Download or read book Asia Pacific Financial Markets written by Suk-Joong Kim and published by Elsevier. This book was released on 2007-12-12 with total page 537 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume of "International Finance Review" focuses on the Asia-Pacific financial markets. A total of 22 original papers, not published elsewhere, have been selected from a competitive field. These papers utilize a variety of methods, including theoretical, empirical and qualitative to highlight a range of issues across the region. Several papers offer combinations of these different categories and among the empirical papers, there are a wide variety of datasets analyzed. While China does play a significant part in the analysis of five of the papers in this volume (this is to be expected given its importance in the region), a host of other countries are also considered. This ensures the volume is truly international in its scope. These papers each serve to contribute to the knowledge on a particular issue related to the financial markets within this region and for this volume, three main issues have been identified: integration, innovation and challenges. Articles are contributed by experts in their fields. It is truly international in scope.

Download or read book Nonlinear Financial Econometrics Markov Switching Models Persistence and Nonlinear Cointegration written by Greg N. Gregoriou and published by Springer. This book was released on 2010-12-08 with total page 214 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book proposes new methods to value equity and model the Markowitz efficient frontier using Markov switching models and provide new evidence and solutions to capture the persistence observed in stock returns across developed and emerging markets.

Download or read book Machine Learning for Econometrics and Related Topics written by Vladik Kreinovich and published by Springer Nature. This book was released on with total page 491 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Macroeconomic Linkages Between Hong Kong and Mainland China written by Hans GENBERY and published by City University of HK Press. This book was released on 2008-07-01 with total page 345 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume sheds light on the important policy issues facing both Hong Kong and the Mainland, including how resilient the Hong Kong economy is against external shocks, how large portfolio capital outflows from China will be once its capital account is liberalized, and in what ways fund flows between Hong Kong and the Mainland affect Hong Kong’s monetary and financial conditions. With 11 essays, this monograph can be divided into 2 parts. Part I studies the “real” linkages between Hong Kong and the Mainland, while Part II focuses on the financial linkages. A detailed introduction written by the editors will serve as a non-technical summary of the essays. Published by City University of Hong Kong Press. 香港城市大學出版社出版。

Download or read book Macroeconometric Methods written by Pami Dua and published by Springer Nature. This book was released on 2023-04-08 with total page 394 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides empirical applications of macroeconometric methods through discussions on key issues in the Indian economy. It deals with issues of topical relevance in the arena of macroeconomics. The aim is to apply time series and financial econometric methods to macroeconomic issues of an emerging economy such as India. The data sources are given in each chapter, and students and researchers may replicate the analyses.The book is divided into three parts—Part I: Macroeconomic Modelling and Policy; Part II: Forecasting the Indian Economy and Part III: Business Cycles and Global Crises. It provides a holistic understanding of the techniques with each chapter delving into a relevant issue analysed using appropriate methods—Chapter 1: Introduction; Chapter 2: Macroeconomic Modelling and Bayesian Methods; Chapter 3: Monetary Policy Framework in India; Chapter 4: Determinants of Yields on Government Securities in India; Chapter 5: Monetar y Transmission in the Indian Economy; Chapter 6: India’s Bilateral Export Growth and Exchange Rate Volatility: A Panel GMM Approach; Chapter 7: Aggregate and Sectoral Productivity Growth in the Indian Economy: Analysis and Determinants; Chapter 8: Forecasting the INR/USD Exchange Rate: A BVAR Framework; Chapter 9: Forecasting India’s Inflation in a Data-Rich Environment: A FAVAR Study; Chapter 10: A Structural Macroeconometric Model for India; Chapter 11: International Synchronization of Growth Rate Cycles: An Analysis in Frequency Domain; Chapter 12: Inter-Linkages Between Asian and U.S. Stock Market Returns: A Multivariate GARCH Analysis; Chapter 13: The Increasing Synchronization of International Recessions. Since the selection of issues is from macroeconomic aspects of the Indian economy, the book has wide applications and is useful for students and researchers of fields such as applied econometrics, time series econometrics, financial econometrics, forecasting methods and macroeconomics.

