Biblioteca Especializada
La Biblioteca del Banco Central del Uruguay se fundó en 1967, integrándose con una colección de libros proveniente del Banco de la República, que se ha ido incrementando a través de los años, hasta llegar en el momento actual a 7.700 volúmenes aproximadamente, 200 títulos de publicaciones periódicas, bases de datos en CD Rom, publicaciones de organismos nacionales e internacionales y publicaciones producidas por el Banco Central.
La Biblioteca está especializada en Economía, poniendo el énfasis en monetaria, finanzas, estadística, econometría y teoría económica. Además, apoya al Banco Central en sus funciones y está abierta a investigadores externos a la Institución, profesionales y estudiantes de Economía y Finanzas.
Handbook of Research Methods and Applications in Empirical Finance
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Contenido :
Markov switching models in asset pricing research
Portfolio optimization: theory and practical implementation
Testing for speculative bubbles in asset prices
Estimating term structure models with the Kalman filter
American option pricing using simulation with an application to the GARCH model
Derivatives pricing with affine models and numerical implementation
Markov Chain Monte Carlo with particle filtering
Competition in banking: measurement and interpretation
Using heteroskedastic models to analyze the use of rules versus discretion in lending decisions
Liquidity measures
Testing for contagion: the impact of US structured markets on international financial markets
Empirical mergers and acquisitions research: a review of methods, evidence and managerial implications
The construction and valuation effect of corporate governance indices
Does hedging reduce economic exposure? Hurricanes, jet fuel prices and airlines
Quantifying the uncertainty in VaR and expected shortfall estimates
Econometric modeling of exchange rate volatility and jumps
Predicting financial distress of companies: revisiting the Z-Score and ZETA models
Quantifying time variation and asymmetry in measures of covariance risk: a simulation approach
Markov switching models in asset pricing research
Portfolio optimization: theory and practical implementation
Testing for speculative bubbles in asset prices
Estimating term structure models with the Kalman filter
American option pricing using simulation with an application to the GARCH model
Derivatives pricing with affine models and numerical implementation
Markov Chain Monte Carlo with particle filtering
Competition in banking: measurement and interpretation
Using heteroskedastic models to analyze the use of rules versus discretion in lending decisions
Liquidity measures
Testing for contagion: the impact of US structured markets on international financial markets
Empirical mergers and acquisitions research: a review of methods, evidence and managerial implications
The construction and valuation effect of corporate governance indices
Does hedging reduce economic exposure? Hurricanes, jet fuel prices and airlines
Quantifying the uncertainty in VaR and expected shortfall estimates
Econometric modeling of exchange rate volatility and jumps
Predicting financial distress of companies: revisiting the Z-Score and ZETA models
Quantifying time variation and asymmetry in measures of covariance risk: a simulation approach
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| Código de barras | Signatura | Tipo de medio | Ubicación | Sección | Estado |
|---|---|---|---|---|---|
| 37725 | 332 BELh | Libro | Biblioteca Especializada | Colección general | Disponible |
