Cargando…

Liquidity, interest rates and banking /

Detalles Bibliográficos
Clasificación:Libro Electrónico
Otros Autores: Morrey, Jeffrey (Editor ), Guyton, Alexander (Editor )
Formato: Electrónico eBook
Idioma:Inglés
Publicado: New York : Nova Science Publishers, Inc., [2009]
Colección:Financial institutions and services.
Temas:
Acceso en línea:Texto completo

MARC

LEADER 00000cam a2200000 i 4500
001 EBSCO_ocn952772429
003 OCoLC
005 20231017213018.0
006 m o d
007 cr |||||||||||
008 090316s2009 nyu ob 001 0 eng
010 |a  2020685571 
040 |a DLC  |b eng  |e rda  |e pn  |c DLC  |d VLY  |d UMMBL  |d OCLCO  |d N$T  |d E7B  |d OCLCF  |d NLGGC  |d YDXCP  |d EBLCP  |d AZK  |d MERUC  |d AGLDB  |d MOR  |d PIFAG  |d ZCU  |d U3W  |d STF  |d VNS  |d WRM  |d VTS  |d NRAMU  |d ICG  |d VT2  |d AU@  |d WYU  |d DKC  |d UKAHL  |d UKCRE  |d BOL  |d N$T  |d AJS  |d OCLCO  |d OCLCQ  |d QGK  |d OCLCO 
019 |a 666482494  |a 904209238  |a 961599399  |a 962703407  |a 988459262  |a 991917986  |a 1037940465  |a 1038663392  |a 1045486307  |a 1055372976  |a 1058733709  |a 1065872861  |a 1081284660  |a 1114430627  |a 1153524296  |a 1159180809  |a 1181908934  |a 1181926204  |a 1259077407 
020 |a 9781617285325  |q (ebook) 
020 |a 1617285323 
020 |a 1606927752 
020 |a 9781606927755 
020 |z 9781606927755  |q (hardcover ;  |q alkaline paper) 
029 1 |a AU@  |b 000051378804 
029 1 |a DEBBG  |b BV043155052 
029 1 |a DEBBG  |b BV044088945 
029 1 |a DEBSZ  |b 421690097 
029 1 |a NZ1  |b 15347392 
035 |a (OCoLC)952772429  |z (OCoLC)666482494  |z (OCoLC)904209238  |z (OCoLC)961599399  |z (OCoLC)962703407  |z (OCoLC)988459262  |z (OCoLC)991917986  |z (OCoLC)1037940465  |z (OCoLC)1038663392  |z (OCoLC)1045486307  |z (OCoLC)1055372976  |z (OCoLC)1058733709  |z (OCoLC)1065872861  |z (OCoLC)1081284660  |z (OCoLC)1114430627  |z (OCoLC)1153524296  |z (OCoLC)1159180809  |z (OCoLC)1181908934  |z (OCoLC)1181926204  |z (OCoLC)1259077407 
042 |a pcc 
050 0 0 |a HG178 
072 7 |a BUS  |x 027000  |2 bisacsh 
082 0 0 |a 332  |2 22 
049 |a UAMI 
245 0 0 |a Liquidity, interest rates and banking /  |c Jeffrey Morrey and Alexander Guyton, editors. 
264 1 |a New York :  |b Nova Science Publishers, Inc.,  |c [2009] 
300 |a 1 online resource 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
338 |a online resource  |b cr  |2 rdacarrier 
340 |g polychrome.  |2 rdacc  |0 http://rdaregistry.info/termList/RDAColourContent/1003 
347 |a text file  |2 rdaft  |0 http://rdaregistry.info/termList/fileType/1002 
490 1 |a Financial Institutions and Services 
504 |a Includes bibliographical references and index. 
588 0 |a Print version record. 
505 0 |a LIQUIDITY, INTEREST RATESAND BANKING; CONTENTS; PREFACE; RESEARCH AND REVIEW STUDIES; THE LIQUIDITY EFFECT:A SURVEY OF THE LITERATURE; Abstract; 1. Introduction; 2. Theoretical Papers; 3. Empirical Papers; 3a. Single Equation Studies; 3b. Vector Autoregression Studies; 4. A Short History of Federal Reserve Operating Procedures2; 5. Summary; References; THE ABILITY OF THE TERM SPREAD TO PREDICTOUTPUT GROWTH, RECESSIONS, AND INFLATION:A SURVEY; Abstract; Why Might the Term Spread Predict Economic Activity?; Evidence on the Ability of the Term Spread to Predict OutputGrowth. 
