Financial and macroeconomic dynamics in Central and Eastern Europe
Subtitle: a Bayesian approach
By: editor, Petre Caraiani
Publisher: Nova Science Publishers
Published: 2011
Place of publication: Hauppauge, NY
Language: eng
ISBN-13: 9781620812457
Subjects: Bayesian statistical decision theory; Mathematical models; Fiscal policy; Stock exchanges
Notes: Includes index.
Table of contents: title: Preface; title: Comovements in the volatility of emerging European stock markets / Radu Lupu; title: Global asset allocation using the Black-Litterman model and a momentum strategy / Sorin Dumitrescu; title: Model averaging on the high-frequency Eastern European stock market returns / Caraiani Petre, Radu Lupu; title: Investigating the dynamics of CEE stock index returns with a Bayesian TAR mode / Marius Acatrinei; title: Fiscal policy in CEE economies : evidence from an estimated DSGE model / Caraiani Petre; title: Forecasting CEE macroeconomic dynamics using a BVAR model / Caraiani Petre; title: Index.