საქართველოს ტექნიკური უნივერსიტეტის ნიკო მუსხელიშვილის სახელობის საუნივერსიტეტო ბიბლიოთეკა

Niko Muskhelishvili University Library of Georgian Technical University

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Financial and macroeconomic dynamics in Central and Eastern Europe : a Bayesian approach / editor, Petre Caraiani.

Contributor(s): Material type: TextTextLanguage: English Publication details: Hauppauge, NY : Nova Science Publishers, c2012.Description: 172 p. : ill. ; 26 cmISBN:
  • 9781620812457 (soft cover)
Subject(s): DDC classification:
  • 339.5/20947 23
LOC classification:
  • HJ1000.7 .F556 2012
Contents:
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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Holdings
Item type Current library Call number Copy number Status Date due Barcode
წიგნები / Books წიგნები / Books ცენტრალური ბიბლიოთეკა / Central library ტექნიკური დარ. / Techn. hall 336 / 16 (Browse shelf(Opens below)) K - 11041 Available 2015-11178

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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