Relevant bibliographies by topics / 140210 International Economics and International Finance

Academic literature on the topic '140210 International Economics and International Finance'

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Published: 10 December 2022
Last updated: 28 January 2023

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Journal articles on the topic "140210 International Economics and International Finance"

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Fukuda, Shin-ichi, Takeo Hoshi, Takatoshi Ito, and Andrew Rose. "International Finance." Journal of the Japanese and International Economies 20, no. 4 (December 2006): 455–58. http://dx.doi.org/10.1016/j.jjie.2006.08.001.

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Vetsuypens, Michael R., Mark R. Eaker, Frank J. Fabozzi, and Dwight Grant. "International Corporate Finance." Journal of Finance 51, no. 5 (December 1996): 1971. http://dx.doi.org/10.2307/2329547.

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Ghosh, Sukesh K., and Dilip K. Das. "International Finance: Contemporary Issues." Southern Economic Journal 61, no. 2 (October 1994): 549. http://dx.doi.org/10.2307/1060010.

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Krugman, Paul, Jürg Niehans, and Jurg Niehans. "International Monetary Economics." Journal of Money, Credit and Banking 18, no. 2 (May 1986): 250. http://dx.doi.org/10.2307/1992210.

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Badarinza, Cristian, John Y. Campbell, and Tarun Ramadorai. "International Comparative Household Finance." Annual Review of Economics 8, no. 1 (October 31, 2016): 111–44. http://dx.doi.org/10.1146/annurev-economics-080315-015425.

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Freund, William C. "Developments in International Finance." Journal of Accounting, Auditing & Finance 1, no. 3 (July 1986): 238–41. http://dx.doi.org/10.1177/0148558x8600100307.

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Jean, Sébastien, Mario Larch, and Valérie Mignon. "Editorial, International Economics." International Economics 165 (May 2021): 118–20. http://dx.doi.org/10.1016/j.inteco.2020.12.007.

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Finnerty, Joseph E., and Hans R. Stoll. "International Finance and Financial Policy." Journal of Finance 46, no. 4 (September 1991): 1563. http://dx.doi.org/10.2307/2328873.

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Horn, Henrik, and Thomas Tangerås. "Economics of international investment agreements." Journal of International Economics 131 (July 2021): 103433. http://dx.doi.org/10.1016/j.jinteco.2021.103433.

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Matsuyama, Kiminori. "Game thoery in international economics." Journal of International Economics 23, no. 3-4 (November 1987): 391–93. http://dx.doi.org/10.1016/0022-1996(87)90067-5.

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Dissertations / Theses on the topic "140210 International Economics and International Finance"

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Jones, Geraint Paul. "Essays in international finance." Thesis, Massachusetts Institute of Technology, 2005. http://hdl.handle.net/1721.1/32406.

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Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Economics, 2005.
"June 2005."
Includes bibliographical references.
This thesis is a collection of three essays on exchange rate policies and international capital flows in emerging markets. The first chapter examines the theoretical foundations of the "fear of floating" that has been observed to characterize many emerging market exchange rate regimes. Building on a model that derives "fear of floating" from a desire to prevent non-fundamental shocks in foreign exchange markets affecting the real economy, the chapter shows that floating exchange rates can still be optimal in such an environment. It further argues that floating exchange rates should become more prevalent as emerging markets integrate more fully into the world economy. The second chapter investigates the empirical evidence on "fear of floating" with a view to determining whether the phenomenon is the optimal response of emerging markets to a volatile external environment, as supposed in the first chapter, or whether more emerging markets would optimally employ floating exchange rates. The chapter finds evidence that "fear of floating" has a dual aspect; that it might indeed be optimal during less severe external volatility, but during severe external shocks, fear of floating can lead to underinsurance against sudden stops in capital inflows. Such "fear of floating" is associated with a lack of credibility in monetary policymaking and the chapter argues that the evidence suggests that a credible commitment to floating exchange rates during severe external shocks would help insure emerging markets against sudden stops. The third chapter evaluates the link between foreign investment and corruption in emerging markets.
(cont.) A model is developed of the link between FDI and corruption and the model is evaluated with data from the World Bank's Business Environment and Enterprise Performance Survey. It is found that corruption reduces aggregate FDI flows, but also distorts the composition of FDI towards firms more willing to engage in certain forms of corruption. FDI does not necessarily import better standards of governance. The chapter concludes with policy recommendation -for addressing the corruption in emerging markets.
by Geraint Paul Jones.
Ph.D.
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Mora, Nada 1976. "Essays in international finance." Thesis, Massachusetts Institute of Technology, 2003. http://hdl.handle.net/1721.1/17623.

