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Author : Anonim
Publisher : Unknown
Page : 32 pages
File Size : 46,5 Mb
Release : 2009
Category : Bonds
ISBN : IND:30000111481853
Author : Jochen R. Andritzky,Andreas Jobst,Sylwia Barbara Nowak,Natalia T. Tamirisa
Publisher : INTERNATIONAL MONETARY FUND
Page : 30 pages
File Size : 45,7 Mb
Release : 2009-07-01
Category : Electronic
ISBN : 1451872941
This study characterizes volatility dynamics in external emerging bond markets and examines how prices and volatility respond to news about macroeconomic fundamentals. As in mature bond markets, macroeconomic surprises in external emerging bond markets are found to a¤ect both conditional returns and volatility, with the e¤ects on volatility being more pronounced and longer lasting than those on prices. Yet the process of information absorption tends to be more drawn out than in mature bond markets. International and regional macroeconomic news is at least as important as local news for both asset valuations and volatility dynamics in external emerging bond markets.
Author : Sloboda, Brian W.,Sissoko, Yaya
Publisher : IGI Global
Page : 264 pages
File Size : 53,7 Mb
Release : 2020-06-01
Category : Business & Economics
ISBN : 9781799810957
Professionals are constantly searching for competitive solutions to help determine current and future economic tendencies. Econometrics uses statistical methods and real-world data to predict and establish specific trends within business and finance. This analytical method sustains limitless potential, but the necessary research for professionals to understand and implement this approach is lacking. Applied Econometric Analysis: Emerging Research and Opportunities explores the theoretical and practical aspects of detailed econometric theories and applications within economics, political science, public policy, business, and finance. Featuring coverage on a broad range of topics such as cointegration, machine learning, and time series analysis, this book is ideally designed for economists, policymakers, financial analysts, marketers, researchers, academicians, and graduate students seeking research on the various techniques of econometric concepts.
Author : International Monetary Fund
Publisher : International Monetary Fund
Page : 50 pages
File Size : 45,5 Mb
Release : 2009-09-01
Category : Business & Economics
ISBN : 9781451873511
This paper examines the impact of macroeconomic and financial sector policy announcements in the United States, the United Kingdom, the euro area, and Japan during the recent crisis on interbank credit and liquidity risk premia. Announcements of interest rate cuts, liquidity support, liability guarantees, and recapitalization were associated with a reduction of interbank risk premia, albeit to a different degree during the subprime and global phases of the crisis. Decisions not to reduce interest rates and bail out individual banks in an ad hoc manner had adverse repercussions, both domestically and abroad. The results are robust to controlling for the surprise content of announcements and using alternative measures of financial distress.
Author : Christos Floros,Ioannis Chatziantoniou
Publisher : Springer
Page : 313 pages
File Size : 46,9 Mb
Release : 2017-11-08
Category : Business & Economics
ISBN : 9783319591025
This book sheds new light on the Greek economic challenges and helps readers understand the current debt crisis. Chapters from leading experts in the field identify and outline potential solutions to the on-going decline of the Greek economy by considering both Eurozone-adopted current policy framework explanations and potential alternative explanations. In contrast to the standard chronological approach toward the Greek debt crisis typically adopted by other texts, this book draws on the experience and views of specialized economists and offers divergent opinions that could potentially form alternative solutions. It will be of interest to researchers and academics interested in the Greek economy, modern financial modelling, and risk management.
