Progress in economics research, Volume 14:
Gespeichert in:
Format: | Elektronisch E-Book |
---|---|
Sprache: | English |
Veröffentlicht: |
New York
Nova Science Publishers
©2010
|
Schlagworte: | |
Online-Zugang: | FAW01 FAW02 |
Beschreibung: | Includes bibliographical references and index PROGRESS IN ECONOMICS RESEARCH, VOLUME 14 ; PROGRESS IN ECONOMICS RESEARCH, VOLUME 14 ; CONTENTS ; PREFACE ; Chapter 1VALUATING CASH FLOWS IN AN INFLATIONARYENVIRONMENT: THE CASE OF WORLD BANK1; Abstract; Introduction; Section One: Approaches to Valuation in an InflationaryEnvironment; Section Two: A Review; Section Three: Implicit Assumptions for Identical NPVs; 1. No Taxes; 2. All Cash Excess Is Distributed to the Equity and Debt Holders 3. The Price Increases that Actually Occur (Current or Nominal) will beEqual to the Inflation Rate or the Relative or Real Increases are Zero,Included in the Current or Nominal Discount Rate4. Income and Payments for Goods and Services are in Cash and there areNo Credit Transactions; 5. No Salvage Value; 6. There Is no Price-Demand Elasticity Effect; 7. The Discount Rate at Current or Nominal Prices Has to Be Exactly Equal to(1+ ir)(1+ if)-1 and at constant and real prices the discount rate has to beequal to ir, the real rate of return.; 8. The Cost of Debt Kd, has to be Deflated Section Four: Tax Savings (TS) and Its Relevance in ValuationSection Five: The World Bank Case; Description of the Model; Common Practice; Valuation with Constant Prices Methodology; Using Constant Leverage in the WACC Calculation when It Is not Constant; Calculation of the Cost of Capital; Inconsistency in the Values; Overestimation of the "Correct" Value; Section Six; A "Proper" Solution; Tariffs Recalculated; Value Using Nominal Prices; A Summary; Section Seven: Concluding Remarks; Appendix 1; Appendix 2; Appendix 3; Appendix 4; Appendix 5; Appendix 6; Appendix 7; Appendix 8; Appendix 9 Appendix 10References; Chapter 2DOES THE ADOPTION OF INFLATION TARGETINGAFFECT MARKET VOLATILITY?THE CASE OF ISRAEL; Abstract; 1. Introduction; 2. Market Volatility as a Financial Soundness Indicator; 2.1. Relevant Analytical Aspects Related to Financial Soundness Indicators; 2.2. Proposed Market Volatility Indicator; 2.3. Comparison with Alternative Indicators; Duration Indicators; Risk Appetite Indicators; 3. Market Volatility in Israel, 1992-2000; 3.1. Exchange Rate, Interest Rates, and Stock Prices:Evolution and Volatility Patterns; 3.2. A Market Volatility Indicator for Israel 4. A Multivariate-GARCH Model for Israel4.1. Multivariate GARCH Modeling of Market Volatility for Israel; Data; Tests; Results; Out-of-Sample Data; 4.2. Incorporation of MVI into the Multivariate GARCH Model; 5. Conclusions; References; Chapter 3WHEN POINT ESTIMATES MISS THE POINT:STOCHASTIC MODELING OF WTO RESTRICTIONS*; Abstract; The Stochastic Model; The Stochastic Process; Results and Discussion; Concluding Remarks; References; Chapter4NONLINEARTOOLSFORANALYZINGANDFORECASTINGFINANCIALTIMESERIES:ANAPPLICATIONTOUSINTERESTRATES; Abstract; 1.Introduction; 2.Methodology |
Beschreibung: | x, 277 pages |
ISBN: | 9781612099071 1612099076 |
Internformat
MARC
LEADER | 00000nmm a2200000zc 4500 | ||
---|---|---|---|
001 | BV043961030 | ||
003 | DE-604 | ||
005 | 00000000000000.0 | ||
007 | cr|uuu---uuuuu | ||
008 | 161213s2010 |||| o||u| ||||||eng d | ||
020 | |a 9781612099071 |9 978-1-61209-907-1 | ||
020 | |a 1612099076 |9 1-61209-907-6 | ||
035 | |a (ZDB-4-EBA)ocn701717546 | ||
035 | |a (OCoLC)701717546 | ||
035 | |a (DE-599)BVBBV043961030 | ||
040 | |a DE-604 |b ger |e aacr | ||
041 | 0 | |a eng | |
049 | |a DE-1047 |a DE-1046 | ||
082 | 0 | |a 330 |2 22 | |
245 | 1 | 0 | |a Progress in economics research, Volume 14 |c Albert Tavidze, editor |
264 | 1 | |a New York |b Nova Science Publishers |c ©2010 | |
300 | |a x, 277 pages | ||
336 | |b txt |2 rdacontent | ||
337 | |b c |2 rdamedia | ||
338 | |b cr |2 rdacarrier | ||
