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Macroeconomic Determinants Of European Stock Market Volatility
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Book Synopsis Stock Market Volatility by : Greg N. Gregoriou
Download or read book Stock Market Volatility written by Greg N. Gregoriou and published by CRC Press. This book was released on 2009-04-08 with total page 654 pages. Available in PDF, EPUB and Kindle. Book excerpt: Up-to-Date Research Sheds New Light on This Area Taking into account the ongoing worldwide financial crisis, Stock Market Volatility provides insight to better understand volatility in various stock markets. This timely volume is one of the first to draw on a range of international authorities who offer their expertise on market volatility in devel
Book Synopsis Financial Markets and the Real Economy by : John H. Cochrane
Download or read book Financial Markets and the Real Economy written by John H. Cochrane and published by Now Publishers Inc. This book was released on 2005 with total page 117 pages. Available in PDF, EPUB and Kindle. Book excerpt: Financial Markets and the Real Economy reviews the current academic literature on the macroeconomics of finance.
Book Synopsis Handbook Of Global Financial Markets: Transformations, Dependence, And Risk Spillovers by : Sabri Boubaker
Download or read book Handbook Of Global Financial Markets: Transformations, Dependence, And Risk Spillovers written by Sabri Boubaker and published by World Scientific. This book was released on 2019-06-27 with total page 828 pages. Available in PDF, EPUB and Kindle. Book excerpt: The objective of this handbook is to provide the readers with insights about current dynamics and future potential transformations of global financial markets. We intend to focus on four main areas: Dynamics of Financial Markets; Financial Uncertainty and Volatility; Market Linkages and Spillover Effects; and Extreme Events and Financial Transformations and address the following critical issues, but not limited to: market integration and its implications; crisis risk assessment and contagion effects; financial uncertainty and volatility; role of emerging financial markets in the global economy; role of complex dynamics of economic and financial systems; market linkages, asset valuation and risk management; exchange rate volatility and firm-level exposure; financial effects of economic, political and social risks; link between financial development and economic growth; country risks; and sovereign debt markets.
Book Synopsis Oil Price Uncertainty by : Apostolos Serletis
Download or read book Oil Price Uncertainty written by Apostolos Serletis and published by World Scientific Publishing Company Incorporated. This book was released on 2012 with total page 142 pages. Available in PDF, EPUB and Kindle. Book excerpt: The relationship between the price of oil and the level of economic activity is a fundamental issue in macroeconomics. There is an ongoing debate in the literature about whether positive oil price shocks cause recessions in the United States (and other oil-importing countries), and although there exists a vast empirical literature that investigates the effects of oil price shocks, there are relatively few studies that investigate the direct effects of uncertainty about oil prices on the real economy. The book uses recent advances in macroeconomics and financial economics to investigate the effects of oil price shocks and uncertainty about the price of oil on the level of economic activity.
Book Synopsis Global Strategies in Banking and Finance by : Dinçer, Hasan
Download or read book Global Strategies in Banking and Finance written by Dinçer, Hasan and published by IGI Global. This book was released on 2013-10-31 with total page 497 pages. Available in PDF, EPUB and Kindle. Book excerpt: "This book explores the concept of a global industry through case studies, emerging research, and interdisciplinary perspectives applicable to a variety of fields in banking and finance"--Provided by publisher.
Book Synopsis Macroeconomic Determinants of Long-term Stock Market Comovements Among Major EMS Countries by : Yin-Wong Cheung
Download or read book Macroeconomic Determinants of Long-term Stock Market Comovements Among Major EMS Countries written by Yin-Wong Cheung and published by . This book was released on 1998 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Handbook of Research on Managerial Thinking in Global Business Economics by : Dinçer, Hasan
Download or read book Handbook of Research on Managerial Thinking in Global Business Economics written by Dinçer, Hasan and published by IGI Global. This book was released on 2018-12-07 with total page 671 pages. Available in PDF, EPUB and Kindle. Book excerpt: In a highly competitive global market, companies need to equip themselves with best practices and strategies to survive. Strategic management, innovative managerial thinking, and a clear decision-making process must be utilized to boost company performance and ultimately drive the company’s success. The Handbook of Research on Managerial Thinking in Global Business Economics identifies the importance of strategic decision making in competitive environments and analyzes the impacts of managerial thinking on global financial economics. The content within this publication examines globalization, consumer behavior, and risk management. It is designed for researchers, academicians, policymakers, government officials, and managers, and covers topics centered on innovation and development within organizations.
