Nonlinear Modeling of Economic and Financial Time-Series -- Copyright page -- Contents -- List of Contributors -- Editorial Advisory Board Members -- About the Series -- Introduction -- Acknowledgement -- Chapter 1. Collateralizable Wealth, Asset Returns, and Systemic Risk: International Evidence -- 1. Introduction -- 2. Literature Review -- 3. Theoretical Framework and Empirical Approach -- 4. Results -- 5. Robustness Analysis -- 6. Does Systemic Risk Matterquest -- 7. Conclusion -- Acknowledgments -- References -- Chapter 2. Nonlinear Stock Market Links between Mexico and the World -- 1. Introduction -- 2. What does the Literature Sayquest -- 3. Nonlinear Time-Varying Financial Integration -- 4. Empirical Results -- 5. Conclusion -- Appendix -- References -- Chapter 3. Dynamic Linkages between Global Macro Hedge Funds and Traditional Financial Assets -- 1. Introduction -- 2. Data and Descriptive Statistics -- 3. Methodology and Empirical Results -- 4. Concluding Remarks -- Acknowledgments -- References -- Chapter 4. Copula Theory Applied to Hedge Funds Dependence Structure Determination -- 1. Introduction -- 2. Notions about Copula Theory -- 3. Goodness-of-Fit Tests for Copulas -- 4. Empirical Illustration -- 5. Conclusion -- References -- Chapter 5. European Exchange Rate Credibility: An Empirical Analysis -- 1. Introduction and Motivation -- 2. Data and Methodology -- 3. Econometric Results -- 4. Conclusion -- Acknowledgments -- References -- Chpater 6. Oil Prices and Exchange Rates: Some New Evidence Using Linear and Nonlinear Models -- 1. Introduction -- 2. Data and Preliminary Results -- 3. Empirical Results -- 4. Conclusion -- References -- Chapter 7. Sources of European Growth Externalities: A Two-Step Approach -- 1. Introduction -- 2. Long-Run Elasticity of Income Per Capita -- 3. Explanatory Models of Economic Interdependencies.

4. Results of Estimation -- 5. Conclusion -- Acknowledgments -- Appendix A Unit root tests -- Appendix B Cointegration tests -- References -- Chapter 8. Alternative Methods for Forecasting GDP -- 1. Introduction -- 2. Theoretical Result -- 3. Forecasting Euro Area GDP -- 4. Conclusion -- Acknowledgments -- Appendix. Euro Area Monthly Indicators -- References -- Chapter 9. GARCH Models with CPPI Application -- 1. Introduction -- 2. Dependent Returns (ARCH-Type Models) -- 3. Several GARCH Models -- 4. CPPI Application -- 5. Determination of the Multiple -- 6. Application of the Variable Multiple to the S&P500 -- 7. Conclusion -- References.