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Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Economics, 2003.
Includes bibliographical references.
This thesis is a collection of three empirical essays in international finance. The first chapter studies the transmission of monetary policy through the lending channel in a partially dollarized banking system. Taking advantage of the cross-sectional and time-series variation in the individual Mexican bank balance sheets, I find that the deposits and loans of banks with a larger share of foreign deposits are less sensitive to domestic monetary shocks, particularly for small banks. This result is reinforced when foreign monetary shocks and country risk shocks are controlled for. The results also suggest that banks with a larger foreign deposit share are more sensitive to foreign (U.S.) monetary shocks. Finally, these banks are more sensitive to country risk. That is, they are more prone to lose deposits when Brady bond spreads increase, although the size of their loan portfolio is not reduced. The second chapter examines whether bank credit fuels asset prices, using evidence from the Japanese real estate boom during the 1980's. The decline in banks' loans to keiretsu firms is used as the shock to bank real estate credit. The evidence supports using keiretsu loans as an instrument. Financial deregulation allowed large firms to replace bank finance with financing from public markets. The main part determines that those prefectures that experienced a larger loss in their banks' proportion of keiretsu loans experienced a positive increase in real estate lending which fuelled land inflation. An increase of 0.01 in a prefecture's instrumented share of real estate loans for 3 years implies a 28 % higher land inflation rate. The third chapter evaluates the behavior of sovereign credit ratings. This chapter questions the view that credit rating agencies aggravated the Asian crisis by excessively downgrading those countries. I find that ratings are, if anything, sticky rather than excessively procyclical. Assigned ratings exceeded predicted ratings prior to the crisis, mostly matched predicted ratings during the crisis period, and did not increase as much as predictions in the recent period following the crisis. Ratings are also found to react to nonmacroeconomic factors, lagged spreads and default history.
by Nada Mora.
Ph.D.
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Conesa-Labastida, Andres. "Essays on international finance." Thesis, Massachusetts Institute of Technology, 1997. http://hdl.handle.net/1721.1/10334.

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Ta, Thanh Hai. "Two essays in international finance." Thesis, McGill University, 2012. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=106348.

