Twenty contributions from the African Econometric Society’s 2010 conference, held in Egypt, discuss international finance, econometric theory and methods, and monetary, labor, and environmental
applications. A sampling of titles: time-varying dependence in the term structure of interest rates--a Copula-based approach; nonlinear filtering and market implied rating for a upm-diffusion
structural model of credit risk; maximum likelihood, maximum entropy, and quantile regression; monetary policy and role of the exchange rate in Egypt; household environment and child health in
Egypt; and the occurrence of Ponzi schemes in the presence of credit restrictions penalizing default. Annotation ©2014 Ringgold, Inc., Portland, OR (protoview.com)