Download or read book Predicting Market Returns in Financial Crisis written by Dr. Harish Handa and published by Bharti Publications. This book was released on 2017-11-08 with total page 57 pages. Available in PDF, EPUB and Kindle. Book excerpt: Predicting quality returns is very important to quality valuation models, portfolio choice, possibility valuation, and value-at-risk forecasts, however there’s an enormous discussion regarding whether or not stock returns are inevitable the least bit. Predicting stock returns in rising markets has recently attracted the eye of investors and lecturers. For international investors, rising equity markets hold the likelihood of high returns with low correlations with those of developed markets. Rising markets additionally carry higher risks; but, they’re usually mirrored in extreme value movements which will correspond to promote corrections, exchange crashes, bond market collapses, or interchange crises. within the past fifteen years, rising markets have practiced episodes of high and low equity performance. Currency values have frequently depreciated against the U.S. dollar, and economic policies have undergone profound changes. Huge privatization of once state-owned enterprises are undertaken, economic stabilization programs are enacted across the region, and markets are opened to foreign investment. Foreign portfolio capital has poured into the region, and therefore the size of the region’s markets has full-grown sharply. The Spanish American and East Asian money crises, that erupted throughout the Nineteen Nineties, is also seen as serious and difficult economic events. reflective the importance of geographic region and East Asia within the world economy, their crises had severe regional and worldwide implications, like right smart depreciations of national currencies and a pointy come by stock indexes. Thus, in recent years, interest within the reciprocality of exchanges has hyperbolic. The connections between rising and developed markets are the topic of in depth analysis work whether or not there area unit common trends among the stock costs of rising markets and people of developed countries, like the us and Japan. The book is an endeavor to look at the inhume relationship of market come back money and Financila crisis.

Download or read book Handbook of Quantitative Finance and Risk Management written by Cheng-Few Lee and published by Springer Science & Business Media. This book was released on 2010-06-14 with total page 1700 pages. Available in PDF, EPUB and Kindle. Book excerpt: Quantitative finance is a combination of economics, accounting, statistics, econometrics, mathematics, stochastic process, and computer science and technology. Increasingly, the tools of financial analysis are being applied to assess, monitor, and mitigate risk, especially in the context of globalization, market volatility, and economic crisis. This two-volume handbook, comprised of over 100 chapters, is the most comprehensive resource in the field to date, integrating the most current theory, methodology, policy, and practical applications. Showcasing contributions from an international array of experts, the Handbook of Quantitative Finance and Risk Management is unparalleled in the breadth and depth of its coverage. Volume 1 presents an overview of quantitative finance and risk management research, covering the essential theories, policies, and empirical methodologies used in the field. Chapters provide in-depth discussion of portfolio theory and investment analysis. Volume 2 covers options and option pricing theory and risk management. Volume 3 presents a wide variety of models and analytical tools. Throughout, the handbook offers illustrative case examples, worked equations, and extensive references; additional features include chapter abstracts, keywords, and author and subject indices. From "arbitrage" to "yield spreads," the Handbook of Quantitative Finance and Risk Management will serve as an essential resource for academics, educators, students, policymakers, and practitioners.

Download or read book Price Interdependence Among Equity Markets in the Asia Pacific Region written by Eduardo Roca and published by Routledge. This book was released on 2020-11-26 with total page 115 pages. Available in PDF, EPUB and Kindle. Book excerpt: This title was first published in 2000: An investigation of the issue of financial markets interdependence or integration through the application of recently developed and powerful techniques in time series econometrics. The text provides coverage of theoretical analysis and applications in the context of the Asia-Pacific region.

Download or read book Geopolitical Risk on Stock Returns Evidence from Inter Korea Geopolitics written by Seungho Jung and published by International Monetary Fund. This book was released on 2021-10-22 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt: We investigate how corporate stock returns respond to geopolitical risk in the case of South Korea, which has experienced large and unpredictable geopolitical swings that originate from North Korea. To do so, a monthly index of geopolitical risk from North Korea (the GPRNK index) is constructed using automated keyword searches in South Korean media. The GPRNK index, designed to capture both upside and downside risk, corroborates that geopolitical risk sharply increases with the occurrence of nuclear tests, missile launches, or military confrontations, and decreases significantly around the times of summit meetings or multilateral talks. Using firm-level data, we find that heightened geopolitical risk reduces stock returns, and that the reductions in stock returns are greater especially for large firms, firms with a higher share of domestic investors, and for firms with a higher ratio of fixed assets to total assets. These results suggest that international portfolio diversification and investment irreversibility are important channels through which geopolitical risk affects stock returns.

Download or read book The Evolving Role of Asia In Global Finance written by Yin-Wong Cheung and published by Emerald Group Publishing. This book was released on 2011-03-10 with total page 447 pages. Available in PDF, EPUB and Kindle. Book excerpt: The process of Asia's rise to a position of eminence in global finance has accelerated in the wake of the international financial crisis. This volume intends to explore and understand the dynamics created by this process of transition.

Download or read book Proceedings of the International Conference on Computing Mathematics and Statistics iCMS 2015 written by Abd-Razak Ahmad and published by Springer. This book was released on 2016-11-24 with total page 317 pages. Available in PDF, EPUB and Kindle. Book excerpt: This proceedings volume consists of refereed papers presented at the Second International Conference on Computing, Mathematics and Statistics (iCMS 2015) held in Langkawi, Malaysia in November 2015. Divided into three sections - Computer Science, Mathematics and Statistics - the book includes both quantitative and qualitative research that confronts current societal issues. Within the main sections, the book also covers education based research works and the applications of computer and mathematical sciences in social science, business, industries and the life and hard sciences. Drawing on the theme Bridging Research Endeavor on Computing, Mathematics and Statistics, each of the conference papers are carefully selected and edited to cater to readers from diverse applied and social sciences backgrounds. The book allows for the contemplation and reflection on the possibility of the knowledge growth and knowledge sharing in building a better world for future generations.

