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OverviewFollowing the last economic and financial crisis, there is strong motivation for academics to better explain the connection between the stock market and the macroeconomy. This book aims at fulfilling this need with an accent on the case of emerging markets in Central and Eastern Europe. The book generally focuses on nonlinear techniques. The book consists of several chapters, each using state-of-the-art techniques in modeling that address specific issues related to the focus of the book. The topics range from studying the transmission mechanism of monetary policy in CEE economies, to issues like the impact of quantitative easing on the emerging markets or network based approaches that advance our understanding of the financial relationships in these markets. The book also includes a paper on the wavelets modeling of the relationship between uncertainty and equity premium. Given the nature of the CEE economies, i.e. aspiring Euro Area members, a special chapter is dedicated to convergence issues and the nonlinear relationship between economic growth and finance. Overall, in the present context of the post-financial crisis, this book constitutes a step forward in the modeling of the linear and nonlinear relationships between the financial markets and the macroeconomy, especially in an unstable context and for the particular case of emerging economies. Full Product DetailsAuthor: Lucian Liviu Albu , Petre CaraianiPublisher: Nova Science Publishers Inc Imprint: Nova Science Publishers Inc Weight: 0.228kg ISBN: 9781634849326ISBN 10: 1634849329 Pages: 100 Publication Date: 01 May 2016 Audience: College/higher education , Professional and scholarly , Tertiary & Higher Education , Professional & Vocational Format: Hardback Publisher's Status: Active Availability: In stock We have confirmation that this item is in stock with the supplier. It will be ordered in for you and dispatched immediately. Table of ContentsPreface; Nonlinear Modelling of the Relation between Financial Markets & Economic Growth in the EU; The Eastern & Central European Financial Market Reaction to Unconventional Monetary Policy; Positioning Eastern European Economies in the International Finance Network; Impact of Monetary Policy on Stock Market in CEE Countries; A Real-Time Daily Coincident Indicator for Romanian Economy; The Dynamic Relationship between the Equity Premium & Uncertainty; Index.ReviewsAuthor InformationTab Content 6Author Website:Countries AvailableAll regions |