The Dynamics Of Stock Market Volatility An Analysis Of Spillover Effect In Asian Market

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The Dynamics of Stock Market Volatility An Analysis of Spillover Effect in Asian Market

Author : Shah Arjun
Publisher : Arjun Shah
ISBN 13 : 9784939733451
Total Pages : 0 pages
Book Rating : 4.7/5 (334 download)

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Book Synopsis The Dynamics of Stock Market Volatility An Analysis of Spillover Effect in Asian Market by : Shah Arjun

Download or read book The Dynamics of Stock Market Volatility An Analysis of Spillover Effect in Asian Market written by Shah Arjun and published by Arjun Shah. This book was released on 2023-02-28 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stock markets serve as the economic barometers. The relationship between the two capital markets can be studied as a proxy to understand the relation between the two economies. The movement of stock market not only reflects the nation's economic condition but also the confidence level the domestic and foreign investors have in an economy. The increase in integration between the global economies has resulted in convergence and co movement. The purpose of this study is to examine the presence of volatility and test the uniformity in the extent of volatility, to investigate the possible contagion effect between the selected developed and emerging market, to check for the spillover effect between the Indian stock market and the other five sampled markets and finally inspect the relationship between the volume and volatility in the capital markets of Hong Kong, Japan, Singapore, India, China and Philippines. Stratified- convenience sampling technique is used to pick the samples and daily index values are taken from the major index of these countries for a period of seven years. The time series data were tested for stationarity and normality using ADF, PP tests and Jarque-Bera test. Returns, SD, ARIMA, ARCH, GARCH, BEKK-GARCH, Granger causality test, VAR model and Variance decomposition techniques are used for the analysis.

Stock Market Volatility

Author : Greg N. Gregoriou
Publisher : CRC Press
ISBN 13 : 1420099558
Total Pages : 654 pages
Book Rating : 4.4/5 (2 download)

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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

International Conference on Management and Engineering(CME 2014)

Author : Alex Kong
Publisher : DEStech Publications, Inc
ISBN 13 : 1605951749
Total Pages : 1908 pages
Book Rating : 4.6/5 (59 download)

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Book Synopsis International Conference on Management and Engineering(CME 2014) by : Alex Kong

Download or read book International Conference on Management and Engineering(CME 2014) written by Alex Kong and published by DEStech Publications, Inc. This book was released on 2014-06-02 with total page 1908 pages. Available in PDF, EPUB and Kindle. Book excerpt: The aim objective of CME 2014 is to provide a platform for researchers, engineers, academicians as well as industrial professionals from all over the world to present their research results and development activities in Information Management, Innovation Management, Project Management and Engineering. This conference provides opportunities for the delegates to exchange new ideas and application experiences face to face, to establish business or research relations and to find global partners for future collaboration. Submitted conference papers will be reviewed by technical committees of the Conference.

International Financial Contagion

Author : Stijn Claessens
Publisher : Springer Science & Business Media
ISBN 13 : 1475733143
Total Pages : 461 pages
Book Rating : 4.4/5 (757 download)

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Book Synopsis International Financial Contagion by : Stijn Claessens

Download or read book International Financial Contagion written by Stijn Claessens and published by Springer Science & Business Media. This book was released on 2013-04-17 with total page 461 pages. Available in PDF, EPUB and Kindle. Book excerpt: No sooner had the Asian crisis broken out in 1997 than the witch-hunt started. With great indignation every Asian economy pointed fingers. They were innocent bystanders. The fundamental reason for the crisis was this or that - most prominently contagion - but also the decline in exports of the new commodities (high-tech goods), the steep rise of the dollar, speculators, etc. The prominent question, of course, is whether contagion could really have been the key factor and, if so, what are the channels and mechanisms through which it operated in such a powerful manner. The question is obvious because until 1997, Asia's economies were generally believed to be immensely successful, stable and well managed. This question is of great importance not only in understanding just what happened, but also in shaping policies. In a world of pure contagion, i.e. when innocent bystanders are caught up and trampled by events not of their making and when consequences go far beyond ordinary international shocks, countries will need to look for better protective policies in the future. In such a world, the international financial system will need to change in order to offer better preventive and reactive policy measures to help avoid, or at least contain, financial crises.

VUCA and Other Analytics in Business Resilience

Author : Deepmala Singh
Publisher : Emerald Group Publishing
ISBN 13 : 1837539049
Total Pages : 239 pages
Book Rating : 4.8/5 (375 download)

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Book Synopsis VUCA and Other Analytics in Business Resilience by : Deepmala Singh

Download or read book VUCA and Other Analytics in Business Resilience written by Deepmala Singh and published by Emerald Group Publishing. This book was released on 2024-05-13 with total page 239 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume brings together specialists from different disciplines and continents to discuss descriptive/diagnostic, predictive, and prescriptive analytics tools and how they might be used to investigate 'black swan' occurrences like the COVID-19-related worldwide catastrophe and the ramifications for managers and policymakers.

