| Description |
1 online resource (xvii, 415 pages) |
| Contents |
Part I. Methods and Applications for Flow of Funds Analysis -- Tracking the Development of Flow of Funds Analysis -- Statistical Observations on the Flow of Funds of China: 1992-2017 -- The Flow of Funds Matrix and Financial Risk Measurement -- Part II. Financial Risk and External Flow of Funds -- The Structural Transformation of the External Flow of Funds Between the U.S. And China -- An Econometric Model for Observing External Flow of Funds: Focus on Japan from 1980 to 2018 -- Measuring Financial Stress and Vector Error Correction from a Global Flow of Funds Perspective -- Part III. New Challenges in Global Flow of Funds Analysis -- Measuring Global Flow of Funds: Integrated Framework, Data Sources, and Approaches -- Measuring Global Flow of Funds: Methods and Applications -- Measuring Global Flow of Funds: Dynamics of Portfolio Investment Among G-20 Countries -- Measuring the Global Flow of Funds: Focus on Cross-Border Bank Credit Among G20 Countries |
| Summary |
This book discusses the theory, methods, and applications of flow of funds analysis. The book integrates the basic principles of economic statistics, financial accounts, international finance, econometric models, and financial network analysis, providing a systematic and comprehensive introduction to the interconnection between these research fields. It thus provides the reader with the intellectual groundwork indispensable for understanding the workings and interactions of todays globalized financial markets. The main focus of the book is how to observe the flow of funds in macroeconomics, how to measure the global flow of funds (GFF), and how to use GFF data to carry out an analysis. Based on the statistical framework for measuring GFF under the System of National Accounts, the book identifies the systematic relationship of financial linkages among economic sectors and with the rest of the world while integrating data sources that include stock data, geographically broken down by country-region, and selected financial instruments. It sets out the GFF concept and constructs a GFF matrix (metadata) on a from-whom-to-whom basis within a country-by-country pattern. Lastly, an established GFF matrix table is used to conduct an empirical study including an econometric model and financial network analysis |
| Bibliography |
Includes bibliographical references |
| Notes |
Online resource; title from digital title page (viewed on October 16, 2020) |
| Subject |
Flow of funds.
|
|
Flow of funds -- Accounting.
|
|
Macroeconomics.
|
|
Management & management techniques.
|
|
Investment & securities.
|
|
Financial accounting.
|
|
Probability & statistics.
|
|
Business & Economics -- Economics -- Macroeconomics.
|
|
Business & Economics -- Insurance -- Risk Assessment & Management.
|
|
Business & Economics -- Investments & Securities.
|
|
Business & Economics -- Accounting -- Financial.
|
|
Business & Economics -- Statistics.
|
|
Diagramas de flujo
|
|
Informática de gestión
|
|
Flow of funds
|
|
Flow of funds -- Accounting
|
| Form |
Electronic book
|
| ISBN |
981157720X |
|
9789811577208 |
|