Book Synopsis Capital Markets in Southeast Europe by : Ante Dodig
Download or read book Capital Markets in Southeast Europe written by Ante Dodig and published by Springer Nature. This book was released on 2022-09-26 with total page 271 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book considers the theme of capital markets prowess and its link with surrounding economic dexterity. It presents the story on the back of dual intertwined cornerstone pillars: The initial agenda sets the global macroeconomic context and its interplay with financial markets and sub-segment capital markets. Then the book moves to the evolvement of the inherent capital markets, from nascence to present day, and through profiling of the current operating surroundings. The latter pillar performs empirical research built upon Eugene Fama’s weak form efficiency theorem with statistical testing results further framing the comprehensive findings on five selected southeast European developing capital markets. Jointly the two parts present the first such well-documented capital markets set up complemented by wide-ranging empirical findings of inefficiency. The book introduces at first the global perspective, in which the growing globalization in the past decades has led to improved efficiencies, to faster innovation, and to greater systemic connectedness and meaningfully so by an increasing contribution from transitioning economies. Nevertheless, in higher systemic concentration there is an implied higher volatility risk and evidence has revealed dichotomous reaction through divergence in impact between the developed and the developing economies. The capital markets industry is at the forefront of financial innovation and many aspects in its function and power are a determining factor in wider socio-economic progress. The findings uncover details of market structure and role and with that this work creates significant new knowledge on the industry, and will be of particular interest to investors, taxpayers, academics, researchers, and policy makers of capital markets.
Book Synopsis High-Frequency Trading by : Irene Aldridge
Download or read book High-Frequency Trading written by Irene Aldridge and published by John Wiley and Sons. This book was released on 2009-12-22 with total page 258 pages. Available in PDF, EPUB and Kindle. Book excerpt: A hands-on guide to the fast and ever-changing world of high-frequency, algorithmic trading Financial markets are undergoing rapid innovation due to the continuing proliferation of computer power and algorithms. These developments have created a new investment discipline called high-frequency trading. This book covers all aspects of high-frequency trading, from the business case and formulation of ideas through the development of trading systems to application of capital and subsequent performance evaluation. It also includes numerous quantitative trading strategies, with market microstructure, event arbitrage, and deviations arbitrage discussed in great detail. Contains the tools and techniques needed for building a high-frequency trading system Details the post-trade analysis process, including key performance benchmarks and trade quality evaluation Written by well-known industry professional Irene Aldridge Interest in high-frequency trading has exploded over the past year. This book has what you need to gain a better understanding of how it works and what it takes to apply this approach to your trading endeavors.
Book Synopsis Modern Finance And Risk Management: Festschrift In Honour Of Hermann Locarek-junge by : Tony Klein
Download or read book Modern Finance And Risk Management: Festschrift In Honour Of Hermann Locarek-junge written by Tony Klein and published by World Scientific. This book was released on 2022-06-07 with total page 508 pages. Available in PDF, EPUB and Kindle. Book excerpt: Modern Finance and Risk Management is dedicated to our colleague, academic mentor, and adviser Professor Hermann Locarek-Junge. During his academic career, Hermann Locarek-Junge published several important contributions to the field of risk management and portfolio management and served as the chairman and board member of the German Finance Association (DGF) and the Data Science Society (Gesellschaft für Klassifikation).A short foreword by the mentors of Hermann Locarek-Junge and an introduction by the editors mark the beginning of the Festschrift. The first section on Modern Finance includes chapters on asset management, entrepreneurship, and behavioural finance. The second section on Modern Risk Management contains seven contributions covering considerations of risk measurement, risk management, and regulation. Finally, the third section includes topics on commodities and energy finance.This Festschrift comprises 20 original contributions of notable scholars in finance who have worked with Hermann Locarek-Junge over the last four decades. Due to numerous connections to practice and applications, Modern Finance and Risk Management is relevant and attractive not only to academics and researchers but also to practitioners in industry and banking.
Book Synopsis Financial Risk Tolerance: A Psychometric Review by : John E. Grable
Download or read book Financial Risk Tolerance: A Psychometric Review written by John E. Grable and published by CFA Institute Research Foundation. This book was released on 2017-06-30 with total page 27 pages. Available in PDF, EPUB and Kindle. Book excerpt: This content provides financial analysts, investment professionals, and financial planners with a review of how financial risk-tolerance tests can and should be evaluated. It begins by clarifying terms related to risk taking and is followed by a broad overview of two important measurement terms: validity and reliability. It concludes with examples for practice.
Book Synopsis Determinants of Emerging Market Sovereign Bond Spreads by : Iva Petrova
Download or read book Determinants of Emerging Market Sovereign Bond Spreads written by Iva Petrova and published by International Monetary Fund. This book was released on 2010-12-01 with total page 28 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper analyses the determimants of emerging market sovereign bond spreads by examining the short and long-run effects of fundamental (macroeconomic) and temporary (financial market) factors on these spreads. During the current global financial and economic crisis, sovereign bond spreads widened dramatically for both developed and emerging market economies. This deterioration has widely been attributed to rapidly growing public debts and balance sheet risks. Our results indicate that in the long run, fundamentals are significant determinants of emerging market sovereign bond spreads, while in the short run, financial volatility is a more important determinant of sperads than fundamentals indicators.
