Alexey malashonok (5 risultati)

Taschenbuch. Condizione: Neu. Financial Contagion during the World Crisis | 2007-2009 | Alexey Malashonok | Taschenbuch | 60 S. | Englisch | 2010 | LAP LAMBERT Academic Publishing | EAN 9783838334097 | Verantwortliche Person für die EU: BoD - Books on Demand, In de Tarpen 42, 22848 Norderstedt, info[at]bod[dot]de | Anbieter: preigu. …

Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -The book is the first attempt to analyze the phenomenon of financial contagion during the global crisis that started in 2007. Estimation procedure is based on time-varying copula models of daily return rates of seven world stock markets during 2005-2009. Copula functions are applied to investigate the impact of the global financial crisis on the dependence measures between international markets. The relation between the effect strength and trend characteristics is also examined. The results indicate upward shift of constant correlation parameters and significant change of the coefficients describing the behaviour of dependence parameters. 60 pp. Englisch.…

Taschenbuch. Condizione: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - The book is the first attempt to analyze the phenomenon of financial contagion during the global crisis that started in 2007. Estimation procedure is based on time-varying copula models of daily return rates of seven world stock markets during 2005-2009. Copula functions are applied to investigate the impact of the global financial crisis on the dependence measures between international markets. The relation between the effect strength and trend characteristics is also examined. The results indicate upward shift of constant correlation parameters and significant change of the coefficients describing the behaviour of dependence parameters.…

Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. The book is the first attempt to analyze the phenomenon of financial contagion during the global crisis that started in 2007. Estimation procedure is based on time-varying copula models of daily return rates of seven world stock markets during 2005-2009. Co.…

Taschenbuch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -The book is the first attempt to analyze the phenomenon of financial contagion during the global crisis that started in 2007. Estimation procedure is based on time-varying copula models of daily return rates of seven world stock markets during 2005-2009. Copula functions are applied to investigate the impact of the global financial crisis on the dependence measures between international markets. The relation between the effect strength and trend characteristics is also examined. The results indicate upward shift of constant correlation parameters and significant change of the coefficients describing the behaviour of dependence parameters.VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 60 pp. Englisch.…