Econometric methods and their applications in finance, macro and related fields /:
The volume aims at providing an outlet for some of the best papers presented at the 15th Annual Conference of the African Econometric Society, which is one of the "chapters" of the International Econometric Society. Many of these papers represent the state of the art in financial econometr...
Gespeichert in:
| Körperschaft: | |
|---|---|
| Weitere Verfasser: | , |
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Hackensack, New Jersey :
World Scientific,
2014.
|
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Zusammenfassung: | The volume aims at providing an outlet for some of the best papers presented at the 15th Annual Conference of the African Econometric Society, which is one of the "chapters" of the International Econometric Society. Many of these papers represent the state of the art in financial econometrics and applied econometric modeling, and some also provide useful simulations that shed light on the models' ability to generate meaningful scenarios for forecasting and policy analysis. |
| Beschreibung: | Papers presented at the 15th Annual Conference of the African Econometric Society, held July 7-9, 2010 in Cairo, Egypt. |
| Beschreibung: | 1 online resource |
| Bibliographie: | Includes bibliographical references and index. |
| ISBN: | 9789814513470 9814513474 |
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| 500 | |a Papers presented at the 15th Annual Conference of the African Econometric Society, held July 7-9, 2010 in Cairo, Egypt. | ||
| 504 | |a Includes bibliographical references and index. | ||
| 505 | 0 | 0 | |t Modeling interest rates using reducible stochastic differential equations : a copula-based multivariate approach / |r Ruijun Bu, Ludovic Giet, Kaddour Hadri and Michel Lubrano -- |t Financial risk management using asymmetric heavy-tailed distributions and nonlinear dependence structures of asset returns under discontinuous dynamics / |r Alaa El-Shazly -- |t Time-varying dependence in the term structure of interest rates : a copula-based approach / |r Diaa Noureldin -- |t Nonlinear filtering and market implied rating for a jump-diffusion structural model of credit risk / |r Alaa El-Shazly -- |t Time-varying optimal weights for international asset allocation in African and South Asian markets / |r Dalia El-Edel -- |t Econometric methods for ordered responses : some recent developments / |r Franco Peracchi -- |t Which quantile is the most informative? Maximum likelihood, maximum entropy and quantile regression / |r Anil K. Bera, Antonio F. Galvao Jr., Gabriel V. Montes-Rojas and Sung Y. Park -- |t The experimetrics of fairness / |r Anna Conte and Peter G. Moffatt -- |t Uniform in bandwidth tests of specification for conditional moment restrictions models / |r Pascal Lavergne and Pierre E. Nguimkeu -- |t Joint lM test for homoscedasticity in a two-way error components model / |r Eugene Kouassi, Joel Sango, J.M. Bosson Brou and Kern O. Kymn -- |t An approximation to the distribution of the pooled estimator when the time series equation is one of a complete system / |r William M. Mikhail and Ghazal a. Ghazal -- |t Monetary policy and the role of the exchange rate in Egypt / |r Tarek A. Moursi and Mai El-Mossallamy -- |t International migration, remittances and household poverty status in Egypt / |r Rania Roushdy, Ragui Assaad and Ali Rashed -- |t Determinants of job quality and wages of the working poor : evidence from 1998-2006 Egypt labor market panel survey / |r Mona Said -- |t A contract-theoretic model of conservation agreements / |r Heidi Gjertsen, Theodore Groves, David A. Miller, Eduard Niesten, Dale Squires and Joel Watson -- |t Household environment and child health in Egypt / |r Mahmoud Hailat and Franco Peracchi -- |t Modeling the relationship between natural resource abundance, economic growth and the environment : a cross-country study / |r Hala Abou-Ali and Yasmine M. Abdelfattah -- |t Global cement industry : competitive and institutional frameworks / |r Tarek H. Selim and Ahmed S. Salem -- |t On the occurrence of ponzi schemes in presence of credit restrictions penalizing default / |r A Seghir -- |t Is targeted advertising always beneficial? / |r Nada Ben Elhadj-Ben Brahim, Rim Lahmandi-Ayed and Didier Laussel. |
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| 650 | 0 | |a Finance |x Econometric models |v Congresses. | |
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| author_additional | Ruijun Bu, Ludovic Giet, Kaddour Hadri and Michel Lubrano -- Alaa El-Shazly -- Diaa Noureldin -- Dalia El-Edel -- Franco Peracchi -- Anil K. Bera, Antonio F. Galvao Jr., Gabriel V. Montes-Rojas and Sung Y. Park -- Anna Conte and Peter G. Moffatt -- Pascal Lavergne and Pierre E. Nguimkeu -- Eugene Kouassi, Joel Sango, J.M. Bosson Brou and Kern O. Kymn -- William M. Mikhail and Ghazal a. Ghazal -- Tarek A. Moursi and Mai El-Mossallamy -- Rania Roushdy, Ragui Assaad and Ali Rashed -- Mona Said -- Heidi Gjertsen, Theodore Groves, David A. Miller, Eduard Niesten, Dale Squires and Joel Watson -- Mahmoud Hailat and Franco Peracchi -- Hala Abou-Ali and Yasmine M. Abdelfattah -- Tarek H. Selim and Ahmed S. Salem -- A Seghir -- Nada Ben Elhadj-Ben Brahim, Rim Lahmandi-Ayed and Didier Laussel. |
