Economic and Financial Modeling of Markets, Institutions and Instruments

$250.00

Andrew C. Worthington, PhD (Editor)
Department of Accounting, Finance and Economics, Griffith Business School, Griffith University, Australia

Series: Business Issues, Competition and Entrepreneurship
BISAC: BUS069000

A model is a simplified representation of a real object or situation that facilitates our understanding and manipulation of the real thing. Models are therefore pervasive, not only in the everyday world, but in academic, industry and government research for the purpose of solving problems and making decisions. The cases addressed in this volume share a common focus in the use of economic and financial modeling techniques, but concern a wide variety of markets, institutions, and instruments.

Each of the chapters illustrates well the complexity of modeling and some of the challenges faced when trying to simplify complex real world behavior and outcomes using models. The contributors to the volume include academic and nonacademic researchers with significant financial, mathematical, and statistical modeling experience. This mix ensures that the book has comprehensive coverage of many of the issues involved, is highly accessible to the professional and nonprofessional reader alike, and that it will serve as an authoritative source of information on economic and financial modeling and on the specific topic areas addressed for years to come. (Imprint: Nova)

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Table of Contents

Table of Contents

Chapter 1 – Introduction to the Economic and Financial Modeling of Markets, Institutions and Instruments (pp. 1-8)
Andrew C. Worthington (Griffith University)

Chapter 2 – Modeling the Pricing of Initial Public Offerings (pp. 9-28)
Jirapun Chorruk and Andrew C. Worthington (Mahasarakham University and others)

Chapter 3 – Trading/Trading-Restricted and Business/Nonbusiness Days in Market Return Models (pp. 29-44)
Mitesh Mistry, Andrew C. Worthington, Dionigi Gerace and Chandra Gulati (University of Wollongong and others)

Chapter 4 – The Theory and Practice of Credit Risk Modeling (pp. 45-72)
Mohamed Habara and Andrew C. Worthington (Griffith University, Australia)

Chapter 5 – Modeling Firm-Specific Determinants of Initial Public Offerings (pp. 73-96)
Jirapun Chorruk and Andrew C. Worthington (Mahasarakham University and others)

Chapter 6 – Models of Political Cycles and Market Risk and Return (pp. 97-112)
Andrew C. Worthington (Griffith University, Australia)

Chapter 7 – A Combined Conceptual, Theoretical and Empirical Review of Credit-Scoring Models (pp. 113-160)
Mohamed Habara and Andrew C. Worthington (Griffith University, Australia)

Chapter 8 – Contextual Factors in Social and Environmental Accounting Disclosure Models (pp. 161-184)
Omer Elsakit and Andrew C. Worthington (Griffith University, Australia)

Chapter 9 – Modeling Factor Price Elasticities and Factor Substitution (pp. 185-196)
Andrew C. Worthington and Helen Higgs (Griffith University, Australia)

Chapter 10 – Performance Models for Initial Public Offerings (pp. 197-216)
Nancy Vu, Andrew C. Worthington and Phillip Laird (University of Wollongong and others)

Chapter 11 – Nonparametric Models of Technical Efficiency in Urban Water Utilities (pp. 217-234)
Andrew C. Worthington (Griffith University, Australia)

Chapter 12 – An Application of Credit Score Modeling (pp. 235-266)
Mohamed Habara and Andrew C. Worthington (Griffith University, Australia)

Index

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