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The Spatial Economy: Cities, Regions, and International Trade
Masahisa Fujita ,
Paul Krugman , and
Anthony J. Venables
Manufacturer: The MIT Press
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Binding: Paperback
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Economics of Agglomeration: Cities, Industrial Location, and Regional Growth
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Market Structure and Foreign Trade: Increasing Returns, Imperfect Competition, and the International Economy
ASIN: 0262561476 |
Book Description
Since 1990 there has been a renaissance of theoretical and empirical work on the spatial aspects of the economy--that is, where economic activity occurs and why. Using new tools--in particular, modeling techniques developed to analyze industrial organization, international trade, and economic growth--this "new economic geography" has emerged as one of the most exciting areas of contemporary economics.
The authors show how seemingly disparate models reflect a few basic themes, and in so doing they develop a common "grammar" for discussing a variety of issues. They show how a common approach that emphasizes the three-way interaction among increasing returns, transportation costs, and the movement of productive factors can be applied to a wide range of issues in urban, regional, and international economics. This book is the first to provide a sound and unified explanation of the existence of large economic agglomerations at various spatial scales.
Customer Reviews:
A pretty good textbook with material not found elsewhere.......1999-07-21
If you are considering buying this book, you will probably want to do so. If you are interested in applying regional analysis or the "new" spatial economics that they present, you will have a good starting point. The necessary background is probably be a year of Ph.D. level economic theory. Specific high points are the exposition of the Dixit-Stiglitz model of monopolistic competition and the evolution of urban systems. All new Ph.D. students will have a use for chapter 4, which is an easy-to-read discussion of monopolistic competition. Further, the book is rigorous enough to be used in academic work. I recommend it to anyone interested in regional or urban economics. It is useful to students and practicing economists alike. Its rigor makes it academic, but its ease of exposition makes it useful for those without extraordinary math backgrounds. Compared to similar books, you get a lot of value for the price.
Book Description
This digital document is an article from American Journal of Agricultural Economics, published by American Agricultural Economics Association on February 1, 2004. The length of the article is 1062 words. The page length shown above is based on a typical 300-word page. The article is delivered in HTML format and is available in your Amazon.com Digital Locker immediately after purchase. You can view it with any web browser.
Citation Details
Title: Masahisa Fujita, Paul Krugman, and Anthony J. Venables. The Spatial Economy: Cities, Regions, and International Trade.
Author: Yoshiro Higano
Publication:
American Journal of Agricultural Economics (Refereed)
Date: February 1, 2004
Publisher: American Agricultural Economics Association
Volume: 86
Issue: 1
Page: 283(3)
Distributed by Thomson Gale
Book Description
This digital document is an article from Southern Economic Journal, published by Southern Economic Association on October 1, 2000. The length of the article is 1386 words. The page length shown above is based on a typical 300-word page. The article is delivered in HTML format and is available in your Amazon.com Digital Locker immediately after purchase. You can view it with any web browser.
Citation Details
Title: The Spatial Economy: Cities, Regions, and International Trade.(Review) (book review)
Author: Thomas J. Holmes
Publication:
Southern Economic Journal (Refereed)
Date: October 1, 2000
Publisher: Southern Economic Association
Volume: 67
Issue: 2
Page: 491
Article Type: Book Review
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Customer Reviews:
Best tool I used to study for the bar.......2006-05-08
I was a three time repeat bar taker and looking for answers. I never could figure out what I was doing wrong in my essays in order to get better scores. I knew I had a firm grasp on the material but just couldn't get it together. With this book, the bar exam writing process finally made sense! I'm extremely happy I found Mary's system because it helped me to pass on my third try.
I highly recommend this book to those looking to improve their exam writing skills. The book also contains some general bar study tips that helped me enormously. In my opinion this book is the bar exam study bible.
Well worth the money.......2001-10-05
I bought this book from Half.com, then ended up taking the essay course taught by the author, Dr. Mary Gallagher, in NYC. Made all the difference. Her course directly reflected the method that she describes in her book. If essays are your weakness, using her method should make a positive difference.
Don't take the bar without it!!!.......2000-10-12
If you are serious about passing the bar exam, you should stop reading this review immediately and BUY DR. GALLAGHER'S BOOK! Even if you are unable to take her excellent course (which I HIGHLY recommend), you MUST add this book to your list of bar preparation materials. By practicing Dr. Gallagher's simple, effective writing method, and using the sample essays she provides, you will be trained to write any bar exam essay quickly, efficiently, and successfully. Dr. Gallagher helped me to pass the New York Bar Exam on the first try! If you're tired of unsuccessful attempts to pass the bar, or if you're a first-timer who never wants to take that dreaded exam again, GET SCORING HIGH ON BAR EXAM ESSAYS NOW!