Book Synopsis Macro-economic Determinants of International Migration in Europe by : Roel Peter Wilhelmina Jennissen
Download or read book Macro-economic Determinants of International Migration in Europe written by Roel Peter Wilhelmina Jennissen and published by Rozenberg Publishers. This book was released on 2004 with total page 225 pages. Available in PDF, EPUB and Kindle. Book excerpt: Discusses macro-economic determinants of international migration in Europe
Book Synopsis Economics of Sovereign Wealth Funds by : Mr.Udaibir S. Das
Download or read book Economics of Sovereign Wealth Funds written by Mr.Udaibir S. Das and published by International Monetary Fund. This book was released on 2010-12-09 with total page 330 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book covers a wide range of topics of relevance to policymakers in countries that have sovereign wealth funds (SWFs) and those that receive SWF investments. Renowned experts in the field have contributed chapters. The book is organized around four themes: (1) the role and macrofinancial linkages of SWFs, (2) institutional factors, (3) investment approaches and financial markets, and (4) the postcrisis outlook. The book also discusses the challenges facing sovereign wealth funds in the coming years, from an inside perspective on countries, including Canada, Chile, China, Norway, Russia, and New Zealand. Economics of Sovereign Wealth Funds will contribute to a further understanding of the nature, strategies and behavior of SWFs and the environment in which they operate, as their importance is likely to grow in the coming years.
Book Synopsis Financial Mathematics, Volatility and Covariance Modelling by : Julien Chevallier
Download or read book Financial Mathematics, Volatility and Covariance Modelling written by Julien Chevallier and published by Routledge. This book was released on 2019-06-28 with total page 381 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides an up-to-date series of advanced chapters on applied financial econometric techniques pertaining the various fields of commodities finance, mathematics & stochastics, international macroeconomics and financial econometrics. Financial Mathematics, Volatility and Covariance Modelling: Volume 2 provides a key repository on the current state of knowledge, the latest debates and recent literature on financial mathematics, volatility and covariance modelling. The first section is devoted to mathematical finance, stochastic modelling and control optimization. Chapters explore the recent financial crisis, the increase of uncertainty and volatility, and propose an alternative approach to deal with these issues. The second section covers financial volatility and covariance modelling and explores proposals for dealing with recent developments in financial econometrics This book will be useful to students and researchers in applied econometrics; academics and students seeking convenient access to an unfamiliar area. It will also be of great interest established researchers seeking a single repository on the current state of knowledge, current debates and relevant literature.
Book Synopsis Financial and Macroeconomic Connectedness by : Francis X. Diebold
Download or read book Financial and Macroeconomic Connectedness written by Francis X. Diebold and published by Oxford University Press. This book was released on 2015-02-03 with total page 285 pages. Available in PDF, EPUB and Kindle. Book excerpt: Connections among different assets, asset classes, portfolios, and the stocks of individual institutions are critical in examining financial markets. Interest in financial markets implies interest in underlying macroeconomic fundamentals. In Financial and Macroeconomic Connectedness, Frank Diebold and Kamil Yilmaz propose a simple framework for defining, measuring, and monitoring connectedness, which is central to finance and macroeconomics. These measures of connectedness are theoretically rigorous yet empirically relevant. The approach to connectedness proposed by the authors is intimately related to the familiar econometric notion of variance decomposition. The full set of variance decompositions from vector auto-regressions produces the core of the 'connectedness table.' The connectedness table makes clear how one can begin with the most disaggregated pair-wise directional connectedness measures and aggregate them in various ways to obtain total connectedness measures. The authors also show that variance decompositions define weighted, directed networks, so that these proposed connectedness measures are intimately related to key measures of connectedness used in the network literature. After describing their methods in the first part of the book, the authors proceed to characterize daily return and volatility connectedness across major asset (stock, bond, foreign exchange and commodity) markets as well as the financial institutions within the U.S. and across countries since late 1990s. These specific measures of volatility connectedness show that stock markets played a critical role in spreading the volatility shocks from the U.S. to other countries. Furthermore, while the return connectedness across stock markets increased gradually over time the volatility connectedness measures were subject to significant jumps during major crisis events. This book examines not only financial connectedness, but also real fundamental connectedness. In particular, the authors show that global business cycle connectedness is economically significant and time-varying, that the U.S. has disproportionately high connectedness to others, and that pairwise country connectedness is inversely related to bilateral trade surpluses.
Author :Compiled by the British Library of Political and Economic Science Publisher :Psychology Press ISBN 13 :9780415240093 Total Pages :660 pages Book Rating :4.2/5 (4 download)
Book Synopsis Ibss: Economics: 1999 by : Compiled by the British Library of Political and Economic Science
Download or read book Ibss: Economics: 1999 written by Compiled by the British Library of Political and Economic Science and published by Psychology Press. This book was released on 2000-12-07 with total page 660 pages. Available in PDF, EPUB and Kindle. Book excerpt: IBSS is the essential tool for librarians, university departments, research institutions and any public or private institution whose work requires access to up-to-date and comprehensive knowledge of the social sciences
