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Dynamic Co Movements Of Stock Market Returns Implied Volatility And Policy Uncertainty
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Book Synopsis Dynamic Co-Movements of Stock Market Returns, Implied Volatility and Policy Uncertainty by : Nikolaos Antonakakis
Download or read book Dynamic Co-Movements of Stock Market Returns, Implied Volatility and Policy Uncertainty written by Nikolaos Antonakakis and published by . This book was released on 2014 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: We examine time-varying correlations among stock market returns, implied volatility and policy uncertainty. Our findings suggest that correlations are indeed time-varying and sensitive to oil demand shocks and US recessions.
Book Synopsis Geopolitical Risk on Stock Returns: Evidence from Inter-Korea Geopolitics by : Seungho Jung
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.
Book Synopsis From Physics to Econophysics and Back: Methods and Insights by : Siew Ann Cheong
Download or read book From Physics to Econophysics and Back: Methods and Insights written by Siew Ann Cheong and published by Frontiers Media SA. This book was released on 2022-07-06 with total page 341 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Risks written by Mogens Steffensen and published by MDPI. This book was released on 2021-06-03 with total page 170 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a collection of feature articles published in Risks in 2020. They were all written by experts in their respective fields. In these articles, they all develop and present new aspects and insights that can help us to understand and cope with the different and ever-changing aspects of risks. In some of the feature articles the probabilistic risk modeling is the central focus, whereas impact and innovation, in the context of financial economics and actuarial science, is somewhat retained and left for future research. In other articles it is the other way around. Ideas and perceptions in financial markets are the driving force of the research but they do not necessarily rely on innovation in the underlying risk models. Together, they are state-of-the-art, expert-led, up-to-date contributions, demonstrating what Risks is and what Risks has to offer: articles that focus on the central aspects of insurance and financial risk management, that detail progress and paths of further development in understanding and dealing with...risks. Asking the same type of questions (which risk allocation and mitigation should be provided, and why?) creates value from three different perspectives: the normative perspective of market regulator; the existential perspective of the financial institution; the phenomenological perspective of the individual consumer or policy holder.
Book Synopsis Quantitative Methods for Economics and Finance by : J.E. Trinidad-Segovia
Download or read book Quantitative Methods for Economics and Finance written by J.E. Trinidad-Segovia and published by MDPI. This book was released on 2021-02-12 with total page 418 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a collection of papers for the Special Issue “Quantitative Methods for Economics and Finance” of the journal Mathematics. This Special Issue reflects on the latest developments in different fields of economics and finance where mathematics plays a significant role. The book gathers 19 papers on topics such as volatility clusters and volatility dynamic, forecasting, stocks, indexes, cryptocurrencies and commodities, trade agreements, the relationship between volume and price, trading strategies, efficiency, regression, utility models, fraud prediction, or intertemporal choice.
Book Synopsis Advances in Time Series Data Methods in Applied Economic Research by : Nicholas Tsounis
Download or read book Advances in Time Series Data Methods in Applied Economic Research written by Nicholas Tsounis and published by Springer. This book was released on 2018-12-12 with total page 560 pages. Available in PDF, EPUB and Kindle. Book excerpt: This conference proceedings volume presents advanced methods in time series estimation models that are applicable various areas of applied economic research such as international economics, macroeconomics, microeconomics, finance economics and agricultural economics. Featuring contributions presented at the 2018 International Conference on Applied Economics (ICOAE) held in Warsaw, Poland, this book presents contemporary research using applied econometric method for analysis as well as country specific studies with potential implications on economic policy. Applied economics is a rapidly growing field of economics that combines economic theory with econometrics to analyse economic problems of the real world usually with economic policy interest. ICOAE is an annual conference started in 2008 with the aim to bring together economists from different fields of applied economic research in order to share methods and ideas. Approximately 150 papers are submitted each year from about 40 countries around the world. The goal of the conference and the enclosed papers is to allow for an exchange of experiences with different applied econometric methods and to promote joint initiatives among well-established economic fields such as finance, agricultural economics, health economics, education economics, international trade theory and management and marketing strategies. Featuring global contributions, this book will be of interest to researchers, academics, professionals and policy makers in the field of applied economics and econometrics.
Book Synopsis Proceedings of the 2nd International Conference on Business and Policy Studies by : Canh Thien Dang
Download or read book Proceedings of the 2nd International Conference on Business and Policy Studies written by Canh Thien Dang and published by Springer Nature. This book was released on 2023-10-07 with total page 1874 pages. Available in PDF, EPUB and Kindle. Book excerpt: This proceedings volume contains papers accepted by the 2nd International Conference on Business and Policy Studies (CONF-BPS 2023), which are carefully selected and reviewed by professional reviewers from corresponding research fields and the editorial team of the conference. This volume presents the latest research achievements, inspirations, and applications in applied economy, finance, enterprise management, public administration, and policy studies. CONF-BPS 2023 was a hybrid conference that includes several workshops (offline and online) around the world in Cardiff (Jan, 2023), London(Feb, 2023) and Sydney (Feb, 2023). Prof. Canh Thien Dang from King's College London, Prof. Arman Eshraghi from Cardiff Business School, and Prof. Kristle Romero Cortés from UNSW Business School have chaired those offline workshop.