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This thesis consists of two essays on the effects of barriers to international investment on risk premium and investors' portfolio holdings. In the first essay, we develop an international asset pricing model in a two-country framework where there are no restrictions in the domestic market (for example the U.S.). On the other hand, trading in the foreign market (for example an Emerging Market) encounters barriers to portfolio flows and short-sale constraints. The model suggests that freely traded assets (for example those traded in the U.S.) are priced with only a global risk premium, whereas assets that trade under capital flow and short sale restrictions (for example those traded in Emerging Markets) command a global risk premium, a conditional risk premium and a conditional discount. Further, the price of risk of the discount factor is a linear, increasing function of legal limits on holdings of securities that trade in the foreign market. This is the first, arbitrage-free international asset pricing model that studies both short-sale constraints and foreign ownership restrictions. The model uncovers a new pricing factor that provides a measure of economic benefit of relaxing equity ownership restrictions. We estimate a conditional version of the model for 18 major emerging markets over the period 1989-2007. We find evidence that global and both local risk factors are priced as well as time varying. The relationship between legal limits on holdings of foreign securities and the price of risk of the discount factor is statistically significant, suggesting economic gains from further liberalization of constraints on capital flows. The second essay evaluates the impact of investability on risk premium in emerging markets. Built upon the theoretical results of the first essay, we decompose the risk premium of non-investable and partially investable portfolios in emerging markets into three components: a global premium, a conditional local premium and a conditional local discount where the discount reflects the benefit of investability on risk premium. Using MGARCH-in-mean technique, we quantify the impact of investability on risk premium for 18 major emerging markets and find that investability contributes to a significant reduction in risk premium of both non-investable and partially investable portfolios. We also document that increase in investability is associated with higher benefit and a larger exposure to the global factor.
Cette thèse se compose de deux essais sur les effets des obstacles à l'investissement international sur la prime de risque et les avoirs en portefeuille des investisseurs. Dans le premier essai, nous développons un modèle d'évaluation des actifs internationaux à deux pays où il n'existe aucune restriction sur le marché intérieur (par exemple les États-Unis). D'un autre côté, la négociation des actifs sur le marché étranger (par exemple un Marché Émergent) rencontre des obstacles aux investissements de portefeuille et des restrictions sur les ventes à découvert. Le modèle suggère que les actifs négociés librement (par exemple ceux négociés aux États-Unis) sont évalués uniquement par une prime de risque globale tandis que les actifs qui sont négociés avec l'existence des restrictions aux flux de capitaux et aux ventes à découvert (par exemple ceux négociés sur les Marchés Émergents) sont évalués par une prime de risque mondial, une prime de risque conditionnelle et un escompte conditionnel. De plus, le prix du risque du facteur d'escompte est une fonction linéaire croissante de restrictions légales sur les investissements étrangers en titres qui se négocient sur le marché étranger. Ceci est le premier modèle d'évaluation des actifs internationaux sans arbitrage qui étudie des restrictions sur les ventes à découvert et sur la propriété étrangère ensemble. Le modèle découvre un nouveau facteur d'évaluation qui fournit une mesure des avantages économiques du relâchement des restrictions sur la propriété étrangère des actions. Nous estimons une version conditionnelle du modèle pour 18 principaux marchés émergents sur la période 1989-2007. Nous trouvons la preuve que le facteur de risque mondial et deux facteurs de risque locaux sont évalués et variables dans le temps. La relation entre les restrictions légales sur la propriété étrangère des actions et le prix du risque du facteur d'escompte est statistiquement significative, suggérant que l'assouplissement des restrictions aux flux de capitaux produise des avantages économiques. Le deuxième essai évalue l'impact de l'investability sur la prime de risque dans les marchés émergents. En utilisant les résultats théoriques du premier essai, nous décomposons la prime de risque des portefeuilles non-investable et partiellement-investable dans les marchés émergents en trois composantes: une prime mondiale, une prime locale conditionnelle et un escompte local conditionnel où l'escompte reflète l'avantage de l'investability sur la prime de risque. En utilisant la technique de MGARCH-en-moyen, nous quantifions l'impact de l'investability sur la prime de risque pour 18 principaux marchés émergents et trouvons que l'investability représente une part économiquement significative de la prime de risque des portefeuilles non-investable et partiellement-investable. Nous trouvons également que l'augmentation de l'investability est associée à l'augmentation des avantages économiques et la plus grande exposition au facteur mondial.
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Rappoport, Veronica E. (Veronica Eva). "Essays on international finance and economics." Thesis, Massachusetts Institute of Technology, 2005. http://hdl.handle.net/1721.1/33829.

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Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Economics, 2005.
Includes bibliographical references (p. 119-123).
The first essay explains why credit contracts in developing countries are often denominated in foreign currencies, even after many of these economies succeeded in controlling inflation. I propose a new interpretation based on the demand for insurance against real aggregate shocks. The fact that devaluations occur more frequently in adverse states of the world provides a motive for holding dollar assets when the risk of recession is the main source of volatility in consumption. The model predicts persistence in the degree of "dollarization" in economies with low inflationary risk. The second essay looks at how the government's lack of commitment technology affects the capacity of resident agents to optimally diversify risk. I find that government's moral hazard introduces a trade-off between pooling idiosyncratic risk and diversifying aggregate country uncertainty. As a result, local agents face excessive consumption risk. This paper also explores how institutions can be designed as to overcome this moral hazard problem. The third essay proposes an explanation for the variation across countries in the quality of the institutions governing the financial. The explanation based on the proportion of local investors participating in the domestic financial sector.
(cont.) I find that the participation of local investors in the financial market and, correspondingly, the resulting institutions vary according to wealth distribution and the size of capital inflows.
by Veronica E. Rappoport.
Ph.D.
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D'Aguanno, Lucio. "Essays in international monetary economics." Thesis, University of Warwick, 2016. http://wrap.warwick.ac.uk/80022/.

