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  • Sách tham khảo
  • Ký hiệu PL/XG: 338.5/42 MAL 2005
    Nhan đề: Economic uncertainty, instabilities and asset bubbles :
Giá tiền TL tặng biếu
LCC HB3711
DDC 338.5/42
Tác giả CN Malliaris, A. G.
Nhan đề Economic uncertainty, instabilities and asset bubbles :selected essays /A. G. Malliaris
Thông tin xuất bản Singapore ;Hackensack, NJ ;London :World Scientific Pub.,c2005.
Mô tả vật lý xxvii, 343 p. :ill. ;24 cm.
Tóm tắt 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.
Thuật ngữ chủ đề Khủng hoảng tài chính-Bộ TK KHXH&NV
Thuật ngữ chủ đề Chu kì kinh doanh-Bộ TK KHXH&NV
Địa chỉ DHLĐọc giáo viênA(3): GVA 003235-7
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0410|aeng
044 |asi
05000|aHB3711|b.E428 2005
08200|a338.5/42|bMAL 2005|222 ed.
1001 |aMalliaris, A. G.
24510|aEconomic uncertainty, instabilities and asset bubbles :|bselected essays /|cA. G. Malliaris
260 |aSingapore ;|aHackensack, NJ ;|aLondon :|bWorld Scientific Pub.,|cc2005.
300 |axxvii, 343 p. :|bill. ;|c24 cm.
504|aIncludes bibliographical references
520 |aThe 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.
650 4|aKhủng hoảng tài chính|2Bộ TK KHXH&NV
650 4|aChu kì kinh doanh|2Bộ TK KHXH&NV
852|aDHL|bĐọc giáo viên|cA|j(3): GVA 003235-7
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911|aKhuất Thị Yến
912 |aNguyễn Thị Hiền
925 |aG
926 |a0
927 |aSH
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1 GVA 003235 Đọc giáo viên 338.5/42 MAL 2005 Sách tham khảo 1
2 GVA 003235 Đọc giáo viên 338.5/42 MAL 2005 Sách tham khảo 1
3 GVA 003235 Đọc giáo viên 338.5/42 MAL 2005 Sách tham khảo 1
4 GVA 003235 Đọc giáo viên 338.5/42 MAL 2005 Sách tham khảo 1
5 GVA 003237 Đọc giáo viên 338.5/42 MAL 2005 Sách tham khảo 3
6 GVA 003237 Đọc giáo viên 338.5/42 MAL 2005 Sách tham khảo 3
7 GVA 003237 Đọc giáo viên 338.5/42 MAL 2005 Sách tham khảo 3
8 GVA 003237 Đọc giáo viên 338.5/42 MAL 2005 Sách tham khảo 3
9 GVA 003236 Đọc giáo viên 338.5/42 MAL 2005 Sách tham khảo 2
10 GVA 003236 Đọc giáo viên 338.5/42 MAL 2005 Sách tham khảo 2

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