Book Synopsis Economic Policy Uncertainty and the Indian Economy by : Raktim Ghosh
Download or read book Economic Policy Uncertainty and the Indian Economy written by Raktim Ghosh and published by Emerald Group Publishing. This book was released on 2023-01-30 with total page 193 pages. Available in PDF, EPUB and Kindle. Book excerpt: As businesses, consumers, and investors make key financial decisions amid Economic Policy Uncertainty (EPU), there is the danger that many might freeze investment projects and hiring, leading to contractions of the economy. This book examines this and makes important recommendations.
Book Synopsis Behavioral Predictive Modeling in Economics by : Songsak Sriboonchitta
Download or read book Behavioral Predictive Modeling in Economics written by Songsak Sriboonchitta and published by Springer Nature. This book was released on 2020-08-05 with total page 445 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents both methodological papers on and examples of applying behavioral predictive models to specific economic problems, with a focus on how to take into account people's behavior when making economic predictions. This is an important issue, since traditional economic models assumed that people make wise economic decisions based on a detailed rational analysis of all the relevant aspects. However, in reality – as Nobel Prize-winning research has shown – people have a limited ability to process information and, as a result, their decisions are not always optimal. Discussing the need for prediction-oriented statistical techniques, since many statistical methods currently used in economics focus more on model fitting and do not always lead to good predictions, the book is a valuable resource for researchers and students interested in the latest results and challenges and for practitioners wanting to learn how to use state-of-the-art techniques.
Book Synopsis Cryptofinance and Mechanisms of Exchange by : Stéphane Goutte
Download or read book Cryptofinance and Mechanisms of Exchange written by Stéphane Goutte and published by Springer Nature. This book was released on 2020-01-03 with total page 202 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book describes how the rapid advancement in encryption and network computing gave birth to new tools and products that have influenced the local and global economy alike. One recent and notable example is the emergence of virtual currencies (such as Bitcoin) also known as cryptocurrencies. Virtual currencies introduced a fundamental transformation that affected the way goods, services and assets are exchanged. As a result of its distributed ledgers based on blockchain, cryptocurrencies not only offer some unique advantages to the economy, investors, and consumers, but also pose considerable risks to users and challenges for regulators when fitting the new technology into the old legal framework. The core of this proposed book is to present and discuss the evidence on financial asset capabilities of virtual currencies. The contributors of this volume analyze several interesting and timely issues such as the particularities of virtual currencies and their statistical characteristics; the diversification benefits of virtual currencies; the behavior and dependence structure between virtual currencies and the financial markets; the economic implications of virtual currencies, their effects, their price risk, and contagion spillovers in a unified and comprehensive framework; the future of virtual currencies and their distributed ledgers technology.
Author :Management Association, Information Resources Publisher :IGI Global ISBN 13 :1668474611 Total Pages :1953 pages Book Rating :4.6/5 (684 download)
Book Synopsis Research Anthology on Macroeconomics and the Achievement of Global Stability by : Management Association, Information Resources
Download or read book Research Anthology on Macroeconomics and the Achievement of Global Stability written by Management Association, Information Resources and published by IGI Global. This book was released on 2022-08-05 with total page 1953 pages. Available in PDF, EPUB and Kindle. Book excerpt: The COVID-19 pandemic has shocked economies around the world and created an era of global instability. As the pandemic comes to a close, it is essential to examine global economies in order to achieve and maintain global stability. By maintaining global stability, the world may be prepared for future economic shocks. The Research Anthology on Macroeconomics and the Achievement of Global Stability discusses the emerging opportunities, challenges, and strategies within the field of macroeconomics. It features advancements in the field that encourage global economic stability. Covering topics such as Islamic banking, international trade, and Econophysics, this major reference work is an ideal resource for economists, government leaders and officials, business leaders and executives, finance professionals, students and educators of higher education, librarians, researchers, and academicians.
Book Synopsis Handbook of the Fundamentals of Financial Decision Making by : Leonard C. MacLean
Download or read book Handbook of the Fundamentals of Financial Decision Making written by Leonard C. MacLean and published by World Scientific. This book was released on 2013 with total page 941 pages. Available in PDF, EPUB and Kindle. Book excerpt: This handbook in two parts covers key topics of the theory of financial decision making. Some of the papers discuss real applications or case studies as well. There are a number of new papers that have never been published before especially in Part II.Part I is concerned with Decision Making Under Uncertainty. This includes subsections on Arbitrage, Utility Theory, Risk Aversion and Static Portfolio Theory, and Stochastic Dominance. Part II is concerned with Dynamic Modeling that is the transition for static decision making to multiperiod decision making. The analysis starts with Risk Measures and then discusses Dynamic Portfolio Theory, Tactical Asset Allocation and Asset-Liability Management Using Utility and Goal Based Consumption-Investment Decision Models.A comprehensive set of problems both computational and review and mind expanding with many unsolved problems are in an accompanying problems book. The handbook plus the book of problems form a very strong set of materials for PhD and Masters courses both as the main or as supplementary text in finance theory, financial decision making and portfolio theory. For researchers, it is a valuable resource being an up to date treatment of topics in the classic books on these topics by Johnathan Ingersoll in 1988, and William Ziemba and Raymond Vickson in 1975 (updated 2 nd edition published in 2006).
