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Bubbles And Contagion In Financial Markets Volume 2
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Book Synopsis Bubbles and Contagion in Financial Markets, Volume 2 by : Eva R. Porras
Download or read book Bubbles and Contagion in Financial Markets, Volume 2 written by Eva R. Porras and published by Palgrave Macmillan. This book was released on 2017-11-16 with total page 266 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book focuses on extending the models and theories (from a mathematical/statistical point of view) which were introduced in the first volume to a more technical level. Where volume I provided an introduction to the mathematics of bubbles and contagion, volume II digs far more deeply and widely into the modeling aspects.
Book Synopsis Bubbles and Contagion in Financial Markets, Volume 1 by : E. Porras
Download or read book Bubbles and Contagion in Financial Markets, Volume 1 written by E. Porras and published by Springer. This book was released on 2016-06-29 with total page 303 pages. Available in PDF, EPUB and Kindle. Book excerpt: Understanding the formation of bubbles and the contagion mechanisms afflicting financial markets is a must as extreme volatility events leave no market untouched. Debt, equity, real estate, commodities... Shanghai, NY, or London: The severe fluctuations, explained to a large extent by contagion and the fear of new bubbles imploding, justify the newly awaken interest in the contagion and bubble dynamics as yet again the world brazes for a new global economic upheaval. Bubbles and Contagion in Financial Markets explores concepts, intuition, theory, and models. Fundamental valuation, share price development in the presence of asymmetric information, the speculative behavior of noise traders and chartists, herding and the feedback and learning mechanisms that surge within the markets are key aspects of these dynamics. Bubbles and contagion are a vast world and fascinating phenomena that escape a narrow exploration of financial markets. Hence this work looks beyond into macroeconomics, monetary policy, risk aggregation, psychology, incentive structures and many more subjects which are in part co-responsible for these events. Responding to the ever more pressing need to disentangle the dynamics by which financial local events are transmitted across the globe, this volume presents an exhaustive and integrative outlook to the subject of bubbles and contagion in financial markets. The key objective of this volume is to give the reader a comprehensive understanding of all aspects that can potentially create the conditions for the formation and bursting of bubbles, and the aftermath of such events: the contagion of macro-economic processes. Achieving a better understanding of the formation of bubbles and the impact of contagion will no doubt determine the stability of future economies – let these two volumes be the starting point for a rational approach to a seemingly irrational phenomena.
Book Synopsis Bubbles and Contagion in Financial Markets, Volume 2 by : Eva R. Porras
Download or read book Bubbles and Contagion in Financial Markets, Volume 2 written by Eva R. Porras and published by Springer. This book was released on 2017-10-31 with total page 283 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book focuses on extending the models and theories (from a mathematical/statistical point of view) which were introduced in the first volume to a more technical level. Where volume I provided an introduction to the mathematics of bubbles and contagion, volume II digs far more deeply and widely into the modeling aspects.
Book Synopsis Bubbles and Contagion in Financial Markets by : Eva R. Porras
Download or read book Bubbles and Contagion in Financial Markets written by Eva R. Porras and published by . This book was released on 2016 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Bubbles and Contagion in Financial Markets: An integrative view by : Eva R. Porras
Download or read book Bubbles and Contagion in Financial Markets: An integrative view written by Eva R. Porras and published by . This book was released on 2016 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: "Asset bubbles and contagion have had a profound effect on the financial markets after the financial and sovereign debt crises. This book takes a quantitative approach to examining these phenomena and will appeal to practitioners who need to understand the repercussions of these events on trading exchanges and the markets"--
Book Synopsis Financial Market Bubbles and Crashes, Second Edition by : Harold L. Vogel
Download or read book Financial Market Bubbles and Crashes, Second Edition written by Harold L. Vogel and published by Springer. This book was released on 2018-08-16 with total page 508 pages. Available in PDF, EPUB and Kindle. Book excerpt: Economists broadly define financial asset price bubbles as episodes in which prices rise with notable rapidity and depart from historically established asset valuation multiples and relationships. Financial economists have for decades attempted to study and interpret bubbles through the prisms of rational expectations, efficient markets, and equilibrium, arbitrage, and capital asset pricing models, but they have not made much if any progress toward a consistent and reliable theory that explains how and why bubbles (and crashes) evolve and can also be defined, measured, and compared. This book develops a new and different approach that is based on the central notion that bubbles and crashes reflect urgent short-side rationing, which means that, as such extreme conditions unfold, considerations of quantities owned or not owned begin to displace considerations of price.
