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2 edition of Nonlinearities and dynamics in finance found in the catalog.

Nonlinearities and dynamics in finance

Raphael N. Markellos

Nonlinearities and dynamics in finance

  • 34 Want to read
  • 5 Currently reading

Published .
Written in English


Edition Notes

Thesis (Ph.D.) - Loughborough University, 1999.

Statementby Raphael N. Markellos.
ID Numbers
Open LibraryOL18387272M

Localisation of local nonlinearities in structural dynamics using spatially incomplete measured data / Xing Wang; Localisation of local nonlinearities in structural dynamics using spatially incomplete measured data by: Michael, Friswell, Cited by: 5. Bio. Laura Jackson Young graduated from the University of North Carolina at Chapel Hill in December with a PhD in Economics. She is now an Assistant Professor in the Department of Economics at Bentley University. Abstract. The influential paper by Reinhart and Rogoff (Reinhart, C. M., and K. S. Rogoff. “Growth in a Time of Debt.” The American Economic Review –) has triggered a debate about the effects of the public debt on GDP growth. They argue that a debt-to-GDP ratio of over 90 percent has a deleterious effect on long-run economic : Vladimir Arčabić.


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Nonlinearities and dynamics in finance by Raphael N. Markellos Download PDF EPUB FB2

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A long-run money demand relationship is first estimated over a. Downloadable. We utilize non-linear models to examine the stationarity of oil prices (Brent, Dubai, WIT and World) over the period Real oil prices are calculated and expressed in the domestic currencies of seven Asian countries (Indonesia, Japan, Korea, Malaysia, the Philippines, Singapore and Thailand) and in the U.S dollar.

A new set of methodologies extracts key nonlinearities in the dynamics of financial markets from data that would appear to be completely random with ordinary linear time series methods.

Financial sector and output dynamics in the euro area: Non-linearities reconsidered sector conditions and stress. 23 They have a focus on the banking sector due to recent model implications in the macro-finance CMAX interacted with the inverse price-book ratio, and inverted term spread.

The variables related to stress in the securities Cited by: Contagion Phenomena with Applications in Finance. Book • Authors: Serge Darolles and Christian Gourieroux. These nonlinearities are due to the derivatives traded on the market: This book covers the standard practice for defining shocks in SVAR models, impulse response functions, identitification issues, static and dynamic models.

The present book – through the topics and the problems approach – aims at filling a gap, a real need in our literature concerning CFD (Computational Fluid Dynamics). Our presentation results from a large documentation and focuses on reviewing the present day most important numerical and computational methods in CFD.

Many theoreticians and experts in. In mathematics and science, a nonlinear system is a system in which the change of the output is not proportional to the change of the input.

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Inflation Dynamics in South Africa: nonlinearities and asymmetries introduced by economic conditions such as the size of exchange rate changes and volatility, GDP growth, inflation, output gap, credit growth, sovereign spreads and fiscal policy, providing new policy evidence on the impact of these.

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