Mathematical Finance with Applications

Author : Wing-Keung Wong
Publisher : MDPI
ISBN 13 : 3039435736
Total Pages : 232 pages
Book Rating : 4.0/5 (394 download)

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Book Synopsis Mathematical Finance with Applications by : Wing-Keung Wong

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.

Emerging Markets and the Global Economy

Author : Mohammed El Hedi Arouri
Publisher : Academic Press
ISBN 13 : 0124115632
Total Pages : 927 pages
Book Rating : 4.1/5 (241 download)

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Book Synopsis Emerging Markets and the Global Economy by : Mohammed El Hedi Arouri

Download or read book Emerging Markets and the Global Economy written by Mohammed El Hedi Arouri and published by Academic Press. This book was released on 2013-12-26 with total page 927 pages. Available in PDF, EPUB and Kindle. Book excerpt: Emerging Markets and the Global Economy investigates analytical techniques suited to emerging market economies, which are typically prone to policy shocks. Despite the large body of emerging market finance literature, their underlying dynamics and interactions with other economies remain challenging and mysterious because standard financial models measure them imprecisely. Describing the linkages between emerging and developed markets, this collection systematically explores several crucial issues in asset valuation and risk management. Contributors present new theoretical constructions and empirical methods for handling cross-country volatility and sudden regime shifts. Usually attractive for investors because of the superior growth they can deliver, emerging markets can have a low correlation with developed markets. This collection advances your knowledge about their inherent characteristics. Foreword by Ali M. Kutan Concentrates on post-crisis roles of emerging markets in the global economy Reports on key theoretical and technical developments in emerging financial markets Forecasts future developments in linkages among developed and emerging economies

Handbook of Quantitative Finance and Risk Management

Author : Cheng-Few Lee
Publisher : Springer Science & Business Media
ISBN 13 : 0387771174
Total Pages : 1700 pages
Book Rating : 4.3/5 (877 download)

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Book Synopsis Handbook of Quantitative Finance and Risk Management by : Cheng-Few Lee

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.

Proceedings of IAC-MEM 2017

Author : group of authors
Publisher : Czech Institute of Academic Education z.s.
ISBN 13 : 8090623190
Total Pages : 81 pages
Book Rating : 4.0/5 (96 download)

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Book Synopsis Proceedings of IAC-MEM 2017 by : group of authors

Download or read book Proceedings of IAC-MEM 2017 written by group of authors and published by Czech Institute of Academic Education z.s.. This book was released on 2017-04-11 with total page 81 pages. Available in PDF, EPUB and Kindle. Book excerpt: International Academic Conference on Management, Economics and Marketing in Budapest, Hungary 2017 (IAC-MEM 2017), Friday - Saturday, April 14 - 15, 2017

Corporate Practices: Policies, Methodologies, and Insights in Organizational Management

Author : Sebastian Kot
Publisher : Springer Nature
ISBN 13 : 9819709962
Total Pages : 1034 pages
Book Rating : 4.8/5 (197 download)

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Book Synopsis Corporate Practices: Policies, Methodologies, and Insights in Organizational Management by : Sebastian Kot

Download or read book Corporate Practices: Policies, Methodologies, and Insights in Organizational Management written by Sebastian Kot and published by Springer Nature. This book was released on with total page 1034 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Studies at the Crossroads of Management & Economics

Author : Samet Evci
Publisher : IJOPEC PUBLICATION
ISBN 13 : 1912503921
Total Pages : 470 pages
Book Rating : 4.9/5 (125 download)

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Book Synopsis Studies at the Crossroads of Management & Economics by : Samet Evci

Download or read book Studies at the Crossroads of Management & Economics written by Samet Evci and published by IJOPEC PUBLICATION. This book was released on 2020-03-15 with total page 470 pages. Available in PDF, EPUB and Kindle. Book excerpt: Business and economics, which are among the disciplines of social science, examine and discuss many issues affecting human life from various perspectives. In this context, prominent subjects in business and economics are examined by authors with different disciplines and approaches in this book. The book consists of three chapters: economıc theory and polıcy, financial accounting and auditing, strategic management and marketing. The subjects in each chapter are examined in an understandable way in accordance with the business managers, investors and researchers.