Book Synopsis Contagion in Financial Markets by : Friedrich L. Sell
Download or read book Contagion in Financial Markets written by Friedrich L. Sell and published by Edward Elgar Publishing. This book was released on 2001-01-01 with total page 248 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book aims to integrate the notions of contagion in epidemiology and contagion in financial market crises to discover why emerging markets are so susceptible to financial crises. The author first provides a brief introduction of the contagious spill-over of recent financial market crises and models the pattern of these crises. He finds that the contagion between crises in emerging markets, such as that of the crises in Russia and Brazil in 1998-1999, is explicable, despite the fact that at first sight they appear to have little in common. Finally, Friedrich Sell integrates these findings to outline a proposal for a 'new international financial architecture'.
Book Synopsis Financial Market Bubbles and Crashes by : Harold L. Vogel
Download or read book Financial Market Bubbles and Crashes written by Harold L. Vogel and published by Cambridge University Press. This book was released on 2009-12-14 with total page 471 pages. Available in PDF, EPUB and Kindle. Book excerpt: Despite the thousands of articles and the millions of times that the word 'bubble' has been used in the business press, there still does not appear to be a cohesive theory or persuasive empirical approach with which to study 'bubble' and 'crash' conditions. This book presents a plausible and accessible descriptive theory and empirical approach to the analysis of such financial market conditions. It advances such a framework through application of standard econometric methods to its central idea, which is that financial bubbles reflect urgent short side rationed demand. From this basic idea, an elasticity of variance concept is developed. It is further shown that a behavioral risk premium can probably be measured and related to the standard equity risk premium models in a way that is consistent with conventional theory.
Download or read book Boom and Bust written by William Quinn and published by Cambridge University Press. This book was released on 2020-08-06 with total page 297 pages. Available in PDF, EPUB and Kindle. Book excerpt: Why do stock and housing markets sometimes experience amazing booms followed by massive busts and why is this happening more and more frequently? Boom and Bust reveals why bubbles happen, and why some bubbles have catastrophic economic, social and political consequences, whilst others have actually benefited society.
Book Synopsis Bubbles and Crashes in Experimental Asset Markets by : Stefan Palan
Download or read book Bubbles and Crashes in Experimental Asset Markets written by Stefan Palan and published by Springer Science & Business Media. This book was released on 2009-10-03 with total page 179 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book describes a laboratory experiment designed to test the causes and properties of bubbles in financial markets and explores the question whether it is possible to design markets which avoid such bubbles and crashes. In the experiment, subjects were given the opportunity to trade in a stock market modeled after the seminal work of Smith et al. (1988). To account for the increasing importance of online betting sites, subjects were also allowed to trade in a digital option market. The outcomes shed new light on how subjects form and update their expectations, placing special emphasis on the bounded rationality of investors. Various analytical bubble measures found in the literature are collected, calculated, classified and presented for the first time. The very interesting new bubble measures "Dispersion Ratio", "Overpriced Transactions" and "Underpriced Transactions" are developed, making the book an important step towards the research goal of preventing bubbles and crashes in financial markets.
Book Synopsis Financial Market Bubbles and Crashes by : Harold L. Vogel
Download or read book Financial Market Bubbles and Crashes written by Harold L. Vogel and published by Springer Nature. This book was released on 2021-12-17 with total page 619 pages. Available in PDF, EPUB and Kindle. Book excerpt: Economists broadly define financial asset price bubbles as episodes in which prices rise with notable rapidity and depart from historically established asset valuation multiples and relationships. Financial economists have for decades attempted to study and interpret bubbles through the prisms of rational expectations, efficient markets, equilibrium, arbitrage, and capital asset pricing models, but they have not made much if any progress toward a consistent and reliable theory that explains how and why bubbles (and crashes) evolve and are defined, measured, and compared. This book develops a new and different approach that is based on the central notion that bubbles and crashes reflect urgent short-side rationing, which means that, as such extreme conditions unfold, considerations of quantities owned or not owned begin to displace considerations of price.