505 8 |a Is the Term Spread Useful if Other Explanatory Variables Are Included inthe Model?Stability of the Relationship between the Term Spread and Output Growth; Evidence from Nonlinear Models; Evidence on the Usefulness of the Term Spread for ForecastingRecessions; Is the Term Spread Useful in Predicting Output Gap, Inflation or ForeignYield Curves?; Summary; References; A LATENT VARIABLE APPROACH TO ESTIMATINGTIME-VARYING SCALE EFFICIENCIES IN USCOMMERCIAL BANKING; Abstract; Journal of Economic Literature Classification:; Key Words:; 1. Introduction; 2. Modeling under the Kalman-Filter. 
505 8 |a 3. Model Development3.1. The Empirical Model; 3.2. Modifying the Translog Cost Function under the Kalman-Filter; 3.3. Estimating Scale Efficiencies; 4. Data; 5. Empirical Results; 6. Summary; Appendix; The Kalman-Filter Methodology; References; LONG-TERM REAL INTEREST RATES:AN EMPIRICAL ANALYSIS; Abstract; Key phrases:; JEL codes:; 1. Introduction; 2. Model; 2.1. Theoretical Considerations of the Model; 2.2. Data; 2.3. Construction and Explanations of Variables; 2.4. Empirical Model; 3. Empirical Results; 3.1. Budget Deficit and Long-term Rates; 3.2. Inflation and the Long-Term Rates. 
505 8 |a 4. ConclusionsReferences; INTEREST RATE MOVEMENTS IN THE LIFEINSURANCE FAIR VALUATION CONTEXT ; Abstract; Key words and phrases:; JEL classification: G22, G28, G13; 1. Introduction; 2. The Basic Model within a Deterministic Environment; 2.1. Numerical Evidence for the Basic Model; 3. The Cash-Flow Model within a Stochastic Environment; 3.1. Basic Assumptions for the Fair Valuation; 3.2. The Reserve Fair Value Sensitivity: Numerical Applications; References; FUTURES MARKET LIQUIDITY UNDER FLOORAND ELECTRONIC TRADING; Abstract; Introduction; Literature Review. 
505 8 |a Data, Research Methods and HypothesesMarket Structure and Data; Methods and Hypotheses; Empirical Results; Price Clustering and the Attraction Hypothesis; 'Even vs. Odd Digit' Clustering; Volume-Weighted Price Clustering, Mean Trade Sizes and the NegotiationHypothesis; The Distribution of Bid-Ask Spreads; Bid-Ask Spreads, Trade Size and Market Activity; Regression Model of Spreads; Conclusion; References; AN ANALYSIS OF LIQUIDITY ACROSS MARKETS:EXECUTION COSTS ON THE NYSE VERSUSELECTRONIC MARKETS; Abstract; 1. Introduction; 2. Data and Sample Selection; 2.1. Data; 2.2. Sample Selection. 
546 |a English. 
590 |a eBooks on EBSCOhost  |b EBSCO eBook Subscription Academic Collection - Worldwide 
650 0 |a Liquidity (Economics) 
650 0 |a Interest rates. 
650 0 |a Banks and banking. 
650 6 |a Liquidité (Économie politique) 
650 6 |a Taux d'intérêt. 
650 7 |a BUSINESS & ECONOMICS  |x Finance.  |2 bisacsh 
650 7 |a Banks and banking  |2 fast 
650 7 |a Interest rates  |2 fast 
650 7 |a Liquidity (Economics)  |2 fast 
700 1 |a Morrey, Jeffrey,  |e editor. 
700 1 |a Guyton, Alexander,  |e editor. 
776 0 8 |i Print version:  |t Liquidity, interest rates and banking.  |d Hauppauge, NY : Nova Science Publishers, ©2009  |z 9781606927755  |w (DLC) 2009009172 
830 0 |a Financial institutions and services. 
856 4 0 |u https://ebsco.uam.elogim.com/login.aspx?direct=true&scope=site&db=nlebk&AN=333659  |z Texto completo 
938 |a Askews and Holts Library Services  |b ASKH  |n AH35904578 
938 |a ProQuest Ebook Central  |b EBLB  |n EBL3020725 
938 |a ebrary  |b EBRY  |n ebr10680863 
938 |a EBSCOhost  |b EBSC  |n 333659 
938 |a YBP Library Services  |b YANK  |n 3492217 
994 |a 92  |b IZTAP