منابع مشابه
Commentary: The Integration of World Capital Markets
It is important to consider therefore the economic effects of these links among national capital markets, including the effects on investment, growth, monetary policy, and exchange rates. In their paper for this conference, Michael Mussa and Morris Goldstein have combined a wide-ranging summary of the existing research on the integration of world capital markets with their own carefully conside...
متن کاملMonetary Policy in a World Without Perfect Capital Markets
Working papers of the Federal Reserve Bank of Cleveland are preliminary materials circulated to stimulate discussion and critical comment on research in progress. They may not have been subject to the formal editorial review accorded official Federal Reserve Bank of Cleveland publications. The views stated herein are those of the authors and are not necessarily those of the Federal Reserve Bank...
متن کاملKriging Scenario for Capital Markets
Following the Gauss-Markov theorem the generalized lest-squares estimator is the best linear unbiased estimator but following the kriging theory its use is limited. This paper shows the kriging constraint on the classic generalized least-squares estimator.
متن کاملGraph Models for Capital Markets
The financial crisis of 2008 has heightened the need for more effective and transparent tools in the modelling of capital markets. In this paper we propose to use strategic port-graph rewriting (a particular kind of graph transformation system, where port-graph rewriting rules are controlled by user-defined strategies) as a visual modelling tool to analyse credit derivative markets. We illustra...
متن کاملCentre for International Capital Markets
This paper examines the PPP hypothesis analysing the behaviour of the real exchange rates vis-à-vis the US dollar for four major currencies (namely, the Canadian dollar, the euro, the Japanese yen and the British pound). An innovative approach based on fractional integration in a multivariate context is applied to annual data from 1970 to 2011. Long memory is found to characterise the Canadian ...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2004
ISSN: 1556-5068
DOI: 10.2139/ssrn.466540