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| contents | Modeling interest rates using reducible stochastic differential equations : a copula-based multivariate approach / Financial risk management using asymmetric heavy-tailed distributions and nonlinear dependence structures of asset returns under discontinuous dynamics / Time-varying dependence in the term structure of interest rates : a copula-based approach / Nonlinear filtering and market implied rating for a jump-diffusion structural model of credit risk / Time-varying optimal weights for international asset allocation in African and South Asian markets / Econometric methods for ordered responses : some recent developments / Which quantile is the most informative? Maximum likelihood, maximum entropy and quantile regression / The experimetrics of fairness / Uniform in bandwidth tests of specification for conditional moment restrictions models / Joint lM test for homoscedasticity in a two-way error components model / An approximation to the distribution of the pooled estimator when the time series equation is one of a complete system / Monetary policy and the role of the exchange rate in Egypt / International migration, remittances and household poverty status in Egypt / Determinants of job quality and wages of the working poor : evidence from 1998-2006 Egypt labor market panel survey / A contract-theoretic model of conservation agreements / Household environment and child health in Egypt / Modeling the relationship between natural resource abundance, economic growth and the environment : a cross-country study / Global cement industry : competitive and institutional frameworks / On the occurrence of ponzi schemes in presence of credit restrictions penalizing default / Is targeted advertising always beneficial? / |
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| publisher | World Scientific, |
| record_format | marc |
| spelling | African Econometric Society. Annual Conference (15th : 2010 : Cairo, Egypt) http://id.loc.gov/authorities/names/no2013135752 Econometric methods and their applications in finance, macro and related fields / edited by Kaddour Hadri (Queens University, UK) and William Mikhail (The American University in Cairo, Egypt). Hackensack, New Jersey : World Scientific, 2014. 1 online resource text txt rdacontent computer c rdamedia online resource cr rdacarrier Papers presented at the 15th Annual Conference of the African Econometric Society, held July 7-9, 2010 in Cairo, Egypt. Includes bibliographical references and index. Modeling interest rates using reducible stochastic differential equations : a copula-based multivariate approach / Ruijun Bu, Ludovic Giet, Kaddour Hadri and Michel Lubrano -- Financial risk management using asymmetric heavy-tailed distributions and nonlinear dependence structures of asset returns under discontinuous dynamics / Alaa El-Shazly -- Time-varying dependence in the term structure of interest rates : a copula-based approach / Diaa Noureldin -- Nonlinear filtering and market implied rating for a jump-diffusion structural model of credit risk / Alaa El-Shazly -- Time-varying optimal weights for international asset allocation in African and South Asian markets / Dalia El-Edel -- Econometric methods for ordered responses : some recent developments / Franco Peracchi -- Which quantile is the most informative? Maximum likelihood, maximum entropy and quantile regression / Anil K. Bera, Antonio F. Galvao Jr., Gabriel V. Montes-Rojas and Sung Y. Park -- The experimetrics of fairness / Anna Conte and Peter G. Moffatt -- Uniform in bandwidth tests of specification for conditional moment restrictions models / Pascal Lavergne and Pierre E. Nguimkeu -- Joint lM test for homoscedasticity in a two-way error components model / Eugene Kouassi, Joel Sango, J.M. Bosson Brou and Kern O. Kymn -- An approximation to the distribution of the pooled estimator when the time series equation is one of a complete system / William M. Mikhail and Ghazal a. Ghazal -- Monetary policy and the role of the exchange rate in Egypt / Tarek A. Moursi and Mai El-Mossallamy -- International migration, remittances and household poverty status in Egypt / Rania Roushdy, Ragui Assaad and Ali Rashed -- Determinants of job quality and wages of the working poor : evidence from 1998-2006 Egypt labor market panel survey / Mona Said -- A contract-theoretic model of conservation agreements / Heidi Gjertsen, Theodore Groves, David A. Miller, Eduard Niesten, Dale Squires and Joel Watson -- Household environment and child health in Egypt / Mahmoud Hailat and Franco Peracchi -- Modeling the relationship between natural resource abundance, economic growth and the environment : a cross-country study / Hala Abou-Ali and Yasmine M. Abdelfattah -- Global cement industry : competitive and institutional frameworks / Tarek H. Selim and Ahmed S. Salem -- On the occurrence of ponzi schemes in presence of credit restrictions penalizing default / A Seghir -- Is targeted advertising always beneficial? / Nada Ben Elhadj-Ben Brahim, Rim Lahmandi-Ayed and Didier Laussel. Print version record. The volume aims at providing an outlet for some of the best papers presented at the 15th Annual Conference of the African Econometric Society, which is one of the "chapters" of the International Econometric Society. Many of these papers represent the state of the art in financial econometrics and applied econometric modeling, and some also provide useful simulations that shed light on the models' ability to generate meaningful scenarios for forecasting and policy analysis. Finance Econometric models Congresses. Econometrics Congresses. Finances Modèles économétriques Congrès. Économétrie Congrès. BUSINESS & ECONOMICS Finance. bisacsh Econometrics fast Finance Econometric models fast Conference papers and proceedings fast Hadri, K. (Kaddour) https://id.oclc.org/worldcat/entity/E39PBJyrXhvvW6BB66tBMDdRKd http://id.loc.gov/authorities/names/nb99093679 Mikhail, William. Print version: African Econometric Society. Annual Conference (15th : 2010 : Cairo, Egypt). Econometric methods and their applications in finance, macro and related fields 9789814513463 (DLC) 2013048354 (OCoLC)865002774 FWS01 ZDB-4-EBU FWS_PDA_EBU https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=779683 Volltext |
