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Book Synopsis Nigeria by : International Monetary Fund. African Dept.

Download or read book Nigeria written by International Monetary Fund. African Dept. and published by International Monetary Fund. This book was released on 2013-10-24 with total page 25 pages. Available in PDF, EPUB and Kindle. Book excerpt: This Technical Note focuses on strengthening of monetary and liquidity management in Nigeria. The Central Bank of Nigeria (CBN) has robust institutional framework in place to design and implement monetary policy. The CBN has also sufficient instruments for short-term liquidity management. The Monetary Policy Rate (MPR) corridor serves as a signaling device for the monetary policy stance. Although use of the overnight facilities is at the banks’ discretion, the CBN is able to use repo operations and outright transactions to manage day-to-day liquidity and guide short-term interest rates toward the MPR.

The Distributional Implications of the Impact of Fuel Price Increases on Inflation

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Publisher : International Monetary Fund
ISBN 13 : 1616356154
Total Pages : 34 pages
Book Rating : 4.6/5 (163 download)

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Book Synopsis The Distributional Implications of the Impact of Fuel Price Increases on Inflation by : Mr. Kangni R Kpodar

Download or read book The Distributional Implications of the Impact of Fuel Price Increases on Inflation written by Mr. Kangni R Kpodar and published by International Monetary Fund. This book was released on 2021-11-12 with total page 34 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper investigates the response of consumer price inflation to changes in domestic fuel prices, looking at the different categories of the overall consumer price index (CPI). We then combine household survey data with the CPI components to construct a CPI index for the poorest and richest income quintiles with the view to assess the distributional impact of the pass-through. To undertake this analysis, the paper provides an update to the Global Monthly Retail Fuel Price Database, expanding the product coverage to premium and regular fuels, the time dimension to December 2020, and the sample to 190 countries. Three key findings stand out. First, the response of inflation to gasoline price shocks is smaller, but more persistent and broad-based in developing economies than in advanced economies. Second, we show that past studies using crude oil prices instead of retail fuel prices to estimate the pass-through to inflation significantly underestimate it. Third, while the purchasing power of all households declines as fuel prices increase, the distributional impact is progressive. But the progressivity phases out within 6 months after the shock in advanced economies, whereas it persists beyond a year in developing countries.

ASSOCIATIONS AMONG GOLD PRICE, CRUDE OIL PRICE AND INDIAN STOCK MARKET

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Publisher : Lulu.com
ISBN 13 : 1716137284
Total Pages : 144 pages
Book Rating : 4.7/5 (161 download)

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Book Synopsis ASSOCIATIONS AMONG GOLD PRICE, CRUDE OIL PRICE AND INDIAN STOCK MARKET by : Amalendu Bhunia

Download or read book ASSOCIATIONS AMONG GOLD PRICE, CRUDE OIL PRICE AND INDIAN STOCK MARKET written by Amalendu Bhunia and published by Lulu.com. This book was released on with total page 144 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Nigeria

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Publisher : Oxford University Press
ISBN 13 : 0190657979
Total Pages : 241 pages
Book Rating : 4.1/5 (96 download)

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Book Synopsis Nigeria by : John Campbell

Download or read book Nigeria written by John Campbell and published by Oxford University Press. This book was released on 2018 with total page 241 pages. Available in PDF, EPUB and Kindle. Book excerpt: As the "Giant of Africa" Nigeria is home to about twenty percent of the population of Sub-Saharan Africa, serves as Africa's largest producer of oil and natural gas, comprises Africa's largest economy, and represents the cultural center of African literature, film, and music. Yet the country is plagued by problems that keep it from realizing its potential as a world power. Boko Haram, a radical Islamist insurrection centered in the northeast of the country, is an ongoing security challenge, as is the continuous unrest in the Niger Delta, the heartland of Nigeria's petroleum wealth. There is also persistent violence associated with land and water use, ethnicity, and religion. In Nigeria: What Everyone Needs to Know(R), John Campbell and Matthew Page provide a rich contemporary overview of this crucial African country. Delving into Nigeria's recent history, politics, and culture, this volume tackles essential questions related to widening inequality, the historic 2015 presidential election, the persistent security threat of Boko Haram, rampant government corruption, human rights concerns, and the continual conflicts that arise in a country that is roughly half Christian and half Muslim. With its continent-wide influence in a host of areas, Nigeria's success as a democracy is in the fundamental interest of its African neighbors, the United States, and the international community. This book will provide interested readers with an accessible, one-of-a-kind overview of the country.

