International Symposia in Economic Theory and Econometrics

ISSN: 1571-0386
Series editor(s): Professor William Barnett

Subject Area: Economics

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Volume 20 - Nonlinear Modeling of Economic and Financial Time-Series

ISBN: 978-0-85724-489-5
eISBN: 978-0-85724-490-1
Edited by: Fredj Jawadi, William A. Barnett
Published: 2010

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Chapters
Chapter Id:	Chapter Information:
1901760	Introduction Fredj Jawadi, William A. Barnett (pp. xiii - xvii) Article type: Editorial Please login \| Abstract [ HTML & PDF (55kb) ] \| Reprints & permissions
1901770	International Symposia in Economic Theory and Econometrics Article type: Editorial Board Please login \| Abstract [PDF (45kb) ] \| Reprints & permissions
1901771	International Symposia in Economic Theory and Econometrics Article type: Editorial Board Please login \| Abstract [PDF (45kb) ] \| Reprints & permissions
1901758	Editorial Advisory Board Members Article type: Editorial Board Please login \| Abstract [PDF (32kb) ] \| Reprints & permissions
1901757	List of Contributors Article type: Index Please login \| Abstract [PDF (42kb) ] \| Reprints & permissions
1901772	Copyright page Article type: Miscellaneous Please login \| Abstract [PDF (57kb) ] \| Reprints & permissions
1901759	About the Series Article type: Miscellaneous Please login \| Abstract [PDF (32kb) ] \| Reprints & permissions
1901761	Chapter 1 Collateralizable Wealth, Asset Returns, and Systemic Risk: International Evidence Ricardo M. Sousa (pp. 1 - 27) Article type: Chapter Item Please login \| Abstract & purchase [ HTML & PDF (202kb) & EPUB ] \| Reprints & permissions
1901762	Chapter 2 Nonlinear Stock Market Links between Mexico and the World Mohamed El Hedi Arouri, Fredj Jawadi (pp. 29 - 39) Article type: Chapter Item Please login \| Abstract & purchase [ HTML & PDF (169kb) & EPUB ] \| Reprints & permissions
1901763	Chapter 3 Dynamic Linkages between Global Macro Hedge Funds and Traditional Financial Assets Wafa Kammoun Masmoudi (pp. 41 - 81) Article type: Chapter Item Please login \| Abstract & purchase [ HTML & PDF (1184kb) & EPUB ] \| Reprints & permissions
1901764	Chapter 4 Copula Theory Applied to Hedge Funds Dependence Structure Determination Rania Hentati, Jean-Luc Prigent (pp. 83 - 109) Article type: Chapter Item Please login \| Abstract & purchase [ HTML & PDF (377kb) & EPUB ] \| Reprints & permissions
1901765	Chapter 5 European Exchange Rate Credibility: An Empirical Analysis Iuliana Matei (pp. 111 - 119) Article type: Chapter Item Please login \| Abstract & purchase [ HTML & PDF (104kb) & EPUB ] \| Reprints & permissions
1901766	Chapter 6 Oil Prices and Exchange Rates: Some New Evidence Using Linear and Nonlinear Models Mohamed El Hedi Arouri, Fredj Jawadi (pp. 121 - 141) Article type: Chapter Item Please login \| Abstract & purchase [ HTML & PDF (382kb) & EPUB ] \| Reprints & permissions
1901767	Chapter 7 Sources of European Growth Externalities: A Two-Step Approach Sébastien Pommier, Fabien Rondeau (pp. 143 - 159) Article type: Chapter Item Please login \| Abstract & purchase [ HTML & PDF (151kb) & EPUB ] \| Reprints & permissions
1901768	Chapter 8 Alternative Methods for Forecasting GDP Dominique Guégan, Patrick Rakotomarolahy (pp. 161 - 185) Article type: Chapter Item Please login \| Abstract & purchase [ HTML & PDF (417kb) & EPUB ] \| Reprints & permissions
1901769	Chapter 9 GARCH Models with CPPI Application Hachmi Ben Ameur (pp. 187 - 205) Article type: Chapter Item Please login \| Abstract & purchase [ HTML & PDF (263kb) & EPUB ] \| Reprints & permissions

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