Economic uncertainty, instabilities & asset bubbles: selected essays
The compendium of papers in this volume focuses on aspects of economic uncertainty, financial instabilities and asset bubbles. Economic uncertainty is modeled in continuous time using the mathematical techniques of stochastic calculus. A detailed treatment of important topics is provided, including...
Gespeichert in:
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| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Singapore
World Scientific Pub. Co.
c2005
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| Online-Zugang: | FHN01 Volltext |
| Zusammenfassung: | The compendium of papers in this volume focuses on aspects of economic uncertainty, financial instabilities and asset bubbles. Economic uncertainty is modeled in continuous time using the mathematical techniques of stochastic calculus. A detailed treatment of important topics is provided, including the existence and uniqueness of asymptotic economic growth, the modeling of inflation and interest rates, the decomposition of inflation and its volatility, and the extension of the quantity theory of money to allow for randomness. The reader is also introduced to the methods of chaotic dynamics, and this methodology is applied to asset pricing, the European equity markets, and the multi-fractality in foreign currency markets. Since the techniques of stochastic calculus and chaotic dynamics do not readily accommodate the presence of stochastic bubbles, several papers discuss in depth the presence of financial bubbles in asset prices, and econometric work is performed to link such bubbles to monetary policy. Finally, since bubbles often burst rather than deflate slowly, the last section of the book studies the crash of October 1987 as well as other crashes of national equity markets due to the Persian gulf crisis |
| Beschreibung: | xxvii, 343 p. ill |
| ISBN: | 9789812701015 |
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| 520 | |a The compendium of papers in this volume focuses on aspects of economic uncertainty, financial instabilities and asset bubbles. Economic uncertainty is modeled in continuous time using the mathematical techniques of stochastic calculus. A detailed treatment of important topics is provided, including the existence and uniqueness of asymptotic economic growth, the modeling of inflation and interest rates, the decomposition of inflation and its volatility, and the extension of the quantity theory of money to allow for randomness. The reader is also introduced to the methods of chaotic dynamics, and this methodology is applied to asset pricing, the European equity markets, and the multi-fractality in foreign currency markets. Since the techniques of stochastic calculus and chaotic dynamics do not readily accommodate the presence of stochastic bubbles, several papers discuss in depth the presence of financial bubbles in asset prices, and econometric work is performed to link such bubbles to monetary policy. Finally, since bubbles often burst rather than deflate slowly, the last section of the book studies the crash of October 1987 as well as other crashes of national equity markets due to the Persian gulf crisis | ||
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| spelling | Malliaris, A. G. Verfasser aut Economic uncertainty, instabilities & asset bubbles selected essays A. G. Malliaris Singapore World Scientific Pub. Co. c2005 xxvii, 343 p. ill txt rdacontent c rdamedia cr rdacarrier The compendium of papers in this volume focuses on aspects of economic uncertainty, financial instabilities and asset bubbles. Economic uncertainty is modeled in continuous time using the mathematical techniques of stochastic calculus. A detailed treatment of important topics is provided, including the existence and uniqueness of asymptotic economic growth, the modeling of inflation and interest rates, the decomposition of inflation and its volatility, and the extension of the quantity theory of money to allow for randomness. The reader is also introduced to the methods of chaotic dynamics, and this methodology is applied to asset pricing, the European equity markets, and the multi-fractality in foreign currency markets. Since the techniques of stochastic calculus and chaotic dynamics do not readily accommodate the presence of stochastic bubbles, several papers discuss in depth the presence of financial bubbles in asset prices, and econometric work is performed to link such bubbles to monetary policy. Finally, since bubbles often burst rather than deflate slowly, the last section of the book studies the crash of October 1987 as well as other crashes of national equity markets due to the Persian gulf crisis Business cycles Financial crises Konjunkturzyklus (DE-588)4032134-4 gnd rswk-swf Unsicherheit (DE-588)4186957-6 gnd rswk-swf Börsenkrach (DE-588)4195388-5 gnd rswk-swf 1\p (DE-588)4143413-4 Aufsatzsammlung gnd-content Konjunkturzyklus (DE-588)4032134-4 s Unsicherheit (DE-588)4186957-6 s Börsenkrach (DE-588)4195388-5 s 2\p DE-604 Erscheint auch als Druck-Ausgabe 9789812563781 Erscheint auch als Druck-Ausgabe 9812563784 http://www.worldscientific.com/worldscibooks/10.1142/5864#t=toc Verlag URL des Erstveroeffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Malliaris, A. G. Economic uncertainty, instabilities & asset bubbles selected essays Business cycles Financial crises Konjunkturzyklus (DE-588)4032134-4 gnd Unsicherheit (DE-588)4186957-6 gnd Börsenkrach (DE-588)4195388-5 gnd |
| subject_GND | (DE-588)4032134-4 (DE-588)4186957-6 (DE-588)4195388-5 (DE-588)4143413-4 |
| title | Economic uncertainty, instabilities & asset bubbles selected essays |
| title_auth | Economic uncertainty, instabilities & asset bubbles selected essays |
| title_exact_search | Economic uncertainty, instabilities & asset bubbles selected essays |
| title_full | Economic uncertainty, instabilities & asset bubbles selected essays A. G. Malliaris |
| title_fullStr | Economic uncertainty, instabilities & asset bubbles selected essays A. G. Malliaris |
| title_full_unstemmed | Economic uncertainty, instabilities & asset bubbles selected essays A. G. Malliaris |
| title_short | Economic uncertainty, instabilities & asset bubbles |
| title_sort | economic uncertainty instabilities asset bubbles selected essays |
| title_sub | selected essays |
| topic | Business cycles Financial crises Konjunkturzyklus (DE-588)4032134-4 gnd Unsicherheit (DE-588)4186957-6 gnd Börsenkrach (DE-588)4195388-5 gnd |
| topic_facet | Business cycles Financial crises Konjunkturzyklus Unsicherheit Börsenkrach Aufsatzsammlung |
| url | http://www.worldscientific.com/worldscibooks/10.1142/5864#t=toc |
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