Financial and macroeconomic dynamics in Central and Eastern Europe : editor, Petre Caraiani.
Additional authors:
Caraiani, Petre.
Published by :
Nova Science Publishers,
(Hauppauge, NY :)
Physical details: 172 p. : ill. ; 26 cm.
ISBN:9781620812457 (soft cover).
Subject(s):
Fiscal policy
--
Europe, Eastern.
|
Fiscal policy
--
Europe, Central.
|
Stock exchanges
--
Europe, Eastern
--
Mathematical models.
|
Stock exchanges
--
Europe, Central
--
Mathematical models.
|
Bayesian statistical decision theory.
|
Public sector finance. Government finance in generalIncluding: Budgets
Year: 2012
Item type | Current location | Call number | Copy number | Status | Date due |
---|---|---|---|---|---|
წიგნები / Books | ცენტრალური ბიბლიოთეკა ტექნიკური დარ. / Techn. hall | 336 / 16 (Browse shelf) | K - 11041 | Available |
Price. 15 L
Preface -- Comovements in the volatility of emerging European stock markets / Radu Lupu -- Global asset allocation using the Black-Litterman model and a momentum strategy / Sorin Dumitrescu -- Model averaging on the high-frequency Eastern European stock market returns / Caraiani Petre, Radu Lupu -- Investigating the dynamics of CEE stock index returns with a Bayesian TAR mode / Marius Acatrinei -- Fiscal policy in CEE economies : evidence from an estimated DSGE model / Caraiani Petre -- Forecasting CEE macroeconomic dynamics using a BVAR model / Caraiani Petre -- Index.
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