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This dissertation presents two essays in international monetary economics; the unifying theme is the international dimension of monetary policy. I investigate two issues related to the openness of the economy: (i) the implications of external positions for the conduct of macroeconomic stabilisation policy; (ii) the consequences of monetary unification for social welfare under incomplete international markets. The former subject occupies chapter one; the latter occupies chapter two. In the first chapter, "Monetary policy and wealth effects with external positions", I develop a two-country DSGE model to study how financial integration affects the international transmission of shocks and the conduct of monetary policy. If the households of each country receive dividends from foreign firms, macroeconomic disturbances are followed by international wealth effects that transfer consumption across countries. The direction of these effects varies across different types of shocks, as these imply different comovements of macroeconomic variables. As a consequence, the choice of the monetary policy mix is shown to rest on the relative importance of different sources of uncertainty. In the second chapter, "Monetary policy and welfare in a currency union", I explore the welfare cost of abandoning an independent monetary policy to join a currency union, and I investigate what trade gains can outweigh this loss. The consequences of subjecting distinct economies to a single monetary authority are investigated in the context of an open-economy DSGE model with country-specific macroeconomic shocks and incomplete international markets. The dependence of the cost of adopting a single currency on the international synchronisation of business cycles is examined first. Next, the welfare implications of international price misalignments and monetary barriers to trade with separate currencies are considered. Finally, the model is estimated with data from Italy, France, Germany and Spain using standard Bayesian tools. Moderate trade frictions are found to be sufficient for a monetary union to guarantee the same welfare as a regime with national currencies. Under a calibration of these frictions in line with the literature, monetary unification is found to offer positive net welfare gains to all these economies.
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Chang, Pang-hua Kevin. "Commodity price shocks and international finance." Thesis, Massachusetts Institute of Technology, 1989. http://hdl.handle.net/1721.1/31012.

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Du, Wenxin. "Essays in International Finance." Thesis, Harvard University, 2013. http://dissertations.umi.com/gsas.harvard:10902.

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This dissertation consists of three essays in international finance. The first two essays study emerging market sovereign risk with a focus on local currency denominated sovereign bonds. The third essay examines econometric tools for robust inference in the presence of missing observations, an issue frequently encountered by researchers in international finance.
Economics
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Shinozaki, Toshiaki. "Three essays on international economics." Thesis, Boston University, 2012. https://hdl.handle.net/2144/32063.

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Thesis (Ph.D.)--Boston University
My dissertation consists of three papers on international finance, international economics, and labor economics. The first paper develops a stochastic general equilibrium model to understand the effects of default risk on output, consumption, investment, and current account deficits in emerging markets. The second paper studies how market structure affects exchange-rate pass-through. This analysis is empirical as well as theoretical, using a partial equilibrium model. The third paper develops a model to study relative wages across different educational levels in developed countries. The model in my first paper features endogenous default risk. Its calibration results explain a number of important stylized facts about emerging economies, including the negative correlation between investment and net exports, the procyclicality of investment, and the potential for current account reversals. The second paper compares exchange-rate pass-through under perfect competition and oligopoly, showing that the two different market structures have opposite effects on this currency pricing behavior. The paper's empirical test, whether implemented on the basis of a partial equilibrium framework or on the model's general equilibrium framework, finds support for perfect competition. The third paper uses differences within and across industries m education wage premiums to study factors affecting those premiums. The paper begins by showing that within-industry as opposed to cross-industry educational wage premiums explain most of developed country differences in wages by education. It then develops a theoretical model and an empirical testing strategy, using U.S. and Japanese data, to examine whether the use of IT capital and the decision to outsource affect the education-wage premium. The answer is mixed depending on the country in question.
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Col, Burcin. "Three essays on international corporate finance." Thesis, McGill University, 2012. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=110527.

