FINANCIAL VOLATILITY AND REAL ECONOMIC ACTIVITY. (2018)

• Record Type: Book
• Other Names: DALY, KEVIN
• Contents: Cover; Half Title; Dedication; Title; Copyright; Contents; List of Figures; List of Tables; Acknowledgements; Abstract; 1 Introduction; Overview; Structure of Book; The Background to the Research Question; Methods and Motives; Contributions and Major Findings; 2 Volatility: Issues and Measuring Techniques; Introduction; What is Volatility?; What Influences Volatility?; Determinants of Volatility Changes; Long-term and Short-term Factors Influencing Volatility; Statistical Measures; Modeling Volatility; ARCH Models; The Linear ARCH(p) Model; GARCH; EGARCH; The Taylor -- Schwert Model; ARCH-M MARCHMultivariate ARCH Models; Sources of ARCH; Comparing Alternative Volatility Models; Forecasting Volatility; The Black-Scholes Model; Computing Historical Volatility; Estimating Volatility in Practice; Summary and Conclusions; 3 Financial Volatility and Real Economic Activity; Introduction; Stock Market Volatility; Fundamentals and Stock Market Prices; Speculative Bubbles and Noise; Financial Instability and Macroeconomic Activity; Financial Volatility and Financial Liberalization in Developing Countries; Monetary Volatility; Theoretical Considerations; Exogenous Versus Endogenous Money Monetary Policy in Australia: Empirical EvidencePolicy and Financial Asset Price Volatility; Summary and Conclusions; 4 The Causes of Stock Market Volatility in Australia; Introduction; Theory, Methodology and Data; Modeling the Conditional Volatility of the Australian Stock Market; Summary and Conclusions; 5 Monetary Volatility and Real Output Volatility: An Empirical Model of the Transmission Mechanism, Australia, Jan 1972 -- Jan 1994; Introduction; Data and Measurement of Conditional Volatility; Model Estimates and Results Version 1: Modeling the Transmission of Monetary Volatility Through the Markowitz Efficient Portfolio of Financial AssetsVersion 2: The Transmission Mechanism Through Individual Financial Assets; Summary and Conclusion; 6 Fiscal Financing Decisions and Exchange Rate Variability: A Multi-country Empirical Analysis; Introduction; The Theory; Models Based upon 'Postulated' Behavioural Relationships; Models Based on Optimising Behaviour; Econometric Analysis; The Estimated VAR Models; The Impulse Response Functions; Summary and Conclusions 7 The Effects of Exchange Rate Volatility on the Volume of Japan's Bi-lateral TradeIntroduction; Theoretical Framework; Exchange Rate Volatility and the Volume of Exports; The Effects of Exchange Rate Volatility on Trade; Empirical Results; Summary and Conclusions; 8 Summary, Conclusions, Policy Implications and Further Studies; Introduction; General Review of the Study; What Factors Influence Financial Volatility and Real Economic Activity?; Policy Implications; Further Studies; Endnotes; Bibliography
• Publisher Details: Place of publication not identified : ROUTLEDGE
• Publication Date: 2018
• Extent: 1 online resource (1 volume.)
• Subjects: 332.0994; Finance -- Australia; Monetary policy -- Australia; Economic history; Economic policy; Finance; Monetary policy; BUSINESS & ECONOMICS / Finance; Australia -- Economic conditions -- 1945-; Australia -- Economic policy; Australia; Electronic books
• Languages: English
• ISBNs: 9780429456572; 0429456573; 0429852142; 9780429852145; 9780429852138; 0429852134
• Related ISBNs: 1138315079; 9781138315075
• Notes: Note: Print version record.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.