Download or read book Studies in Accounting and Finance written by Arun Kumar Basu and published by Pearson Education India. This book was released on 2013-08 with total page 304 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Studies in Accounting and Finance Contemporary Issues and Debates written by Basu and Saha and published by Pearson Education India. This book was released on 2010 with total page 300 pages. Available in PDF, EPUB and Kindle. Book excerpt: Studies in Accounting and Finance: Contemporary Issues and Debates, useful for business executives, accounting and finance practitioners, researchers, and students discusses contemporary issues in accounting and finance. Topics discussed include globalization of accounting standards, accounting for financial instruments, fair value accounting, accounting for intangibles, corporate governance and accounting, accounting for social and environmental costs, accounting for employee stock option plans, obstacles to the development of high-quality accounting standards, small company reporting, accounting ethics, technology reporting, and global economic meltdown.

Download or read book Linear and Non Linear Financial Econometrics written by Mehmet Terzioğlu and published by BoD – Books on Demand. This book was released on 2021-03-17 with total page 339 pages. Available in PDF, EPUB and Kindle. Book excerpt: The importance of experimental economics and econometric methods increases with each passing day as data quality and software performance develops. New econometric models are developed by diverging from earlier cliché econometric models with the emergence of specialized fields of study. This book, which is expected to be an extensive and useful reference by bringing together some of the latest developments in the field of econometrics, also contains quantitative examples and problem sets. We thank all the authors who contributed to this book with their studies that provide extensive and accessible explanations of the existing econometric methods.

Download or read book Banking and Capital Markets written by Lloyd Patrick Blenman and published by World Scientific. This book was released on 2010 with total page 445 pages. Available in PDF, EPUB and Kindle. Book excerpt: Ch. 1. Value-at-risk disclosures and the implications on bank stakeholders / Jason Ball and Victor Fang -- ch. 2. Ex-ante versus ex-post regulation of bank capital / Arup Daripa and Simone Varotto -- ch. 3. Effects of international interbank loans on twin crises / Erhan Uluceviz and Levent Yildiran -- ch. 4. International transmission effects of volatility between financial markets in the G-7 since the introduction of the Euro / Lucia Morales -- ch. 5. Country-of-origin determinants of value creation in international joint ventures : a comparison of Hong Kong and U.S. investments in China / Usha R. Mittoo, Dennis Chung and Zhou Zhang -- ch. 6. Maturity transformation strategies and interest rate risk of financial institutions : evidence from the German market / Hendrik Scholz, Stephan Simon and Marco Wilkens -- ch. 7. Asymmetries in the market price of risk : evidence from Latin America / Gokce Soydemir, Rahul Verma and Jose Moreno -- ch. 8. Corporate governance institutions as signaling and commitment devices / Angelo Baglioni -- ch. 9. Managing the costs of issuing common equity : the role of registration choice / Jennifer E. Bethel and Laurie Krigman -- ch. 10. The impact of arrangers and buyout sponsors on loan pricing in LBOs : a cross border study / Kenneth Daniels and Irwin Morgan -- ch. 11. Ownership control and valuation changes for earning announcements around U.S. Cross-listings by Canadian firms / Lawrence Kryzanowski and Arturo Rubalcava -- ch. 12. Analysis of the investment potential and inflation-hedging ability of precious metals / James R. McCown and John R. Zimmerman -- ch. 13. Corporate governance and ownership structure in emerging markets : evidence from Latin America / Diego Cueto -- ch. 14. Asymmetric impact of news on stock return volatility / Joon-Young Song

Download or read book Mathematical Finance with Applications written by Wing-Keung Wong and published by MDPI. This book was released on 2020-12-07 with total page 232 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mathematical finance plays a vital role in many fields within finance and provides the theories and tools that have been widely used in all areas of finance. Knowledge of mathematics, probability, and statistics is essential to develop finance theories and test their validity through the analysis of empirical, real-world data. For example, mathematics, probability, and statistics could help to develop pricing models for financial assets such as equities, bonds, currencies, and derivative securities.

Download or read book Financial Linkages Remittances and Resource Dependence in East Asia written by Takuji E. T. Al KINKYO and published by World Scientific. This book was released on 2016-01-06 with total page 232 pages. Available in PDF, EPUB and Kindle. Book excerpt: "The purpose of this book is to empirically analyse the multifaceted nature of financial linkages in East Asia and to discuss the key policy challenges faced by the region's economies. Although the emphasis is placed on East Asia, some of the chapters cover a broader area of countries depending on the aim of the study. Particular areas of focus in these studies include: the evolution of cross-border financial linkages in East Asia; long-run economic consequences of remittance inflows and natural resource dependence; and policy priorities for the financial integration and management of resource-rich economies."--