A Good Study Aid for Writing Essays.......2000-04-08
I'm happy to recommend this book - it's quite useful. The first half of the book is tips, the second half is 80 full-length essay exam with model answers. The tips section is built on Gallagher's essay writing "system" which is basically the IRAC system which every law student uses, modified into CRAC. Her "model paragraph" system is quite useful, and something that I wish I had learned about earlier in my law school career. The only downside is that the book was written in '96, and while substantively the information isn't out-of-date, it would be nice if it wasn't so old.
Book Description
Inside the Minds: Smart Business Growth is the most authoritative book ever written on the strategies and methodologies behind successful and rapid growth for companies. This title features Founders, Chairman, Presidents, and CEOs from some of the nation's fastest-growing companies, who have each contributed chapters akin to objective, experience-related white papers or essays on the unique approaches they have taken towards growth. In an over-arching as well as in-depth presentation of the fundamentals, authors articulate the unspoken rules and the important issues facing small business executives in today's marketplace, and what will hold true into the future. The different niches represented and the various perspectives illustrated enable readers to get inside a number of great minds and gain valuable insights into the art of aggressive growth, as the experts go back to basics in a must-read for anyone interested in turning an entrepreneural endeavor into a highly-successful company.
Book Description
This digital document is an article from Pacific Affairs, published by University of British Columbia on December 22, 1996. The length of the article is 742 words. The page length shown above is based on a typical 300-word page. The article is delivered in HTML format and is available in your Amazon.com Digital Locker immediately after purchase. You can view it with any web browser.
Citation Details
Title: The Korean Economy: Perspectives for the Twenty-First Century.
Author: Young-Iob Chung
Publication:
Pacific Affairs (Refereed)
Date: December 22, 1996
Publisher: University of British Columbia
Volume: v69
Issue: n4
Page: p584(2)
Article Type: Book Review
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Consumer Credit Regulations, 1994 Supplement
Dan L. Nicewander
Manufacturer: John Wiley & Sons
ProductGroup: Book
Binding: Hardcover
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Credit Ratings & Repair
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ASIN: 0471102105 |
Product Description
2004 Supplement to The Cost of Credit (2d ed. 2000) with cd-rom
Product Description
This publication is designed to provide authoritative information concerning the subject matter covered.
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The cost of credit: Regulation and legal challenges (The consumer credit and sales legal practices series)
Kathleen E Keest
Manufacturer: National Consumer Law Center
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ASIN: 1881793915 |
Book Description
This digital document is an article from Policy & Practice, published by Thomson Gale on June 1, 2007. The length of the article is 856 words. The page length shown above is based on a typical 300-word page. The article is delivered in HTML format and is available in your Amazon.com Digital Locker immediately after purchase. You can view it with any web browser.
Citation Details
Title: Keep clients away from predatory lending.(legal notes)
Author: Kim Aydlette
Publication:
Policy & Practice (Magazine/Journal)
Date: June 1, 2007
Publisher: Thomson Gale
Volume: 65
Issue: 2
Page: 26(1)
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European Integration: Scope and Limits
Martin Holmes
Manufacturer: Palgrave Macmillan
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ASIN: 0333914465 |
Book Description
While acknowledging the ability of the European Union to advance towards greater political and economic integration, this book questions the wisdom of the European "project." Economic and monetary union is a risky venture even for the convergent countries of the continent--let alone divergent Britain--as the uncertain birth of the Euro proves. Political union, moreover, remains an elite aspiration that weakens democratic accountability and lacks popular legitimacy. The likelihood is that the full scope of EU integration will also reveal profound limits.
Book Description
Hedge funds are now the largest volume players in the capital markets. They follow a wide assortment of strategies but their activities have replaced and overshadowed the traditional model of the long only portfolio manager. Many of the traditional technical indicators and commonly accepted trading strategies have become obsolete or ineffective.
The focus throughout the book is to describe the principal innovations that have been made within the equity markets over the last several years and that have changed the ground rules for trading activities. By understanding these changes the active trader is far better equipped to profit in today’s more complex and risky markets. Long/Short Market Dynamics includes:
- A completely new technique, Comparative Quantiles Analysis, for identifying market turning points is introduced. It is based on statistical techniques that can be used to recognize money flow and price/momentum divergences that can provide substantial profit opportunities.
- Power laws, regime shifts, self-organized criticality, phase transitions, network dynamics, econophysics, algorithmic trading and other ideas from the science of complexity are examined. All are described as concretely as possible and avoiding unnecessary mathematics and formalism.
- Alpha generation, portfolio construction, hedge ratios, and beta neutral portfolios are illustrated with case studies and worked examples.
