Books on the topic 'Capital market Indonesia Econometric models'

W, Cooper Russell. Exhuming Q: Market power vs. capital market imperfections. Cambridge, MA: National Bureau of Economic Research, 2001.

W, Cooper Russell. Exhuming Q: Market power vs. capital market imperfections. [Minneapolis, MN]: Federal Reserve Bank of Minneapolis, Research Dept., 2001.

Taylor, Alan M. Argentina and the world capital market: Saving, investment, and international capital mobility in the twentieth century. Cambridge, MA: National Bureau of Economic Research, 1997.

Dumas, Bernard. Partial- vs. general-equilibrium models of the international capital market. Cambridge, MA: National Bureau of Economic Research, 1993.

Thierry, Foucault, and Hillion Pierre, eds. Microstructure des marchés financiers: Institutions, modèles et tests empiriques. Paris: Presses universitiares de France, 1997.

Jaramillo, Fidel. Capital market imperfections before and after financial liberalization: A Euler equation approach to panel data for Ecuadorian firms. Washington, DC (1818 H St. NW Washington 20433): Country Economics Dept., World Bank, 1993.

Collins, William J. Capital goods prices, global capital markets and accumulation, 1870-1950. Cambridge, MA: National Bureau of Economic Research, 1999.

Hall, Robert Ernest. The stock market and capital accumulation. Cambridge, MA: National Bureau of Economic Research, 1999.

Chan-Lau, Jorge A. Market-based estimation of default probabilities and its application to financial market surveillance. [Washington, D.C.]: International Monetary Fund, Monetary and Financial Systems Dept., 2006.

Hendershott, Patric H. Integration of mortgage and capital markets and the accumulation of residential capital. Cambridge, MA: National Bureau of Economic Research, 1989.

Kim, Se-Jik. Aggregate shock, capital market opening, and optimal bailout. Seoul, Korea: Korea Institute for International Economic Policy, 2001.

Meng, Qinglai. Can capital mobility be destabilizing? Cambridge, MA: National Bureau of Economic Research, 1999.

Kratz, Karlheinz. Finanzmarktvolatilität und monetäre Unsicherheit. Hamburg: S + W Steuer- und Wirtschaftsverlag, 1994.

Nolte, Cornelius. Finanzmärkte in neokeynesianischen Konjunkturmodellen. Pfaffenweiler: Centaurus-Verlagsgesellschaft, 1990.

Geert, Bekaert. The dynamics of emerging market equity flows. Cambridge, MA: National Bureau of Economic Research, 1999.

Shen, Pu. Market makers' supply and pricing of financial market liquidity. Kansas City [Mo.]: Research Division, Federal Reserve Bank of Kansas City, 2000.

Love, Inessa. Financial development and financing constraints: International evidence from the structural investment model. Washington, D.C: World Bank, Development Research Group, Finance, 2001.

Krueger, Alan B. Do markets respond more to more reliable labor market data?: A test of market rationality. Princeton: Princeton University, Industrial Relations Section, 1995.

Krueger, Alan B. Do markets respond more to more reliable labor market data?: A test of market rationality. Cambridge, MA: National Bureau of Economic Research, 1996.

Cockburn, Iain. Market conditions and retirement of physical capital: Evidence from oil tankers. Cambridge (1050 Massachusetts Avenue, Cambridge, MA 02138): National Bureau of Economic Research, 1992.

Chinn, Menzie David. Asia-Pacific capital markets: Integration and implications for economic activity. Cambridge, MA: National Bureau of Economic Research, 1995.

Arora, Vivek B. Monetary policy transparency and financial market forecasts in South Africa. [Washington, D.C.]: International Monetary Fund, African Dept., 2007.

Gilchrist, Simon. Investment and the cost of capital: New evidence from the corporate bond market. Cambridge, MA: National Bureau of Economic Research, 2007.

Gilchrist, Simon. Investment and the cost of capital: New evidence from the corporate bond market. Cambridge, Mass: National Bureau of Economic Research, 2007.