| spellingShingle | Econometric methods and their applications in finance, macro and related fields / Modeling interest rates using reducible stochastic differential equations : a copula-based multivariate approach / Financial risk management using asymmetric heavy-tailed distributions and nonlinear dependence structures of asset returns under discontinuous dynamics / Time-varying dependence in the term structure of interest rates : a copula-based approach / Nonlinear filtering and market implied rating for a jump-diffusion structural model of credit risk / Time-varying optimal weights for international asset allocation in African and South Asian markets / Econometric methods for ordered responses : some recent developments / Which quantile is the most informative? Maximum likelihood, maximum entropy and quantile regression / The experimetrics of fairness / Uniform in bandwidth tests of specification for conditional moment restrictions models / Joint lM test for homoscedasticity in a two-way error components model / An approximation to the distribution of the pooled estimator when the time series equation is one of a complete system / Monetary policy and the role of the exchange rate in Egypt / International migration, remittances and household poverty status in Egypt / Determinants of job quality and wages of the working poor : evidence from 1998-2006 Egypt labor market panel survey / A contract-theoretic model of conservation agreements / Household environment and child health in Egypt / Modeling the relationship between natural resource abundance, economic growth and the environment : a cross-country study / Global cement industry : competitive and institutional frameworks / On the occurrence of ponzi schemes in presence of credit restrictions penalizing default / Is targeted advertising always beneficial? / Finance Econometric models Congresses. Econometrics Congresses. Finances Modèles économétriques Congrès. Économétrie Congrès. BUSINESS & ECONOMICS Finance. bisacsh Econometrics fast Finance Econometric models fast |
| title | Econometric methods and their applications in finance, macro and related fields / |
| title_alt | Modeling interest rates using reducible stochastic differential equations : a copula-based multivariate approach / Financial risk management using asymmetric heavy-tailed distributions and nonlinear dependence structures of asset returns under discontinuous dynamics / Time-varying dependence in the term structure of interest rates : a copula-based approach / Nonlinear filtering and market implied rating for a jump-diffusion structural model of credit risk / Time-varying optimal weights for international asset allocation in African and South Asian markets / Econometric methods for ordered responses : some recent developments / Which quantile is the most informative? Maximum likelihood, maximum entropy and quantile regression / The experimetrics of fairness / Uniform in bandwidth tests of specification for conditional moment restrictions models / Joint lM test for homoscedasticity in a two-way error components model / An approximation to the distribution of the pooled estimator when the time series equation is one of a complete system / Monetary policy and the role of the exchange rate in Egypt / International migration, remittances and household poverty status in Egypt / Determinants of job quality and wages of the working poor : evidence from 1998-2006 Egypt labor market panel survey / A contract-theoretic model of conservation agreements / Household environment and child health in Egypt / Modeling the relationship between natural resource abundance, economic growth and the environment : a cross-country study / Global cement industry : competitive and institutional frameworks / On the occurrence of ponzi schemes in presence of credit restrictions penalizing default / Is targeted advertising always beneficial? / |
| title_auth | Econometric methods and their applications in finance, macro and related fields / |
| title_exact_search | Econometric methods and their applications in finance, macro and related fields / |
| title_full | Econometric methods and their applications in finance, macro and related fields / edited by Kaddour Hadri (Queens University, UK) and William Mikhail (The American University in Cairo, Egypt). |
| title_fullStr | Econometric methods and their applications in finance, macro and related fields / edited by Kaddour Hadri (Queens University, UK) and William Mikhail (The American University in Cairo, Egypt). |
| title_full_unstemmed | Econometric methods and their applications in finance, macro and related fields / edited by Kaddour Hadri (Queens University, UK) and William Mikhail (The American University in Cairo, Egypt). |
| title_short | Econometric methods and their applications in finance, macro and related fields / |
| title_sort | econometric methods and their applications in finance macro and related fields |
| topic | Finance Econometric models Congresses. Econometrics Congresses. Finances Modèles économétriques Congrès. Économétrie Congrès. BUSINESS & ECONOMICS Finance. bisacsh Econometrics fast Finance Econometric models fast |
| topic_facet | Finance Econometric models Congresses. Econometrics Congresses. Finances Modèles économétriques Congrès. Économétrie Congrès. BUSINESS & ECONOMICS Finance. Econometrics Finance Econometric models Conference papers and proceedings |
| url | https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=779683 |
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