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Financial Instability 1966–1990

E. Philip Davis

in Debt, Financial Fragility, and Systemic Risk

Published in print:
1995
Published Online:
November 2003
ISBN:
9780198233312
eISBN:
9780191596124
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0198233310.003.0007
Subject:
Economics and Finance, Financial Economics

In this chapter, we test the theories of financial instability outlined in Ch. 5 against evidence from six periods of financial instability since 1973, namely the UK secondary banking crisis of ... More


Aspects of the Future in Accounting: The Use of Market Prices and “Fair Values” in Financial Reports

Michael Bromwich

in The Economics and Politics of Accounting: International Perspectives on Trends, Policy, and Practice

Published in print:
2004
Published Online:
January 2005
ISBN:
9780199260621
eISBN:
9780191601668
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0199260621.003.0002
Subject:
Economics and Finance, Financial Economics

Some arguments are examined for incorporating into accounting reports further estimates or predictions of the future, and items that embed future cash flows. After an introduction (Section 1), ... More


Estimating the Implied Risk‐Neutral Density for the US Market Portfolio *

Stephen Figlewski

in Volatility and Time Series Econometrics: Essays in Honor of Robert Engle

Published in print:
2010
Published Online:
May 2010
ISBN:
9780199549498
eISBN:
9780191720567
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199549498.003.0015
Subject:
Economics and Finance, Econometrics

This chapter presents a new methodology for extracting complete well-behaved risk-neutral density (RND) functions from options market prices, and illustrates the potential of this tool for ... More


A Review of General Asset Pricing Theory

Claus Munk

in Fixed Income Modelling

Published in print:
2011
Published Online:
September 2011
ISBN:
9780199575084
eISBN:
9780191728648
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199575084.003.0004
Subject:
Economics and Finance, Financial Economics

The pricing of fixed income securities follows the same general principles as the pricing of all other financial assets. This chapter explains some important general concepts and results in asset ... More


Rural–Urban Prices in Open Economies

Raaj K. Sah and Joseph E. Stiglitz

in Peasants versus City-Dwellers: Taxation and the Burden of Economic Development

Published in print:
2002
Published Online:
January 2005
ISBN:
9780199253579
eISBN:
9780191601682
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0199253579.003.0004
Subject:
Economics and Finance, Development, Growth, and Environmental

An analysis is begun of the basic question of how the burden of financing economic development in less developed countries (LDCs) should be shared between those in the urban and rural sectors. An ... More


. The Agenda

NEIL M. KAY

in Pattern in Corporate Evolution

Published in print:
2000
Published Online:
October 2011
ISBN:
9780199242115
eISBN:
9780191697005
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199242115.003.0002
Subject:
Business and Management, Strategy, Organization Studies

This chapter focuses on neoclassical theory, the mainstream economics approach that has proved a robust and enduring foundation for analysis of prices and markets. It argues that alternative theories ... More


Sraffa's Prices

S. N. Afriat

in Logic of Choice and Economic Theory

Published in print:
1987
Published Online:
November 2003
ISBN:
9780198284611
eISBN:
9780191595844
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0198284616.003.0021
Subject:
Economics and Finance, Microeconomics

This is the fourth of six chapters on the logic of price and discusses ‘Sraffa's prices’. These represent another understanding about ‘price’ that joins with the centuries‐old discourse about ‘value’ ... More


Institutional Responses to Policy Change

Partha Dasgupta

in Human Well-Being and the Natural Environment

Published in print:
2001
Published Online:
November 2003
ISBN:
9780199247882
eISBN:
9780191596100
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0199247889.003.0015
Subject:
Economics and Finance, Development, Growth, and Environmental

Discusses policy change in the midst of markets and non‐market institutions. Accounting prices are particularly difficult to estimate in non‐market institutions because of an absence of market prices ... More


Modeling Financial Bubbles and Market Crashes

Didier Sornette

in Why Stock Markets Crash: Critical Events in Complex Financial Systems

Published in print:
2017
Published Online:
May 2018
ISBN:
9780691175959
eISBN:
9781400885091
Item type:
chapter
Publisher:
Princeton University Press
DOI:
10.23943/princeton/9780691175959.003.0005
Subject:
Business and Management, Finance, Accounting, and Banking

This chapter considers two versions of a rational model of speculative bubbles and stock market crashes. According to the first version, stock market prices are driven by the crash hazard that may ... More


From Afar: Charts and Their Analysts

Alex Preda

in Framing Finance: The Boundaries of Markets and Modern Capitalism

Published in print:
2009
Published Online:
February 2013
ISBN:
9780226679310
eISBN:
9780226679334
Item type:
chapter
Publisher:
University of Chicago Press
DOI:
10.7208/chicago/9780226679334.003.0006
Subject:
Sociology, Culture

This chapter deals with a specific dimension of the boundaries of finance: the mediation of value judgments by securities analysts. It traces the emergence of chartists as a specific group in ... More


Fundamentals of Financial Markets

Didier Sornette

in Why Stock Markets Crash: Critical Events in Complex Financial Systems

Published in print:
2017
Published Online:
May 2018
ISBN:
9780691175959
eISBN:
9781400885091
Item type:
chapter
Publisher:
Princeton University Press
DOI:
10.23943/princeton/9780691175959.003.0002
Subject:
Business and Management, Finance, Accounting, and Banking

This chapter discusses the fundamental characteristics and properties of stock markets and the way prices vary from one instant to the next. It first introduces the standard view about price ... More


What Price is Just?

