Emerging markets and the global economy
著者
書誌事項
Emerging markets and the global economy
Elsevier, c2014
大学図書館所蔵 全4件
  青森
  岩手
  宮城
  秋田
  山形
  福島
  茨城
  栃木
  群馬
  埼玉
  千葉
  東京
  神奈川
  新潟
  富山
  石川
  福井
  山梨
  長野
  岐阜
  静岡
  愛知
  三重
  滋賀
  京都
  大阪
  兵庫
  奈良
  和歌山
  鳥取
  島根
  岡山
  広島
  山口
  徳島
  香川
  愛媛
  高知
  福岡
  佐賀
  長崎
  熊本
  大分
  宮崎
  鹿児島
  沖縄
  韓国
  中国
  タイ
  イギリス
  ドイツ
  スイス
  フランス
  ベルギー
  オランダ
  スウェーデン
  ノルウェー
  アメリカ
注記
Includes bibliographical references and index
内容説明・目次
内容説明
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
目次
PART 1 - COUNTRY-SPECIFIC EXPERIENCES
Robust Measures of Hybrid Emerging Markets Mutual Funds' Performance.
Emerging Countries Sovereign Rating Adjustment Using Market Information: Impact on Financial Institutions
Performance of Chinese Owned Banks' in Hong Kong 2004-2010.
Determinants of the Real Rate of Return: Evidence from Cross-Country Panel Data.
Linkage between Liquidity and Inflation in the Post Crisis Period in India.
Demographic Transition and Savings Behaviour in Mauritius.
An Investigation of the Deviation from the Market Efficiency and Its Implications for Capital Market...
An Econometric Analysis of the Impact of Oil Prices on Stock Markets in Gulf Corporation Countries.
Trading Intensity and Information in the Tunisian Stock Exchange.
Energy Sector Companies of the BRICS: Systematic and Specific Financial Risks and Value at Risk.
Tail Structural Change in Small Samples.
Measuring Systemic Risk in Emerging Markets using CoVaR.
An Empirical Study on Mutual Funds Performance Persistence in China.
Behavioural and Cultural Influences in Emerging Market Asset Pricing.
Early Warning System for Financial Crisis: Statistical Classification Approach.
To What Extent are Emerging Stock Market Returns Driven by Volatility Spillover Effects?
Collateral in Emerging Economies.
Tactical Risk Analysis in Emerging Markets in the Wake of the Credit Crunch and Ensuing Sub-prime...
PART 2 - DYNAMIC INTERACTIONS WITH THE GLOBAL ECONOMY
Volatility and Spillover Effects of Central and Eastern Europe: Impact of EU Enlargement.
Price Jump Behavior during Financial Distress: Intuition, Analysis and Regulatory Perspective.
Are Emerging Markets Exposed to Contagion from U.S.: Evidence from Stock and Sovereign Bond...
Transmissions of the Global Financial Crisis to the East Asian Equity Markets.
Contagion versus Interdependence: the Case of the BRIC Countries during the Subprime Crises.
Re-Assessing Emerging and Developed Stock Markets Correlation with Trend Gaps.
Stock Market Comovement in China and ASEAN.
Stock and Bond Markets Co-Movements in MENA Countries: a Dynamic Coherence Function Approach.
Equity Market Integration between China and Some Emerging Countries: Evidence from ARDL Approach...
Emerging Capital Market Volatility and Contagion Effects in Financial Crisis:
The Case of the Southern-European Markets.
Emerging Market Stocks in Global Portfolios: The Hedging Effect.
The Behaviour of Emerging Stock Market Excess Returns in a Globally Integrated World.
Determinants of International Financial Integration of GCC.
Asset Return and Volatility Spillovers between the CARBS Stock Markets.
Emerging Stock Markets as Satellites of Developed Ones.
Financial Integration and its Effects on Economic Growth: a Dynamic Analysis.
Financial Market Integration of ASEAN-5 with China and India.
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