Handbook of Financial Time Series

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Publisher : Springer Science & Business Media
ISBN 13 : 3540712976
Total Pages : 1045 pages
Book Rating : 4.5/5 (47 download)

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Book Synopsis Handbook of Financial Time Series by : Torben Gustav Andersen

Download or read book Handbook of Financial Time Series written by Torben Gustav Andersen and published by Springer Science & Business Media. This book was released on 2009-04-21 with total page 1045 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Handbook of Financial Time Series gives an up-to-date overview of the field and covers all relevant topics both from a statistical and an econometrical point of view. There are many fine contributions, and a preamble by Nobel Prize winner Robert F. Engle.

Nigeria's Criminal Crude

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Publisher : Chatham House (Formerly Riia)
ISBN 13 : 9781862032958
Total Pages : 0 pages
Book Rating : 4.0/5 (329 download)

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Book Synopsis Nigeria's Criminal Crude by : Christina Katsouris

Download or read book Nigeria's Criminal Crude written by Christina Katsouris and published by Chatham House (Formerly Riia). This book was released on 2015-07-30 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Nigerian crude oil is being stolen on an industrial scale. Some proceeds are laundered through world financial centers, polluting markets and financial institutions overseas. This report explores what the international community could do about it.

Navigate

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Publisher : War Room Associates
ISBN 13 :
Total Pages : 274 pages
Book Rating : 4./5 ( download)

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Book Synopsis Navigate by : Olumayowa Okediran

Download or read book Navigate written by Olumayowa Okediran and published by War Room Associates. This book was released on 2018-05-05 with total page 274 pages. Available in PDF, EPUB and Kindle. Book excerpt: There are many reasons we all want to see how our future unfolds. Sometimes it is to pre-empt it, other times to prepare for it. Navigate is scenario planning taken on the world's most populous black nation. This book presents a clearer view of how Nigeria's future unfolds from now to 2030. What this book is not is a forecast. Forecast tend to assume the future as a trajectory of the present. Forecasts develop a single certain future around which a strategy must be built. There is not much early warning that the forecast may be wrong. Scenario planning instead understands that there are several possibilities of how the future may play out. Thus, Navigate develops multiple plausible futures for Nigeria to 2030. This will help you decide what strategies to build around those futures so that you, your business or your organization are adequately prepared for multiple eventualities.

Understanding Oil Prices

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Publisher : John Wiley & Sons
ISBN 13 : 1119962900
Total Pages : 212 pages
Book Rating : 4.1/5 (199 download)

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Book Synopsis Understanding Oil Prices by : Salvatore Carollo