500 | |a Includes bibliographical references and index | ||
500 | |a PROGRESS IN ECONOMICS RESEARCH, VOLUME 14 ; PROGRESS IN ECONOMICS RESEARCH, VOLUME 14 ; CONTENTS ; PREFACE ; Chapter 1VALUATING CASH FLOWS IN AN INFLATIONARYENVIRONMENT: THE CASE OF WORLD BANK1; Abstract; Introduction; Section One: Approaches to Valuation in an InflationaryEnvironment; Section Two: A Review; Section Three: Implicit Assumptions for Identical NPVs; 1. No Taxes; 2. All Cash Excess Is Distributed to the Equity and Debt Holders | ||
500 | |a 3. The Price Increases that Actually Occur (Current or Nominal) will beEqual to the Inflation Rate or the Relative or Real Increases are Zero,Included in the Current or Nominal Discount Rate4. Income and Payments for Goods and Services are in Cash and there areNo Credit Transactions; 5. No Salvage Value; 6. There Is no Price-Demand Elasticity Effect; 7. The Discount Rate at Current or Nominal Prices Has to Be Exactly Equal to(1+ ir)(1+ if)-1 and at constant and real prices the discount rate has to beequal to ir, the real rate of return.; 8. The Cost of Debt Kd, has to be Deflated | ||
500 | |a Section Four: Tax Savings (TS) and Its Relevance in ValuationSection Five: The World Bank Case; Description of the Model; Common Practice; Valuation with Constant Prices Methodology; Using Constant Leverage in the WACC Calculation when It Is not Constant; Calculation of the Cost of Capital; Inconsistency in the Values; Overestimation of the "Correct" Value; Section Six; A "Proper" Solution; Tariffs Recalculated; Value Using Nominal Prices; A Summary; Section Seven: Concluding Remarks; Appendix 1; Appendix 2; Appendix 3; Appendix 4; Appendix 5; Appendix 6; Appendix 7; Appendix 8; Appendix 9 | ||
500 | |a Appendix 10References; Chapter 2DOES THE ADOPTION OF INFLATION TARGETINGAFFECT MARKET VOLATILITY?THE CASE OF ISRAEL; Abstract; 1. Introduction; 2. Market Volatility as a Financial Soundness Indicator; 2.1. Relevant Analytical Aspects Related to Financial Soundness Indicators; 2.2. Proposed Market Volatility Indicator; 2.3. Comparison with Alternative Indicators; Duration Indicators; Risk Appetite Indicators; 3. Market Volatility in Israel, 1992-2000; 3.1. Exchange Rate, Interest Rates, and Stock Prices:Evolution and Volatility Patterns; 3.2. A Market Volatility Indicator for Israel | ||
500 | |a 4. A Multivariate-GARCH Model for Israel4.1. Multivariate GARCH Modeling of Market Volatility for Israel; Data; Tests; Results; Out-of-Sample Data; 4.2. Incorporation of MVI into the Multivariate GARCH Model; 5. Conclusions; References; Chapter 3WHEN POINT ESTIMATES MISS THE POINT:STOCHASTIC MODELING OF WTO RESTRICTIONS*; Abstract; The Stochastic Model; The Stochastic Process; Results and Discussion; Concluding Remarks; References; Chapter4NONLINEARTOOLSFORANALYZINGANDFORECASTINGFINANCIALTIMESERIES:ANAPPLICATIONTOUSINTERESTRATES; Abstract; 1.Introduction; 2.Methodology | ||
650 | 7 | |a BUSINESS & ECONOMICS / Economics / General |2 bisacsh | |
650 | 7 | |a BUSINESS & ECONOMICS / Reference |2 bisacsh | |
650 | 7 | |a Economics |2 fast | |
650 | 7 | |a Economics / Mathematical models |2 fast | |
650 | 7 | |a Economics / Research |2 fast | |
650 | 4 | |a Mathematisches Modell | |
650 | 4 | |a Wirtschaft | |
650 | 4 | |a Economics | |
650 | 4 | |a Economics |x Research | |
650 | 4 | |a Economics |x Mathematical models | |
700 | 1 | |a Tavidze, Albert |e Sonstige |4 oth | |
912 | |a ZDB-4-EBA | ||
999 | |a oai:aleph.bib-bvb.de:BVB01-029369734 | ||
966 | e | |u http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=354352 |l FAW01 |p ZDB-4-EBA |q FAW_PDA_EBA |x Aggregator |3 Volltext | |
966 | e | |u http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=354352 |l FAW02 |p ZDB-4-EBA |q FAW_PDA_EBA |x Aggregator |3 Volltext |
Datensatz im Suchindex
_version_ | 1804176918432448512 |
---|---|
any_adam_object | |
building | Verbundindex |
bvnumber | BV043961030 |
