搜索结果: 1-8 共查到“货币银行学 fluctuations”相关记录8条 . 查询时间(0.023 秒)
Working Capital, Trade and Macro Fluctuations
Working Capital rade Macro Fluctuations
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2014/3/18
In addressing the precipitous drop in trade volumes in the recent
crisis, the real and financial explanations have sometimes been juxtaposed as competing explanations. However, they can be reco...
Monetary and Exchange Rate Policy under Remittance Fluctuations
exchange rate regimes remittances small open economy
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2011/8/21
Using data for the Philippines, I develop and estimate a heterogeneous agent model to analyze the role of monetary policy in a small open economy subject to sizable remittance fluctuations. I include ...
Maximum entropy distribution of stock price fluctuations
Maximum entropy distribution stock price fluctuations
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2011/7/4
The principle of absence of arbitrage opportunities allows obtaining the distribution of
stock price fluctuations by maximizing its information entropy. This leads to a physical
description of the u...
Nonlinear Inflation Expectations and Endogenous Fluctuations
Monetary policy Taylor rule inflation expectations
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2010/12/6
The standard new Keynesian monetary policy problem is presentable as a set of linearized equations, for values of endogenous variables relatively close to their steady-state. As a result, only three p...
Universal Fluctuations of AEX index
Econophysics Interdisciplinary Statistics Financial Market
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2010/10/19
We compute the analytic expression of the probability distributions F{AEX,+} and F{AEX,-} of the normalized positive and negative AEX (Netherlands) index daily returns r(t). Furthermore, we define the...
Universal Fluctuations of the FTSE100
Universal Fluctuations；FTSE100
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2010/10/19
We compute the analytic expression of the probability distributions F{FTSE100,+} and F{FTSE100,-} of the normalized positive and negative FTSE100 (UK) index daily returns r(t). Furthermore, we define ...
Universality in DAX index returns fluctuations
Universality DAX returns fluctuations
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2010/10/19
In terms of the stock exchange returns, we compute the analytic expression of the probability distributions F{DAX,+} and F{DAX,-} of the normalized positive and negative DAX (Germany) index daily ret...
Critical comparison of several order-book models for stock-market fluctuations
order-book models stock-market fluctuations
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2010/12/13
Far-from-equilibrium models of interacting particles in one dimension are used as a basis for modelling the stock-market fluctuations. Particle types and their positions are interpreted as buy and sel...