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This thesis consists of three essays on issues that affect valuation and capital allocation decisions of multinational companies (MNCs). The first essay explores the valuation consequences of tax avoidance using an international sample of cross-border mergers that involve tax haven targets and/or acquirers. Cross-border mergers with haven-based firms offer a refined setting to study the valuation implications of tax avoidance. Firms can achieve tax savings through these transactions in two ways: 1) selling to an acquirer based in a tax haven, hence making the newly created multinational a haven resident or 2) setting up a subsidiary in these locations by targeting a tax haven firm. Using the data on cross-border M&As for the period from 1989 to 2010, we find that the announcement returns to targets and acquirers of tax haven firms are lower relative to a control sample of non-tax motivated M&As. The evidence is consistent with the agency cost explanations, as changing a firm's tax home through a 100% acquisition is accompanied by a change in legal system and corporate governance. The adverse effects are less pronounced for firms that have stronger corporate governance practices at the firm - level. Our results therefore provide value evidence on the agency costs of tax-motivated M&As. In the second essay, we investigate two related issues. First, what is the valuation impact of state expropriation for cross-border mergers that involve targets from predatory states. Second, what is the effect of improved shareholder protection and transparency when the target is subject to significant expropriation risk. Using a sample of 902 cross-border acquisitions from 36 target countries during the period from 1989 to 2009, we find that targets, which operate under some degree of state expropriation risk, receive a significantly lower premium. The target shareholders are also not fully rewarded for the improvement in firm governance since the benefits of improvement are mitigated under predation. We thus provide evidence for twin-agency theory of Stulz (2005) through cross-border mergers. In the third essay we investigate how foreign risks affect the capital allocation decisions of the U.S. firms. We argue that international trade is a significant conduit of foreign political uncertainty into U.S. markets. We construct a measure of foreign political risk sensitivity; an index of political risks of trade partners or occurrence of national elections weighted by the relative export volumes of particular industries. We find that industries that export considerable shares of their output to countries with high political risk or countries that hold national elections in a given year experience suboptimal investment efficiency and lower performance.
Cette thèse se comporte de trois essais portant sur les décisions relatives à l'allocation des capitaux dans les firmes multinationales ainsi que sur les problématiques se rapportant à leur évaluation. Le premier essai explore les conséquences de l'évasion fiscale en termes d'évaluations, et ceci en se basant sur un échantillon de données portant sur des opérations de fusions et acquisitions internationales impliquant des entreprises se trouvant dans des paradis fiscaux. En utilisant des données sur les fusions et acquisitions portant sur la période de 1989 à 2010, nous trouvons que les rendements autour de la date d'annonce pour les entreprises acquises ou acquéreuses se trouvant dans des paradis fiscaux sont relativement moins élevés en comparaison à ceux des entreprises fusionnant pour motifs autres que fiscaux. Ce résultat est en accord avec la notion des coûts d'agence, puisque le changement fiscal sera accompagné d'un changement du système judiciaire et des pratiques de gouvernance. Les résultats obtenus constituent une preuve de l'impact en termes d'évaluation des coûts d'agence dans les fusions et les acquisitions motivées par des avantages fiscaux. Dans le second essai nous étudions deux problématiques connexes. Tout d'abord, quel est l'impact d'expropriation par l'état, en termes d'évaluation, sur les fusions impliquant des entreprises se trouvant dans des pays prédateurs. Deuxièmement, quel est l'effet d'une amélioration de la protection des actionnaires et de la transparence lorsque l'entreprise acquise présente un risque élevé d'expropriation. En utilisant un échantillon de 902 acquisitions portant sur 36 pays durant la période de 1989 à 2009, nous trouvons que les entreprises acquises qui présentent un certain risque d'expropriation reçoivent une prime moins élevée. Les actionnaires de l'entreprise acquise ne sont pas non plus entièrement compensés pour l'amélioration de la gouvernance puisque les bénéfices de cette amélioration sont mitigés en présence de risque de prédation. Dans le troisième essai, nous étudions l'impact du risque international sur les décisions relatives à l'allocation des capitaux dans les entreprises américaines. Nous affirmons que le commerce international est conduit important d'incertitude des pays étrangers politique pour les marchés américains. Nous trouvons que les industries qui exportent une part importante de leurs produits dans des pays présentant un risque politique élevé ou des pays qui tiennent des élections nationales durant une année donnée, ont un investissement sous-optimal et une performance moins élevée.
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Books on the topic "140210 International Economics and International Finance"