collection | ZDB-4-EBA |
ctrlnum | (ZDB-4-EBA)ocn701717546 (OCoLC)701717546 (DE-599)BVBBV043961030 |
dewey-full | 330 |
dewey-hundreds | 300 - Social sciences |
dewey-ones | 330 - Economics |
dewey-raw | 330 |
dewey-search | 330 |
dewey-sort | 3330 |
dewey-tens | 330 - Economics |
discipline | Wirtschaftswissenschaften |
format | Electronic eBook |
fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>04542nmm a2200517zc 4500</leader><controlfield tag="001">BV043961030</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">161213s2010 |||| o||u| ||||||eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781612099071</subfield><subfield code="9">978-1-61209-907-1</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">1612099076</subfield><subfield code="9">1-61209-907-6</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(ZDB-4-EBA)ocn701717546</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)701717546</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV043961030</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">aacr</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-1047</subfield><subfield code="a">DE-1046</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">330</subfield><subfield code="2">22</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Progress in economics research, Volume 14</subfield><subfield code="c">Albert Tavidze, editor</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">New York</subfield><subfield code="b">Nova Science Publishers</subfield><subfield code="c">©2010</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">x, 277 pages</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Includes bibliographical references and index</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">PROGRESS IN ECONOMICS RESEARCH, VOLUME 14 ; PROGRESS IN ECONOMICS RESEARCH, VOLUME 14 ; CONTENTS ; PREFACE ; Chapter 1VALUATING CASH FLOWS IN AN INFLATIONARYENVIRONMENT: THE CASE OF WORLD BANK1; Abstract; Introduction; Section One: Approaches to Valuation in an InflationaryEnvironment; Section Two: A Review; Section Three: Implicit Assumptions for Identical NPVs; 1. No Taxes; 2. All Cash Excess Is Distributed to the Equity and Debt Holders</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">3. The Price Increases that Actually Occur (Current or Nominal) will beEqual to the Inflation Rate or the Relative or Real Increases are Zero,Included in the Current or Nominal Discount Rate4. Income and Payments for Goods and Services are in Cash and there areNo Credit Transactions; 5. No Salvage Value; 6. There Is no Price-Demand Elasticity Effect; 7. The Discount Rate at Current or Nominal Prices Has to Be Exactly Equal to(1+ ir)(1+ if)-1 and at constant and real prices the discount rate has to beequal to ir, the real rate of return.; 8. The Cost of Debt Kd, has to be Deflated</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Section Four: Tax Savings (TS) and Its Relevance in ValuationSection Five: The World Bank Case; Description of the Model; Common Practice; Valuation with Constant Prices Methodology; Using Constant Leverage in the WACC Calculation when It Is not Constant; Calculation of the Cost of Capital; Inconsistency in the Values; Overestimation of the "Correct" Value; Section Six; A "Proper" Solution; Tariffs Recalculated; Value Using Nominal Prices; A Summary; Section Seven: Concluding Remarks; Appendix 1; Appendix 2; Appendix 3; Appendix 4; Appendix 5; Appendix 6; Appendix 7; Appendix 8; Appendix 9</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Appendix 10References; Chapter 2DOES THE ADOPTION OF INFLATION TARGETINGAFFECT MARKET VOLATILITY?THE CASE OF ISRAEL; Abstract; 1. Introduction; 2. Market Volatility as a Financial Soundness Indicator; 2.1. Relevant Analytical Aspects Related to Financial Soundness Indicators; 2.2. Proposed Market Volatility Indicator; 2.3. Comparison with Alternative Indicators; Duration Indicators; Risk Appetite