- Episodes of financial contagion are illustrated with a proposed explanation of their origins within underlying market dynamics
Book Description
How did an investment advisory firm in obscure Elkhart, Indiana, find the antidote to remain rational in the highly contagious speculative pandemic of the late 1990s? At that time the crowd of true believers, in what was to become the Great Bubble, was swelling exponentially to number in the millions as irrational exuberance reached full flower. From the ill-equipped wage earners on the factory floor deluded by slick pitches evoking images of 401(k) financial independence to the institutional investors, the fate was often the same-except for the parasites who were knowingly complicit. When the Great Bubble inevitably imploded, few were spared the financial fallout. Speculative Contagion is an insider's riveting real-time and real-money account of the inflating Bubble, accented with the genuine suspense to be found only in real-life drama. The epidemic of tech-driven lunacy gradually affected more and more feverish investors all too prone to be infected by the insidious absurdity of the times. In the midst of it all, Frank Martin found sanctuary in the treasure trove of history. As he reflected on the unremitting succession of other departures from reality in the past, along with the madness of crowds, he was able to grasp shreds of sanity, at least partially muting the Sirens' call of speculative contagion. Spared the emotional devastation and accompanying paralysis that shocking losses inevitably and cruelly visit upon the unprepared, Martin commanded the capital and the conviction to be able to step up to the plate and lay wood to the fat pitches that at last came floating his firm's way. While the path to investment success is arduous at best and assured for no one, the eye-strained yet battle-hardened reader-from student to amateur or seasoned investor to rattled professional-is forearmed by this book to face the future with a short list of foundational antidotes. Rationality is their common thread. We can thus combat the ill effects of whatever may yet come at us from the perilously unorthodox and persistently unrepentant current episode, as well as those that lie in wait beyond the horizon. With both colorful anecdotes and timely antidotes coming as thick and fast as baseballs to a hitter in batting practice, the reader is in for a delightful and eye-opening romp through an extraordinary era in U.S. financial history.
Customer Reviews:
Dispatches from the front line of investing.......2007-03-23
Every so often someone will ask me which I consider the best investments books. This is not an easy question to answer, firstly there is an enormous amount written on finance every year (much of it pure junk, of course), and secondly if you miss off someone's personal favorite they take it as a personal affront. So it was with some trepidation that I put together my ideal investors reading list. In my "modern" category (to qualify to be in this section the book must have been written within the last ten years, but have the potential to become a classic given time), I included Frank Martin's Speculative Contagion, which is a book that represents an investor's real time experience of dealing with the market. Several books could have fitted the bill; Cunningham's edited version of Buffet's letters was a front runner (The Essays of Warren Buffett), as was Chancellor's edited version of Marathon Asset Managements' views (Capital Account). However, in the end I settled on Frank Martin's Speculative Contagion. This book pulls together the annual reports that Martin had written to his clients throughout the bubble and burst years. It is source of much investment insight. I recently used Martin's trinity of risks as a basis of a better way of thinking about the nature of risk from an investment perspective. Martin's book provides us with opportunity to see exactly how bad it feels to be on the wrong side of a bubble, but also delivers insights into the discipline needed to stick to sensible investment process though thick and thin.
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Contagion in Financial Markets
Friedrich L. Sell
Manufacturer: Edward Elgar Publishing
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Binding: Hardcover
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ASIN: 1840645644 |
Book Description
This book aims to integrate the notions of contagion in epidemiology and of contagion in financial market crises to discover why emerging markets are so susceptible to financial crises.
The author first provides a brief introduction of the contagious spill-over of recent financial market crises and models the pattern of these crises. He finds that the contagion between crises in emerging markets, such as that of the crises in Russia and Brazil in 1998-1999, is explicable, despite the fact that at first sight they appear to have little in common. Finally, Professor Sell integrates these findings to outline a proposal for a `new international financial architecture'.
This groundbreaking book will be of interest to scholars of financial economics, emerging economies and international money and finance.
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Financial Crises and Contagion in Emerging Market Countries
Julia Lowell
Manufacturer: RAND Corporation
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Binding: Paperback
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ASIN: 0833026119 |
Book Description
Explores why some financial crises appear to be contagious, and why some financial markets in emerging market countries appear to be vulnerable to contagion whereas others are not.
Book Description
This digital document is a journal article from Journal of International Financial Markets, Institutions & Money, published by Elsevier in 2006. The article is delivered in HTML format and is available in your Amazon.com Media Library immediately after purchase. You can view it with any web browser.
Description:
We investigate breaks in financial spillovers between the US and eight South-East Asian capital markets before and during the 1997 Asian crisis. We construct threshold vector autoregressive models and apply novel techniques to test whether causality patterns between markets are characterized by one or two regimes. Linkages between the US and Asian markets are shown to follow the threshold model with two regimes, turmoil and tranquility, pointing to differences in cross-border return spillovers in stable and crisis periods. The causality analysis shows that spillovers between US and Asian markets become stronger in the turmoil regime.
Book Description
This digital document is a journal article from Emerging Markets Review, published by Elsevier in 2005. The article is delivered in HTML format and is available in your Amazon.com Media Library immediately after purchase. You can view it with any web browser.