Book Synopsis Discrimination, Vulnerable Consumers and Financial Inclusion by : Cătălin-Gabriel Stănescu
Download or read book Discrimination, Vulnerable Consumers and Financial Inclusion written by Cătălin-Gabriel Stănescu and published by Routledge. This book was released on 2020-12-28 with total page 291 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book addresses the questions of discrimination, vulnerable consumers, and financial inclusion in the light of the emerging legal, socioeconomic, and technological challenges. New technologies – such as artificial intelligence-driven consumer credit risk assessment and Fintech platforms, the changing nature of vulnerability due to the ongoing COVID-19 pandemic, as well as the sophistication of digital technologies, which help circumvent legal barriers and protections – necessitate the continuous study of the existing legal frameworks and measures that are capable of tackling these challenges. Organized in two major parts, the first addresses, from multiple national angles, the idea of a human rights approach to consumer law, in order to replace the mantra of economic efficiency that characterizes financial services with those of human dignity and freedom from discrimination and from debt-induced servitude. The second tackles the challenges posed by increased usage of technology in connection with financial services, which tends to solve, but also creates, additional issues for consumers in general, and for vulnerable groups in particular.
Book Synopsis International Financial Markets by : Julien Chevallier
Download or read book International Financial Markets written by Julien Chevallier and published by Routledge. This book was released on 2019-06-28 with total page 426 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. International Financial Markets: Volume I provides a key repository on the current state of knowledge, the latest debates and recent literature on international financial markets. Against the background of the "financialization of commodities" since the 2008 sub-primes crisis, section one contains recent contributions on commodity and financial markets, pushing the frontiers of applied econometrics techniques. The second section is devoted to exchange rate and current account dynamics in an environment characterized by large global imbalances. Part three examines the latest research in the field of meta-analysis in economics and finance. 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.
Download or read book Financial Contagion written by Rob Quail and published by John Wiley & Sons. This book was released on 2011-02-09 with total page 570 pages. Available in PDF, EPUB and Kindle. Book excerpt: "Financial Contagion: The Viral Threat to the Wealth of Nations covers a lot of territory. It is, of course, terribly important to analyze case histories to discover potential triggers, mechanisms of transmission, and viable ways to contain the damage of financial contagion. The problem is, as these articles amply demonstrate, that there’s always a new virus or a mutation of a former one lurking in some corner of the financial world. We don’t know what it is or where it is. And, even if we had some inkling, there’s almost never enough time to develop a financial flu shot." --SeekingAlpha.com The latest insights on financial contagion and how both nations and investors can effectively deal with it. The domino-style structure in which the financial system exists is a perilous one. Although historically, the financial system has been able to deal with major shocks, the fact remains that our financial system is not as secure as it should be. Recent years have brought about too many examples of contagion and systemic risk. That is why Financial Contagion is such an important read. In it, the serious concerns that revolve around our fragile economic system are investigated, researched, and explained. Throughout the book, Kolb offers valuable insights on this dilemma as he compiles the history of financial contagion, highlights the latest research on systemic failure and interrelated markets, and analyzes the risks and consequences we face moving forward. Examines the importance of careful regulation and what must be done to stabilize the global financial system Includes contributed chapters from both academics and experienced professionals, offering a variety of perspectives and a rich interplay of ideas Details how close we are to witnessing a financial contagion that could devastate the world economy We have been harshly reminded of how fragile our economic ecosystem is. With Financial Contagion, you'll hold a better understanding of what needs to be done to strengthen our system and safeguard our financial future.
Book Synopsis Contagion in Experimental Financial Markets by : Suren Vardanyan
Download or read book Contagion in Experimental Financial Markets written by Suren Vardanyan and published by . This book was released on 2016 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Speculative Bubbles and Tests of the Contagion Mechanism in Financial Markets by : Eva R. Porras Gonzalez
Download or read book Speculative Bubbles and Tests of the Contagion Mechanism in Financial Markets written by Eva R. Porras Gonzalez and published by . This book was released on 2000 with total page 454 pages. Available in PDF, EPUB and Kindle. Book excerpt: OLS, panel data analysis, and quantile regression are used to analyze the contemporaneous relationship between prices and fundamentals or contagion proxies; while cointegration (reconciled to be used with panel data) and the Bonferroni inequality are used to investigate the long-run equilibrium between prices and fundamentals.
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 . This book was released on 2022 with total page 0 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.