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Appleyard, Dennis R. International economics. 7th ed. New York: McGraw-Hill Irwin, 2010.

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International economics. Berlin: Springer-Verlag, 1986.

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1948-, Melvin Michael, ed. International economics. 9th ed. Boston: Pearson, 2013.

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International economics. Boston: McGraw-Hill/Irwin, 2004.

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Berg, Hendrik Van den. International economics. Boston: McGraw-Hill/Irwin, 2004.

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J, Field Alfred, and Cobb Steven L, eds. International economics. 7th ed. New York: McGraw-Hill Irwin, 2010.

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Husted, Steven L. International economics. 3rd ed. New York, NY: HarperCollins College Publishers, 1994.

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1948-, Melvin Michael, ed. International economics. 2nd ed. New York, NY: HarperCollins College Publishers, 1993.

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Husted, Steven L. International economics. 8th ed. Boston: Pearson Addison Wesley, 2010.

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Husted, Steven L. International economics. 3rd ed. New York, NY: HarperCollins College Publishers, 1995.

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Book chapters on the topic "140210 International Economics and International Finance"

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Obstfeld, Maurice. "International Finance." In The New Palgrave Dictionary of Economics, 6725–41. London: Palgrave Macmillan UK, 2018. http://dx.doi.org/10.1057/978-1-349-95189-5_730.

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Obstfeld, Maurice. "International Finance." In The New Palgrave Dictionary of Economics, 1–16. London: Palgrave Macmillan UK, 1987. http://dx.doi.org/10.1057/978-1-349-95121-5_730-1.

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Obstfeld, Maurice. "International Finance." In The New Palgrave Dictionary of Economics, 1–17. London: Palgrave Macmillan UK, 2008. http://dx.doi.org/10.1057/978-1-349-95121-5_730-2.

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Corelli, Angelo. "International Corporate Finance." In Springer Texts in Business and Economics, 431–61. Cham: Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-95762-3_13.

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Corelli, Angelo. "International Corporate Finance." In Springer Texts in Business and Economics, 401–32. Cham: Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-39549-4_13.

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Branch, Alan E. "Finance of international trade." In Economics of Shipping Practice and Management, 170–85. Dordrecht: Springer Netherlands, 1988. http://dx.doi.org/10.1007/978-94-009-1227-4_10.

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Citaristi, Ileana. "Economics and Finance." In The Europa Directory of International Organizations 2022, 800–806. 24th ed. London: Routledge, 2022. http://dx.doi.org/10.4324/9781003292548-147.

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Gandolfo, Giancarlo. "International Finance and International Macroeconomics: An Overview." In Springer Texts in Business and Economics, 3–9. Berlin, Heidelberg: Springer Berlin Heidelberg, 2016. http://dx.doi.org/10.1007/978-3-662-49862-0_1.

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McCulloch, Rachel. "Why Collaborate in International Finance?" In Collaborative Research in Economics, 257–73. Cham: Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-52800-7_15.

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Kar, Saibal. "Smuggling and Trafficking of Workers: A Brief Review and Analysis of the Economics of Illegal Migration." In International Trade and International Finance, 295–313. New Delhi: Springer India, 2016. http://dx.doi.org/10.1007/978-81-322-2797-7_14.

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Conference papers on the topic "140210 International Economics and International Finance"

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Pushkarev, Andrey, Natalia Davidson, Oleg Mariev, and Nikita Luft. "SPECIALIZATION OF RUSSIA IN INTERNATIONAL TRADE: DEVELOPMENT IN THE CHANGING INTERNATIONAL ENVIRONMENT." In 14th Economics & Finance Conference, Lisbon. International Institute of Social and Economic Sciences, 2020. http://dx.doi.org/10.20472/efc.2020.014.012.