Description:
This article introduces a new model to analyze financial contagion based on a modified coexceedance measure. We use the quantile regression framework to examine the occurrences and the degrees of coexceedances. Contagion is defined as the crisis-specific coexceedance not explained by the covariates for different quantiles. Our approach can identify the extent of contagion and also reveal linear and non-linear linkages between contagion and its determinants. Estimation results for daily stock index returns show that ''some'' contagion exists and is predictable within and across regions. Furthermore, contagion depends on a regional (world) market return and its volatility and is stronger for extreme negative returns than for extreme positive returns. An analysis of the evolution of coexceedances additionally reveals clusters of extremes. Finally, the computation of conditional densities shows the impact of different influence factors on the entire conditional distribution of coexceedances.
Book Description
This digital document is a journal article from Research in International Business and Finance, published by Elsevier in 2007. The article is delivered in HTML format and is available in your Amazon.com Media Library immediately after purchase. You can view it with any web browser.
Description:
Powerful earthquakes may cause heavy damage to the financial markets of individual countries (regions), and may even spillover to other countries (regions). Using 26 international stock indexes and exchange rates, this study examines whether any contagion effect occurred across financial markets after the strong earthquake in South-East Asia on December 26, 2004. Using heteroscedasticity biases based on correlation coefficients to examine the existence of the contagion effect, this study shows that no individual country stock market suffered from the contagion effect, but that the foreign exchange markets of some countries (namely India, Philippines and Hong Kong) did suffer from the contagion effect.
Book Description
This digital document is a journal article from Journal of Financial Stability, published by Elsevier in 2006. The article is delivered in HTML format and is available in your Amazon.com Media Library immediately after purchase. You can view it with any web browser.
Description:
The Russian bond default in August 1998 and the long-term capital management (LTCM) recapitalization announcement in the following month represent an unusual period of volatility in international bond markets with bond spreads increasing dramatically across the globe. Using a latent factor model and a new data set spanning bond markets across Asia, Europe and the Americas, we quantify the contribution of contagion to the spread of these two crises. The maximum amount of contagion experienced by any of the countries investigated is about 17% of total volatility in bond spreads, with the main effects due to the Russian crisis. The results also show that both emerging and developed markets experienced contagion during the period.
Book Description
This digital document is a journal article from Journal of International Economics, published by Elsevier in . The article is delivered in HTML format and is available in your Amazon.com Media Library immediately after purchase. You can view it with any web browser.
Description:
This paper investigates why financial market crises often increase the interdependence between assets associated with different countries. Two sources of increased co-movement in asset returns are considered: (i) larger common shocks operating through standard cross-country linkages and (ii) changes in the structural transmission of shocks across countries, referred to as ''shift-contagion''. To examine this issue, we develop a method for detecting shift-contagion with three notable features. First, parameters corresponding to the structural transmission of shocks across countries are identified in the presence of changing volatility regimes for the shocks. Second, the timing of changes in volatility is endogenously estimated instead of being exogenously assigned. Third, the countries in which crises originate need not be known or even included in the analysis. We apply the method to currency returns for developed countries and bond returns for emerging-market countries.
Book Description
This digital document is a journal article from Journal of International Financial Markets, Institutions & Money, published by Elsevier in 2006. The article is delivered in HTML format and is available in your Amazon.com Media Library immediately after purchase. You can view it with any web browser.
Description:
The paper is an empirical study on contagion during the 1997-1998 Asian crisis. In line with Sander and Kleimeier [Sander, H., Kleimeier, S., 2003. Contagion and causality: an empirical investigation of four Asian crisis episodes. International Financial Markets, Institution and Money 13, 171-186], Granger causality among Asian economies on sovereign debt market is tested. Using a new measure of causality, we attempt to show the existence of shift contagion defined as significant differences in cross-markets links between tranquil and crisis periods. Firstly, non-existent links during the tranquil period play a key role during the crisis. Secondly, causality directions give evidence of the major influence of the South Korean crisis which seems to prevail on investors to reassess the whole region.
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![Coexceedances in financial markets-a quantile regression analysis of contagion [An article from: Emerging Markets Review]](http://ecx.images-amazon.com/images/I/21RP2EYEKPL.jpg)
![Contagion effect in financial markets after the South-East Asia Tsunami [An article from: Research in International Business and Finance]](http://ecx.images-amazon.com/images/I/214RYPNY87L.jpg)
![Contagion in international bond markets during the Russian and the LTCM crises [An article from: Journal of Financial Stability]](http://ecx.images-amazon.com/images/I/21SABJTPPTL.jpg)
![Detecting shift-contagion in currency and bond markets [An article from: Journal of International Economics]](http://ecx.images-amazon.com/images/I/21XXCX3FGNL.jpg)