Indicators; 3. Market Volatility in Israel, 1992-2000; 3.1. Exchange Rate, Interest Rates, and Stock Prices:Evolution and Volatility Patterns; 3.2. A Market Volatility Indicator for Israel</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">4. A Multivariate-GARCH Model for Israel4.1. Multivariate GARCH Modeling of Market Volatility for Israel; Data; Tests; Results; Out-of-Sample Data; 4.2. Incorporation of MVI into the Multivariate GARCH Model; 5. Conclusions; References; Chapter 3WHEN POINT ESTIMATES MISS THE POINT:STOCHASTIC MODELING OF WTO RESTRICTIONS*; Abstract; The Stochastic Model; The Stochastic Process; Results and Discussion; Concluding Remarks; References; Chapter4NONLINEARTOOLSFORANALYZINGANDFORECASTINGFINANCIALTIMESERIES:ANAPPLICATIONTOUSINTERESTRATES; Abstract; 1.Introduction; 2.Methodology</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">BUSINESS & ECONOMICS / Economics / General</subfield><subfield code="2">bisacsh</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">BUSINESS & ECONOMICS / Reference</subfield><subfield code="2">bisacsh</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Economics</subfield><subfield code="2">fast</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Economics / Mathematical models</subfield><subfield code="2">fast</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Economics / Research</subfield><subfield code="2">fast</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Mathematisches Modell</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Wirtschaft</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Economics</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Economics</subfield><subfield code="x">Research</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Economics</subfield><subfield code="x">Mathematical models</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Tavidze, Albert</subfield><subfield code="e">Sonstige</subfield><subfield code="4">oth</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-4-EBA</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-029369734</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=354352</subfield><subfield code="l">FAW01</subfield><subfield code="p">ZDB-4-EBA</subfield><subfield code="q">FAW_PDA_EBA</subfield><subfield code="x">Aggregator</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=354352</subfield><subfield code="l">FAW02</subfield><subfield code="p">ZDB-4-EBA</subfield><subfield code="q">FAW_PDA_EBA</subfield><subfield code="x">Aggregator</subfield><subfield code="3">Volltext</subfield></datafield></record></collection> |
id | DE-604.BV043961030 |
illustrated | Not Illustrated |
indexdate | 2024-07-10T07:39:49Z |
institution | BVB |
isbn | 9781612099071 1612099076 |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-029369734 |
oclc_num | 701717546 |
open_access_boolean | |
owner | DE-1047 DE-1046 |
owner_facet | DE-1047 DE-1046 |
physical | x, 277 pages |
psigel | ZDB-4-EBA ZDB-4-EBA FAW_PDA_EBA |
publishDate | 2010 |
publishDateSearch | 2010 |
publishDateSort | 2010 |
publisher | Nova Science Publishers |
record_format | marc |
spelling | Progress in economics research, Volume 14 Albert Tavidze, editor New York Nova Science Publishers ©2010 x, 277 pages txt rdacontent c rdamedia cr rdacarrier Includes bibliographical references and index PROGRESS IN ECONOMICS RESEARCH, VOLUME 14 ; PROGRESS IN ECONOMICS RESEARCH, VOLUME 14 ; CONTENTS ; PREFACE ; Chapter 1VALUATING CASH FLOWS IN AN INFLATIONARYENVIRONMENT: THE CASE OF WORLD BANK1; Abstract; Introduction; Section One: Approaches to Valuation in an InflationaryEnvironment; Section Two: A Review; Section Three: Implicit Assumptions for Identical NPVs; 1. No Taxes; 2. All Cash Excess Is Distributed to the Equity and Debt Holders 3. The Price Increases that Actually Occur (Current or Nominal) will beEqual to the Inflation Rate or the Relative or Real Increases are Zero,Included