Economic uncertainty, instabilities and asset bubbles: selected essays
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Bibliographische Detailangaben
1. Verfasser: Malliaris, A. G. (VerfasserIn)
Format: Elektronisch E-Book
Sprache:English
Veröffentlicht: Singapore World Scientific Pub. c2005
Schlagworte:
Online-Zugang:Volltext
Beschreibung:Includes bibliographical references
Economic Uncertainty: An Overview - xiii -- - Economic Growth and Uncertainty - 1 -- - 1 - Asymptotic Growth under Uncertainty: Existence and Uniqueness - Fwu-Ranq Chang, A. G. Malliaris - 3 -- - 2 - How Big is the Random Walk in Macroeconomic Time Series: Variance Ratio Tests - A. G. Malliaris, Jorge L. Urrutia - 9 -- - 3 - An Empirical Investigation Among Real, Monetary and Financial Variables - A. G. Malliaris, Jorge L. Urrutia - 13 -- - Stochastic Macroeconomic Models - 21 -- - 4 - Interest Rates and Inflation: A Continuous-time Stochastic Approach - A. G. Malliaris, M. E. Malliaris - 23 -- - 5 - Decomposition of Inflation and Its Volatility: A Stochastic Approach - A. G. Malliaris, M. E. Malliaris - 29 -- - 6 - Several Illustrations of the Quantity Theory of Money: 1947-1987 and 1867-1975 - A. G. Malliaris - 41 -- - 7 - Money, Inflation and Interest Rates: Illustrations from Twelve European Economies - A. G. Malliaris, Silvana Stefani - 59 --
- Randomness in Asset Markets - 83 -- - 8 - Methodological Issues in Asset Pricing: Random Walk or Chaotic Dynamics - A. G. Malliaris, Jerome L. Stein - 85 -- - 9 - Chaotic Behavior in Prices of European Equity Markets: A Comparative Analysis of Major Economic Regions - George C. Philippatos, Efi Pilarinu, A. G. Malliaris - 117 -- - 10 - European Stock Market Fluctuations: Short and Long Term Links - A. G. Malliaris, Jorge L. Urrutia - 137 -- - 11 - Multi-Fractality in Foreign Currency Markets - Marco Corazza, A. G. Malliaris - 151 -- - Asset Bubbles - 185 -- - 12 - Are There Rational Bubbles in the U.S. Stock Market? Overview and a New Test - Ramaprasad Bhar, A. G. Malliaris - 187 -- - 13 - Is the Federal Reserve Stock Market Bubble-Neutral? - Marc D. Hayford, A. G. Malliaris - 207 -- - 14 - How Did the Fed React to the 1990s Stock Market Bubble? Evidence From an Extended Taylor Rule - Marc D. Hayford, A. G. Malliaris - 223 -- - 15
- Monetary Policy and the U.S. Stock Market - Marc D. Hayford, A. G. Malliaris - 233 -- - Crashes and Instabilities - 249 -- - 16 - The International Crash of October 1987: Causality Tests - A. G. Malliaris, Jorge L. Urrutia - 251 -- - 17 - The Impact of the Persian Gulf Crisis on National Equity Markets - A. G. Malliaris, Jorge L. Urrutia - 263 -- - 18 - Oil and World Stock Markets' Reactions to the Gulf Crisis - A. G. Malliaris, Jorge L. Urrutia - 287 -- - 19 - Equity and Oil Markets Under External Shocks - Jorge L. Urrutia, A. G. Malliaris - 309 -- - 20 - Global Monetary Instability: The Role of the IMF, the EU and NAFTA - A. G. Malliaris - 323
Beschreibung:1 Online-Ressource (xxvii, 343 p.)
ISBN:9789812701015
981270101X
9812563784
9789812563781
128188118X
9781281881182

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