Mark R. Reiff

in Exploitation and Economic Justice in the Liberal Capitalist State

Published in print:
2013
Published Online:
May 2013
ISBN:
9780199664009
eISBN:
9780191751400
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199664009.003.0005
Subject:
Political Science, Political Theory

This chapter discusses the critical element of price, rejects the idea that the market price is necessarily just, and develops a new, objective cost-of-production-based conception of what makes the ... More


Market Assessment of Company Performance

Paul Marsh

in Capital Markets and Corporate Governance

Published in print:
1994
Published Online:
January 2015
ISBN:
9780198287889
eISBN:
9780191828867
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198287889.003.0005
Subject:
Economics and Finance, Financial Economics

This chapter considers whether or not share prices reflect company performance and prospects. Many believe otherwise, therefore the chapter investigates the arguments as to why this is the case ... More


Why Stock Markets Crash: Critical Events in Complex Financial Systems

Didier Sornette

Published in print:
2017
Published Online:
May 2018
ISBN:
9780691175959
eISBN:
9781400885091
Item type:
book
Publisher:
Princeton University Press
DOI:
10.23943/princeton/9780691175959.001.0001
Subject:
Business and Management, Finance, Accounting, and Banking

The scientific study of complex systems has transformed a wide range of disciplines in recent years, enabling researchers in both the natural and social sciences to model and predict phenomena as ... More


The Modern Regulatory State

Samuel DeCanio

in Democracy and the Origins of the American Regulatory State

Published in print:
2015
Published Online:
May 2016
ISBN:
9780300198782
eISBN:
9780300216318
Item type:
chapter
Publisher:
Yale University Press
DOI:
10.12987/yale/9780300198782.003.0002
Subject:
Law, Constitutional and Administrative Law

This chapter discusses the historical transformation of the modern regulatory state and suggests that the expansion of bureaucratic authority is an institutional innovation rather than a result of ... More


Price and Value Models

Nayan B. Ruparelia

in Cloud Computing

Published in print:
2016
Published Online:
September 2016
ISBN:
9780262529099
eISBN:
9780262334129
Item type:
chapter
Publisher:
The MIT Press
DOI:
10.7551/mitpress/9780262529099.003.0004
Subject:
Computer Science, Programming

Just as every undertaking has a cost and a benefit associated with it, so does a cloud service. The cost of a cloud service and the price you pay for it are assessed using various pricing schemes, ... More


Real-Estate Derivatives Models

Radu S. Tunaru

in Real-Estate Derivatives: From Econometrics to Financial Engineering

Published in print:
2017
Published Online:
May 2017
ISBN:
9780198742920
eISBN:
9780191802874
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780198742920.003.0007
Subject:
Economics and Finance, Econometrics, Financial Economics

This chapter describes some of the best models proposed in relation to realestate derivatives. They range from equilibrium models such as Geltner- Fisher and Cao-Wei to no-arbitrage models such as ... More


Formulas for Measuring Expectation Damages for Breach of a Contract for the Sale of Goods

Melvin A. Eisenberg

in Foundational Principles of Contract Law

Published in print:
2018
Published Online:
October 2018
ISBN:
9780199731404
eISBN:
9780199364718
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780199731404.003.0014
Subject:
Law, Company and Commercial Law

Chapter 14 concerns formulas for measuring expectation damages for breach of a contract for the sale of goods. If the buyer breaches one of three formulas may be used to measure the seller’s damages. ... More


Market Valuation of Accrued Social Security Benefits

John Geanakoplos and Stephen P. Zeldes

in Measuring and Managing Federal Financial Risk

Published in print:
2010
Published Online:
February 2013
ISBN:
9780226496580
eISBN:
9780226496597
Item type:
chapter
Publisher:
University of Chicago Press
DOI:
10.7208/chicago/9780226496597.003.0009
Subject:
Economics and Finance, Econometrics

This chapter applies the principles of market valuation to Social Security obligations. The calculations are relevant, for instance, to assessing the size of unfunded federal liabilities. The chapter ... More


Specialized Inputs and Secondary Markets

Holmström Bengt and Tirole Jean

in Inside and Outside Liquidity

Published in print:
2011
Published Online:
August 2013
ISBN:
9780262015783
eISBN:
9780262295536
Item type:
chapter
Publisher:
The MIT Press
DOI:
10.7551/mitpress/9780262015783.003.0009
Subject:
Economics and Finance, Macro- and Monetary Economics

The incentives for uncoordinated investments in specialized assets or widgets that can be used to rescue the operations of financially constrained agents are examined in this chapter. The chapter ... More


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