Download or read book Understanding Oil Prices written by Salvatore Carollo and published by John Wiley & Sons. This book was released on 2011-11-22 with total page 212 pages. Available in PDF, EPUB and Kindle. Book excerpt: It’s a fair bet that most of what you think you know about oil prices is wrong. Despite the massive price fluctuations of the past decade, the received wisdom on the subject has remained fundamentally unchanged since the 1970s. When asked, most people – including politicians, financial analysts and pundits – will respond with a tired litany of reasons ranging from increased Chinese and Indian competition for diminishing resources and tensions in the Middle East, to manipulation by OPEC and exorbitant petrol taxes in the EU. Yet the facts belie these explanations. For instance, what really happened in late 2008 when, in just a few weeks, oil prices plummeted from $144 dollars to $37 dollars a barrel? Did Chinese and Indian demand suddenly dry up? Did Middle East conflicts magically resolve themselves? Did OPEC flood the market with crude? In each case the answer is a definitive no – quite the opposite in fact. Industry expert Salvatore Carollo explains that the truth behind today’s increasingly volatile oil market is that over the past two decades oil prices have come untethered from all classical notions of supply and demand and have transcended any country’s, consortium’s, cartel’s, or corporate entity’s powers to control them. At play is a subtler, more complex game than most analysts realise (or are unwilling to admit to), a very dangerous game involving runaway financial speculation, self-defeating government policymaking and a concerted disinvestment in refinery capacity among the oil majors. In Understanding Oil Prices Carollo identifies the key players in this dangerous game, exploring their competing interests and motivations, their moves and countermoves. Beginning with the 1976 oil embargo and moving through the 1986 Chernobyl incident, the implementation of the US Clean Air Act Amendments of 1990, and the precipitous expansion of the oil futures market since the turn of the century, he traces the vast structural changes which have occurred within the oil industry over the past four decades, identifying their economic, social and geopolitical drivers, and analysing their fallout in the global economy. He explores the oil industry’s decision to scale down refining capacity in the face of increasing demand and the effects of global shortages of petrol, diesel, jet fuel, fuel oil, chemical feedstocks, lubricants and other essential finished products, and describes how, beginning in the year 2000, the oil futures market detached itself almost completely from the crude market, leading to the assetization of oil, and the crippling impact reckless speculation in oil futures has had on the global economy. Finally he proposes new, more sophisticated models that economists and financial analysts can use to make sense of today’s oil market, while offering industry leaders and government policymakers prescriptions for stabilising the market to ensure a relatively steady flow of affordable oil. A concise, authoritative guide to understanding the complex, oft misunderstood oil markets, Understanding Oil Prices is an important resource for energy market participants, commodity traders and investors, as well as business journalists and government policymakers alike.

African Finance in the 21st Century

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Publisher : INTERNATIONAL MONETARY FUND
ISBN 13 :
Total Pages : 352 pages
Book Rating : 4.F/5 ( download)

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Book Synopsis African Finance in the 21st Century by : Marc Quintyn

Download or read book African Finance in the 21st Century written by Marc Quintyn and published by INTERNATIONAL MONETARY FUND. This book was released on 2010-01-14 with total page 352 pages. Available in PDF, EPUB and Kindle. Book excerpt: Financial sector development in sub-Saharan Africa continues to lag behind the rest of the world, despite some recent positive achievements. There is a growing consensus that financial development fosters economic growth, so why has more not been done to spur financial advancement in Africa? This book is one of the few that tackles the debate of financial development in Africa head on. It stems from the proceedings of a high-level conference organized by the IMF Institute with contributions by experts from official agencies in Africa, international financial institutions, the private sector, and academia. The book begins by presenting the reader with compelling theoretical perspectives on the determinants of financial growth, empirical analyses of the impediments to financial growth and overviews of developments in individual sectors. It discusses policy issues related to financial sector stability, regulation and supervision. The final part investigates how specific measures can create room for financial growth, even when the broader institutional framework remains weak. Case studies demonstrate how individual countries have tried to stimulate financial development, or how specific measures, such as the establishment of credit reporting systems, can generate a positive impact on financial growth. Everyone interested or involved in deepening finance in Africa will find information and inspiration in this insightfull collection of papers.