in the Current or Nominal Discount Rate4. Income and Payments for Goods and Services are in Cash and there areNo Credit Transactions; 5. No Salvage Value; 6. There Is no Price-Demand Elasticity Effect; 7. The Discount Rate at Current or Nominal Prices Has to Be Exactly Equal to(1+ ir)(1+ if)-1 and at constant and real prices the discount rate has to beequal to ir, the real rate of return.; 8. The Cost of Debt Kd, has to be Deflated Section Four: Tax Savings (TS) and Its Relevance in ValuationSection Five: The World Bank Case; Description of the Model; Common Practice; Valuation with Constant Prices Methodology; Using Constant Leverage in the WACC Calculation when It Is not Constant; Calculation of the Cost of Capital; Inconsistency in the Values; Overestimation of the "Correct" Value; Section Six; A "Proper" Solution; Tariffs Recalculated; Value Using Nominal Prices; A Summary; Section Seven: Concluding Remarks; Appendix 1; Appendix 2; Appendix 3; Appendix 4; Appendix 5; Appendix 6; Appendix 7; Appendix 8; Appendix 9 Appendix 10References; Chapter 2DOES THE ADOPTION OF INFLATION TARGETINGAFFECT MARKET VOLATILITY?THE CASE OF ISRAEL; Abstract; 1. Introduction; 2. Market Volatility as a Financial Soundness Indicator; 2.1. Relevant Analytical Aspects Related to Financial Soundness Indicators; 2.2. Proposed Market Volatility Indicator; 2.3. Comparison with Alternative Indicators; Duration Indicators; Risk Appetite Indicators; 3. Market Volatility in Israel, 1992-2000; 3.1. Exchange Rate, Interest Rates, and Stock Prices:Evolution and Volatility Patterns; 3.2. A Market Volatility Indicator for Israel 4. A Multivariate-GARCH Model for Israel4.1. Multivariate GARCH Modeling of Market Volatility for Israel; Data; Tests; Results; Out-of-Sample Data; 4.2. Incorporation of MVI into the Multivariate GARCH Model; 5. Conclusions; References; Chapter 3WHEN POINT ESTIMATES MISS THE POINT:STOCHASTIC MODELING OF WTO RESTRICTIONS*; Abstract; The Stochastic Model; The Stochastic Process; Results and Discussion; Concluding Remarks; References; Chapter4NONLINEARTOOLSFORANALYZINGANDFORECASTINGFINANCIALTIMESERIES:ANAPPLICATIONTOUSINTERESTRATES; Abstract; 1.Introduction; 2.Methodology BUSINESS & ECONOMICS / Economics / General bisacsh BUSINESS & ECONOMICS / Reference bisacsh Economics fast Economics / Mathematical models fast Economics / Research fast Mathematisches Modell Wirtschaft Economics Economics Research Economics Mathematical models Tavidze, Albert Sonstige oth |
spellingShingle | Progress in economics research, Volume 14 BUSINESS & ECONOMICS / Economics / General bisacsh BUSINESS & ECONOMICS / Reference bisacsh Economics fast Economics / Mathematical models fast Economics / Research fast Mathematisches Modell Wirtschaft Economics Economics Research Economics Mathematical models |
title | Progress in economics research, Volume 14 |
title_auth | Progress in economics research, Volume 14 |
title_exact_search | Progress in economics research, Volume 14 |
title_full | Progress in economics research, Volume 14 Albert Tavidze, editor |
title_fullStr | Progress in economics research, Volume 14 Albert Tavidze, editor |
title_full_unstemmed | Progress in economics research, Volume 14 Albert Tavidze, editor |
title_short | Progress in economics research, Volume 14 |
title_sort | progress in economics research volume 14 |
topic | BUSINESS & ECONOMICS / Economics / General bisacsh BUSINESS & ECONOMICS / Reference bisacsh Economics fast Economics / Mathematical models fast Economics / Research fast Mathematisches Modell Wirtschaft Economics Economics Research Economics Mathematical models |
topic_facet | BUSINESS & ECONOMICS / Economics / General BUSINESS & ECONOMICS / Reference Economics Economics / Mathematical models Economics / Research Mathematisches Modell Wirtschaft Economics Research Economics Mathematical models |
work_keys_str_mv | AT tavidzealbert progressineconomicsresearchvolume14 |