The AI Revolution: Driving Business Innovation and Research

Author : Bahaa Awwad
Publisher : Springer Nature
ISBN 13 : 3031543831
Total Pages : 1066 pages
Book Rating : 4.0/5 (315 download)

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Book Synopsis The AI Revolution: Driving Business Innovation and Research by : Bahaa Awwad

Download or read book The AI Revolution: Driving Business Innovation and Research written by Bahaa Awwad and published by Springer Nature. This book was released on with total page 1066 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Handbook of Research on Stock Market Investment Practices and Portfolio Management

Author : Sharma, Renuka
Publisher : IGI Global
ISBN 13 : 1668455307
Total Pages : 496 pages
Book Rating : 4.6/5 (684 download)

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Book Synopsis Handbook of Research on Stock Market Investment Practices and Portfolio Management by : Sharma, Renuka

Download or read book Handbook of Research on Stock Market Investment Practices and Portfolio Management written by Sharma, Renuka and published by IGI Global. This book was released on 2022-06-30 with total page 496 pages. Available in PDF, EPUB and Kindle. Book excerpt: For the first time since the Great Depression, financial market issues threatened to derail global economic growth. This global financial crisis forced a reconsideration of systemic vulnerabilities with knowledge of numerous investment options and portfolio management strategies becoming more critical than ever before. A complete study of investment choices and portfolio management approaches in both the developing and developed worlds is required to achieve stability and sustainability. The Handbook of Research on Stock Market Investment Practices and Portfolio Management gives a thorough view on the recent developments in investment options and portfolio management strategies in global stock markets. Learning about the many investment options and portfolio management strategies available in the event of a worldwide catastrophe is critical. Covering topics such as AI-based technical analysis, marketing theory, and sharing economy, this major reference work is an excellent resource for investors, traders, economists, business leaders and executives, marketers, students and faculty of higher education, librarians, researchers, and academicians.

Handbook Of Global Financial Markets: Transformations, Dependence, And Risk Spillovers

Author : Sabri Boubaker
Publisher : World Scientific
ISBN 13 : 9813236663
Total Pages : 828 pages
Book Rating : 4.8/5 (132 download)

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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.

Financial Market Dynamics after COVID 19

Author : Stéphane Goutte
Publisher : Springer Nature
ISBN 13 : 3030985423
Total Pages : 137 pages
Book Rating : 4.0/5 (39 download)

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Book Synopsis Financial Market Dynamics after COVID 19 by : Stéphane Goutte

Download or read book Financial Market Dynamics after COVID 19 written by Stéphane Goutte and published by Springer Nature. This book was released on 2022-04-27 with total page 137 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book analyses the impact of the COVID-19 pandemic in different areas of Finance emphasizing the contagion effect in capital markets. The volume presents evidence-based case studies from the global financial crisis that followed after the onset of the pandemic in March 2020.

Portfolio Investment in Developing Countries

Author : Stijn Claessens (red.)
Publisher : Washington, D.C. : World Bank
ISBN 13 :
Total Pages : 516 pages
Book Rating : 4.:/5 (318 download)

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Book Synopsis Portfolio Investment in Developing Countries by : Stijn Claessens (red.)

Download or read book Portfolio Investment in Developing Countries written by Stijn Claessens (red.) and published by Washington, D.C. : World Bank. This book was released on 1993 with total page 516 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Modelling Financial Time Series

Author : Stephen J. Taylor
Publisher : World Scientific
ISBN 13 : 9812770852
Total Pages : 297 pages
Book Rating : 4.8/5 (127 download)

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Book Synopsis Modelling Financial Time Series by : Stephen J. Taylor

Download or read book Modelling Financial Time Series written by Stephen J. Taylor and published by World Scientific. This book was released on 2008 with total page 297 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book contains several innovative models for the prices of financial assets. First published in 1986, it is a classic text in the area of financial econometrics. It presents ARCH and stochastic volatility models that are often used and cited in academic research and are applied by quantitative analysts in many banks. Another often-cited contribution of the first edition is the documentation of statistical characteristics of financial returns, which are referred to as stylized facts. This second edition takes into account the remarkable progress made by empirical researchers during the past two decades from 1986 to 2006. In the new Preface, the author summarizes this progress in two key areas: firstly, measuring, modelling and forecasting volatility; and secondly, detecting and exploiting price trends. Sample Chapter(s). Chapter 1: Introduction (1,134 KB). Contents: Features of Financial Returns; Modelling Price Volatility; Forecasting Standard Deviations; The Accuracy of Autocorrelation Estimates; Testing the Random Walk Hypothesis; Forecasting Trends in Prices; Evidence Against the Efficiency of Futures Markets; Valuing Options; Appendix: A Computer Program for Modelling Financial Time Series. Readership: Academic researchers in finance & economics; quantitative analysts.