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"Challenges in Islamic Finance." In International Conference on Accounting, Business, Economics and Politics. Ishik University, 2018. http://dx.doi.org/10.23918/icabep2018p29.

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Osabuohien-Irabor, Osarumwense, and Igor Mikhailovich Drapkin. "OUTWARD FDI AND INTERNATIONAL TRADE: THE STUDY OF CAUSAL EFFECTS." In 15th Economics & Finance Conference, Prague. International Institute of Social and Economic Sciences, 2021. http://dx.doi.org/10.20472/efc.2021.015.012.

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Lin, Chun Wei R., Yun-Jiuan Melody Parng, and Hong-Yi Chen. "A FUZZY-NEURAL PERFORMANCE EVALUATION APPROACH OF SELECTING OUTSOURCE INTERNATIONAL LOGISTIC COMPANY." In 5th Economics & Finance Conference, Miami. International Institute of Social and Economic Sciences, 2016. http://dx.doi.org/10.20472/efc.2016.005.015.

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Guo, Zi-Yi. "INTERNATIONAL REAL BUSINESS CYCLE MODELS WITH INCOMPLETE INFORMATION." In 7th Economics & Finance Conference, Tel Aviv. International Institute of Social and Economic Sciences, 2017. http://dx.doi.org/10.20472/efc.2017.007.005.

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Wu, Guo-Yan. "Finance Meets the Internet." In 4th Annual International Conference on Management, Economics and Social Development (ICMESD 2018). Paris, France: Atlantis Press, 2018. http://dx.doi.org/10.2991/icmesd-18.2018.122.

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EDDIE, IAN, JINGHUI LIU, and PHUONG DUONG. "Post crisis securities market supervision policies standard finance versus behavioural finance." In International Conference on Advances in Economics, Social Science and Human Behaviour Study - ESSHBS 2015. Institute of Research Engineers and Doctors, 2015. http://dx.doi.org/10.15224/978-1-63248-041-5-56.

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Remnova, Lyudmyla, and Khrystyna Shtyrkhun. "Creative Learning of Finance and Economics through Gamification." In 3rd International Scientific Conference Teaching Methods for Economics and Business Sciences. University of Maribor Press, 2020. http://dx.doi.org/10.18690/978-961-286-356-2.5.

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SISYUK, KRISTINA. "How does in-company training influence knowledge, competence and performance?" In International Conference on Management, Economics and Finance. Acavent, 2019. http://dx.doi.org/10.33422/icmef.2019.03.144.

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Mahfod, Jomana. "QFD-MCDM Integrated for supplier selection in outsourcing of transport." In International Conference on Management, Economics and Finance. Acavent, 2019. http://dx.doi.org/10.33422/icmef.2019.03.145.

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Reports on the topic "140210 International Economics and International Finance"

1

Giles, Margaret. Teaching international economics and finance during (and beyond) the global financial crisis. Bristol, UK: The Economics Network, January 2010. http://dx.doi.org/10.53593/n996a.

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Соловйов, Володимир Миколайович, and D. N. Chabanenko. Financial crisis phenomena: analysis, simulation and prediction. Econophysic’s approach. Гумбольдт-Клуб Україна, November 2009. http://dx.doi.org/10.31812/0564/1138.

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Abstract:
With the beginning of the global financial crisis, which attracts the attention of the international community, the inability of existing methods to predict the events became obvious. Creation, testing, adaptation of the models to the concrete financial market segments for the purpose of monitoring, early prediction, prevention and notification of financial crises is gaining currency nowadays. Econophysics is an interdisciplinary research field, applying theories and methods originally developed by physicists in order to solve problems in economics, usually those including uncertainty or stochastic processes and nonlinear dynamics. Its application to the study of financial markets has also been termed statistical finance referring to its roots in statistical physics. The new paradigm of relativistic quantum econophysics is proposed.
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