Risk management post financial crisis : a period of monetary easing

Author(s)
Bibliographic Information

Risk management post financial crisis : a period of monetary easing

edited by Jonathan A. Batten, Niklas F. Wagner

(Contemporary studies in economic and financial analysis, v. 96)

Emerald, 2014

Search this Book/Journal
Note

Includes bibliographical references and index

Description and Table of Contents

Description

Volume 96 of Contemporary Studies in Economic and Financial Analysis provides further insights to postcrisis developments in the global economic and financial environment. Risk Management Post Financial Crisis: A Period of Monetary Easing includes papers from leading authors from central banks, worldrenowned universities and international organisations. Topics and issues addressed by this volume include: an overview of advances in risk management in the post financial crisis environment, the impact that complexity present in financial returns now plays in measuring reporting and risk, the role that sentiment and herding plays in distorting prices in financial markets, the procyclical impact of Basel III including effects on capital requirements and bank balance sheets, central bank monetary policies and bank liquidity in a world without quantitative easing, credit risk assessment and bank lending, and changes in the structure of international financial markets, including the rise and impact of financial markets in China and those financial products denominated in RMB.

Table of Contents

The Effects of Macroeconomic News Announcements during the Global Financial Crisis. Complexity Analysis and Risk Management in Finance. The Pro-Cyclical Impact of Basel III Regulatory Capital on Bank Capital Risk. Nonparametric Expectile Regression for Conditional Autoregressive Expected Shortfall Estimation. The Impact of External Shocks on Stock Prices in the East Asian Domestic Banking Sector. Measuring Financial Integration: Evidence from Ten Industries in a "US-Emerging World". Will Quantitative Easing Enhance or Drain the Availability of Funds to Financial Markets?. Money Demand Causality for Ten Asian Countries: Evidence from Linear and Nonlinear Causality Tests. Product Market Competition and Inflation Persistence. Unlocking Credit. Monetary Policy and Bank Liquidity in China. Monetary Policy and Bank Credit Risk in Vietnam Pre and Post Global Financial Crisis. Analysis of Factors Influencing and Controlling Excess Cash and Short-Term Bank Loans in Taiwan. Bank Competition, Managerial Efficiency and the Interest Rate Pass-Through in India. Financial Architecture and Monetary Policy Transmission Mechanism in Kenya. The Dim Sum Bond Market in Hong Kong. Sentiment and Beta Herding in the Borsa Istanbul (BIST). Testing for Rational Speculative Bubbles in the Brazilian Residential Real-Estate Market. Challenges in the Application of Extreme Value Theory in Emerging Markets: A Case Study of Pakistan. Introduction to Risk Management Post Financial Crisis: A Period of Monetary Easing. Risk Management Post Financial Crisis: A Period of Monetary Easing. Index. List of Contributors. Contemporary Studies in Economic and Financial Analysis. Risk Management Post Financial Crisis: A Period of Monetary Easing. Copyright page.

by "Nielsen BookData"

Related Books: 1-1 of 1
Details
Page Top