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Financial Economics

Опубликовано на портале: 23-10-2003
Факультет: Department of Economics
Дисциплина: Financial Economics
Год: Spring 2003
Язык: Английский
Тематические разделы: Экономика, Финансовая экономика, Финансовая экономика: Теория финансов

Aннотация:
Курс "Financial Economics" состоит из двух частей. Часть I - "econometrics of continuous-time finance", читается профессором Принстонского университета Yacine Ait-Sahalia. Часть II - "financial crises", читается Franklin Allen, профессором этого же университета. Программа включает содержание курса, темы лекций и практических занятий, списки основной и дополнительной литературы.



Sections 1 and 2 Introduction and Historical and Recent Crises
Section 3 Banking Crises
Section 4 Currency Crises
Section 5 Bubbles and Crises
Section 6 Contagion and Financial Fragility
Sections 7 and 8 Government Policies and Crises and Conclusions

BRIEF BIBLIOGRAPHY
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Allen, F. and D. Gale (2000). Optimal Currency Crises, Carnegie-Rochester Series on Public Policy (December 2000).
Alen, F. and D. Gale (1999). Bubbles, Crises and Policy, Oxford Review of Economic Policy, 15, 9-18.
Allen, F. and D. Gale (2000). Bubbles and Crises, Economic Journal 110, 236-255.
Allen, F. and Gorton, G. (1993). Churning Bubbles, Review of Economic Studies 60, 813-836.
Allen, F. and D. Gale (2000). Financial Contagion, Journal of Political Economy 108, 1-33.
Allen, F. and D. Gale (2001). Financial Fragility, Wharton Financial Institutions Center Working Paper 01-37.
Allen, F. and R. Herring (2001). Banking Regulation versus Securities Market Regulation, Wharton Financial Institutions Center Working Paper 01-29.
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Calvo, G. (1999). Contagion in Emerging Markets: When Wall Street is a Carrier, Unpublished manuscript, University of Maryland.
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Freixas, X. and B. Parigi (1998). Contagion and Efficiency in Gross and Net Interbank Payment Systems, Journal of Financial Intermediation 7, 3-31.
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Gorton, G. (1988). Banking Panics and Business Cycles, Oxford Economic Papers 40,751-781.
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Программа курса на сайте Принстонского университета. Часть I:
http://www.princeton.edu/~yacine/eco575_...

Часть II:
http://finance.wharton.upenn.edu/~allenf...

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