Oil to Cash

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Publisher : CGD Books
ISBN 13 : 1933286695
Total Pages : 190 pages
Book Rating : 4.9/5 (332 download)

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Book Synopsis Oil to Cash by : Todd Moss

Download or read book Oil to Cash written by Todd Moss and published by CGD Books. This book was released on 2015-06-10 with total page 190 pages. Available in PDF, EPUB and Kindle. Book excerpt: Oil to Cash explores one option to help countries with new oil revenue avoid the so-called resource curse: just give the money directly to citizens. A universal, transparent, and regular cash transfer would not only provide a concrete benefit to regular people, but would also create powerful incentives for citizens to hold their government accountable. Oil to Cash details how and where this idea could work and how policymakers can learn from the experiences with cash transfers in places like Mexico, Mongolia, and Alaska.

Firm Value

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Publisher : BoD – Books on Demand
ISBN 13 : 1789234948
Total Pages : 151 pages
Book Rating : 4.7/5 (892 download)

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Book Synopsis Firm Value by : Paolo Saona Hoffmann

Download or read book Firm Value written by Paolo Saona Hoffmann and published by BoD – Books on Demand. This book was released on 2018-08-01 with total page 151 pages. Available in PDF, EPUB and Kindle. Book excerpt: This edited volume aims to discuss the most contemporary state of the determinants of the firm value. This book presents theoretical works as well as empirical studies that contrast the arguments offered by the leading, ground-breaking theories on the firm value. What variables determine the firm value? Are these determinants controllable or uncontrollable by the managers of the companies? Is the impact of corporate governance systems on the firm value symmetrical between different institutional contexts? Do the financial reports affect the value of the firm? What role does corporate social responsibility play as a determinant of the firm value? These and other questions are analyzed and scrutinized step by step throughout this book.

Economic Diversification in Nigeria

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Author :
Publisher : Zed Books
ISBN 13 : 1786993953
Total Pages : 0 pages
Book Rating : 4.7/5 (869 download)

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Book Synopsis Economic Diversification in Nigeria by : Zainab Usman

Download or read book Economic Diversification in Nigeria written by Zainab Usman and published by Zed Books. This book was released on 2023-12-28 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Nigeria has for long been regarded as the poster child for the 'curse' of oil wealth. Yet despite this, Nigeria achieved strong economic growth for over a decade in the 21st century, driven largely by policy reforms in non-oil sectors. This open access book argues that Nigeria's major development challenge is not the 'oil curse', but rather one of achieving economic diversification beyond oil, subsistence agriculture, informal activities, and across its subnational entities. Through analysis drawing on economic data, policy documents, and interviews, Usman argues that Nigeria's challenge of economic diversification is situated within the political setting of an unstable distribution of power among individual, group, and institutional actors. Since the turn of the century, policymaking by successive Nigerian governments has, despite superficial partisan differences, been oriented towards short-term crisis management of macroeconomic stabilization, restoring growth and selective public sector reforms. To diversify Nigeria's economy, this book argues that successive governments must reorient towards a consistent focus on pro-productivity and pro-poor policies, alongside comprehensive civil service and security sector overhaul. These policy priorities, Nigeria's ruling elites are belatedly acknowledging, are crucial to achieving economic transformation; a policy shift that requires a confrontation with the roots of perpetual political crisis, and an attempt to stabilize the balance of power towards equity and inclusion. The eBook editions of this book are available open access under a CC BY-NC-ND 4.0 licence on bloomsburycollections.com. Open access was funded by The Carnegie Endowment for International Peace.

The Impacts of Monetary Policy in the 21st Century

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Author :
Publisher : Emerald Group Publishing
ISBN 13 : 1789733197
Total Pages : 429 pages
Book Rating : 4.7/5 (897 download)

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Book Synopsis The Impacts of Monetary Policy in the 21st Century by : Ramesh Chandra Das

Download or read book The Impacts of Monetary Policy in the 21st Century written by Ramesh Chandra Das and published by Emerald Group Publishing. This book was released on 2019-09-02 with total page 429 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Impacts of Monetary Policy in the 21st Century illustrates the effect of financial policies upon global economic indicators, with special reference made to issues effecting East Asian nations generally and with a particular focus on Indian economic development since 2000.