Book Synopsis Credible Asset Allocation, Optimal Transport Methods, and Related Topics by : Songsak Sriboonchitta
Download or read book Credible Asset Allocation, Optimal Transport Methods, and Related Topics written by Songsak Sriboonchitta and published by Springer Nature. This book was released on 2022-07-29 with total page 762 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book describes state-of-the-art economic ideas and how these ideas can be (and are) used to make economic decision (in particular, to optimally allocate assets) and to gauge the results of different economic decisions (in particular, by using optimal transport methods). Special emphasis is paid to machine learning techniques (including deep learning) and to different aspects of quantum econometrics—when quantum physics and quantum computing models are techniques are applied to study economic phenomena. Applications range from more traditional economic areas to more non-traditional topics such as economic aspects of tourism, cryptocurrencies, telecommunication infrastructure, and pandemic. This book helps student to learn new techniques, practitioners to become better knowledgeable of the state-of-the-art econometric techniques, and researchers to further develop these important research directions
Book Synopsis Handbook of Research on the Impacts and Implications of COVID-19 on the Tourism Industry by : Demir, Mahmut
Download or read book Handbook of Research on the Impacts and Implications of COVID-19 on the Tourism Industry written by Demir, Mahmut and published by IGI Global. This book was released on 2021-06-25 with total page 906 pages. Available in PDF, EPUB and Kindle. Book excerpt: The tourism sector has been deeply affected particularly in economic terms by the COVID-19 pandemic. This crisis has led to new practices and radical changes. Scientists emphasize that mankind will face pandemics more frequently in the forthcoming years. Thus, it is important to understand the negative impacts the COVID-19 pandemic had on the tourism sector as well as the measures that were and are being put in place to protect the industry during future outbreaks. The Handbook of Research on the Impacts and Implications of COVID-19 on the Tourism Industry is a comprehensive reference source that reflects upon the evaluations of the experienced and ongoing pandemic crisis in the context of the tourism sector. The positive and negative effects experienced by tourism employees and tourists are examined, and post-pandemic processes and business practices are evaluated. Covering topics including consumer rights in tourism, dynamic changes in the tourism industry, and employment in tourism, this book is suitable for travel agencies, restaurateurs, hotel managers, brand managers, marketers, advertisers, managers, executives, hospitality personnel, policymakers, government officials, tourism practitioners, students, academicians, and researchers seeking the latest sustainable policies and practices that are being utilized to increase the productivity of the tourism sector and will allow it to thrive in the years to come.
Book Synopsis Advances in Pacific Basin Business, Economics and Finance by : Cheng-Few Lee
Download or read book Advances in Pacific Basin Business, Economics and Finance written by Cheng-Few Lee and published by Emerald Group Publishing. This book was released on 2021-07-22 with total page 194 pages. Available in PDF, EPUB and Kindle. Book excerpt: Advances in Pacific Basin Business, Economics, and Finance is an annual publication designed to focus on interdisciplinary research in finance, economics, accounting and management among Pacific Rim countries. All articles published have been reviewed and recommended by at least two members of the editorial board.
Book Synopsis Recent Advances and Applications in Alternative Investments by : Zopounidis, Constantin
Download or read book Recent Advances and Applications in Alternative Investments written by Zopounidis, Constantin and published by IGI Global. This book was released on 2020-02-07 with total page 385 pages. Available in PDF, EPUB and Kindle. Book excerpt: In recent years, there has been a swell of investment opportunities in contemporary asset classes that have gained considerable attention, including cryptocurrencies, hedge funds, and private equity. These alternative investments provide the opportunity to enhance the diversification of financial portfolios and harvest risk premiums that traditional assets like stocks and bonds fail to provide. The emergence of these new properties has created the need to further understand the mechanics, risks, and returns of alternative investments. Recent Advances and Applications in Alternative Investments is a pivotal reference source that provides vital research on the emergence and development of complementary asset classes in the field of finance and investment. While highlighting topics such as carbon emission markets, renewable energy, and digital currencies, this publication explores modern investment strategies as well as the latest products and new types of risk. This book is ideally designed for managers, strategists, accountants, financial professionals, economists, brokers, investors, business practitioners, policymakers, researchers, and academicians seeking current research on contemporary developments in investment strategies and alternative assets.
Book Synopsis Banking and Finance Issues in Emerging Markets by : William A. Barnett
Download or read book Banking and Finance Issues in Emerging Markets written by William A. Barnett and published by Emerald Group Publishing. This book was released on 2018-10-04 with total page 320 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book features technical portrayals of today’s constantly developing banking issues; including stock market contagion, the impact of internet technology (IT) and financial innovation on stock markets, and a perspective on the loan puzzle in emerging markets.