Agarwalla, Sobhesh Kumar. Whether cross-listing, stock-specific and market-wide calender events impact intraday volatility dynamics?: Evidence from the Indian stock market using high-frequency data. Ahmedabad: Indian Institute of Management, 2012.

Duflo, Esther. The medium run effects of educational expansion: Evidence from a large school construction program in Indonesia. Cambridge, MA: National Bureau of Economic Research, 2002.

W, Lo Andrew, and MacKinlay Archie Craig 1955-, eds. The econometrics of financial markets. Princeton, N.J: Princeton University Press, 1997.

Korajczyk, Robert A. A measure of stock market integration for developed and emerging markets. Washington, DC: World Bank, Policy Research Dept., Finance and Private Sector Development Division, 1995.

Zanforlin, L. Re-accessing international capital markets after financial crises: Some empirical evidence. [Washington, D.C.]: International Monetary Fund, MCM, 2007.

Cipriani, Marco. Volatility in international financial market issuance: The role of the financial center. Cambridge, Mass: National Bureau of Economic Research, 2006.

Cipriani, Marco. Volatility in international financial market issuance: The role of the financial center. Cambridge, MA: National Bureau of Economic Research, 2006.

Kupiec, Paul H. Calibrating your intuition: Capital allocation for market and credit risk. [Washington, D.C.]: International Monetary Fund, Monetary and Exchange Affairs Department, 2002.

Flood, Robert P. Getting shut out of the international capital markets: It doesn't take much. Washington, D.C: International Monetary Fund, Research Dept., 2006.

Eliasson, Gunnar. The firm and financial markets in the Swedish micro-to-macro model: Theory, model, and verification. [Stockholm]: Industrial Institute for Economic and Social Research, 1985.

Lewis, Karen K. Are countries with official international restrictions "liquidity constrained?". Cambridge, MA: National Bureau of Economic Research, 1997.

Globalization of international financial markets: Causes and consequences. Aldershot, Hants, England: Ashgate, 1999.

Langewand, Jens. Kapitalmarktmodelle zur Bestimmung erwarteter Renditen festverzinslicher Wertpapiere. Köln: Botermann & Botermann, 2000.

Chabi-Yo, Fousseni. The stochastic discount factor: Extending the volatility bound and a new approach to portfolio selection with higher-order moments. Ottawa: Bank of Canada, 2005.

Akitoby, Bernardin. Fiscal policy and financial markets. [Washington, D.C.]: International Monetary Fund, Fiscal Affairs Dept., 2006.

Avesani, Renzo G. A new risk indicator and stress testing tool: A multifactor Nth-to-default CDS basket. [Washington, D.C.]: International Monetary Fund, Monetary and Financial Systems Dept., 2006.

Geert, Bekaert. Time-varying world market integration. Cambridge, MA: National Bureau of Economic Research, 1994.

Brainard, William C. Fundamental value and market value. Cambridge, MA: National Bureau of Economic Research, 1990.

C, Miller Norman. Explaining foreign exchange market puzzles. [Washington, D.C.]: International Monetary Fund, Research Department, 1999.

Agarwalla, Sobhesh Kumar. Betting against beta in the Indian market. Ahmedabad: Indian Institute of Management, 2014.

Agarwalla, Sobhesh Kumar. Four factor model in Indian equities market. Ahmedabad: Indian Institute of Management, 2013.

Samuel, Cherian. Stock market and investment: The signalling role of the market. Washington, DC: World Bank, Operations Policy Dept., Operations Policy Group, 1996.

Samuel, Cherian. Stock market and investment: The governance role of the market. Washington, DC: World Bank, Operations Policy Dept., Operations Policy Group, 1996.

Samuel, Cherian. Stock market and investment: The signaling role of the market. Washington D.C: World Bank, 1996.

Steven, Brakman, Ees Hans van 1955-, and Kuipers, S. K. (Simon Klaas), eds. Market behaviour and macroeconomic modelling. New York: St. Martin's Press, 1998.

Goetzmann, William N. A century of global stock markets. Cambridge, MA: National Bureau of Economic Research, 1997.