Author : International Monetary Fund. Monetary and Capital Markets Department
Publisher : International Monetary Fund
Page : 127 pages
File Size : 41,9 Mb
Release : 2014-07-17
Category : Business & Economics
ISBN : 9781498377799
This Technical Note on Stress Testing the Banking Supervision was prepared in the context of the Financial Sector Assessment Program (FSAP) for the People’s Republic of China–Hong Kong Special Administrative Region (HKSAR). Bank liquidity tests focus on sudden, sizable withdrawals of funding and the sufficiency of existing assets to withstand those shocks under stressed conditions. The stress test results confirm a high degree of resilience of the sector. This reflects the strength of the banks at the starting position, which reduces their fundamental vulnerability to shocks. Banks in HKSAR hold very high levels of capital, are very profitable, and have a low level of asset impairments amid stable funding profiles. The Hong Kong Monetary Authority is encouraged to continue its integration of risk-based supervision in the development of stress test scenarios for macroprudential policy and surveillance. Banking supervisors routinely conduct stress tests and, from time to time, modify relevant assumptions in order to support thematic reviews of identified vulnerabilities against emerging risks.
Author : Deniz Ozenbas
Publisher : Springer Nature
Page : 111 pages
File Size : 49,5 Mb
Release : 2022
Category : Business enterprises
ISBN : 9783030748173
This open access book addresses four standard business school subjects: microeconomics, macroeconomics, finance and information systems as they relate to trading, liquidity, and market structure. It provides a detailed examination of the impact of trading costs and other impediments of trading that the authors call rictions It also presents an interactive simulation model of equity market trading, TraderEx, that enables students to implement trading decisions in different market scenarios and structures. Addressing these topics shines a bright light on how a real-world financial market operates, and the simulation provides students with an experiential learning opportunity that is informative and fun. Each of the chapters is designed so that it can be used as a stand-alone module in an existing economics, finance, or information science course. Instructor resources such as discussion questions, Powerpoint slides and TraderEx exercises are available online.
Author : Banco de Pagos Internacionales (Basilea, Suiza). Departamento Monetario y Económico
Publisher : Unknown
Page : 0 pages
File Size : 42,9 Mb
Release : 2013
Category : Banks and banking, Central
ISBN : 9291319627
Author : Matthias Kalkuhl,Joachim von Braun,Maximo Torero
Publisher : Springer
Page : 626 pages
File Size : 50,8 Mb
Release : 2016-04-12
Category : Business & Economics
ISBN : 9783319282015
This book provides fresh insights into concepts, methods and new research findings on the causes of excessive food price volatility. It also discusses the implications for food security and policy responses to mitigate excessive volatility. The approaches applied by the contributors range from on-the-ground surveys, to panel econometrics and innovative high-frequency time series analysis as well as computational economics methods. It offers policy analysts and decision-makers guidance on dealing with extreme volatility.
Author : Craig Pirrong
Publisher : Cambridge University Press
Page : 238 pages
File Size : 45,7 Mb
Release : 2011-10-31
Category : Business & Economics
ISBN : 9781139501972
Commodities have become an important component of many investors' portfolios and the focus of much political controversy over the past decade. This book utilizes structural models to provide a better understanding of how commodities' prices behave and what drives them. It exploits differences across commodities and examines a variety of predictions of the models to identify where they work and where they fail. The findings of the analysis are useful to scholars, traders and policy makers who want to better understand often puzzling - and extreme - movements in the prices of commodities from aluminium to oil to soybeans to zinc.
Author : Ronald MacDonald
Publisher : Routledge
Page : 334 pages
File Size : 47,6 Mb
Release : 2005
Category : Foreign exchange
ISBN : 9781134838226
''In summary, the book is valuable as a textbook both at the advanced undergraduate level and at the graduate level. It is also very useful for the economist who wants to be brought up-to-date on theoretical and empirical research on exchange rate behaviour.'' ""Journal of International Economics""
Author : Malabika Roy,Saikat Sinha Roy
Publisher : Springer
Page : 595 pages
File Size : 50,5 Mb
Release : 2016-05-26
Category : Business & Economics
ISBN : 9788132227977
This book brings together a collection of papers on international trade and international finance, instead of treating the two as disjoint fields of study. The volume, while focusing on the recent developments and frontiers of research in international trade and international finance, also emphasizes the inherent integrated nature of the two subjects; some of the papers are overlapping across the two areas. A unique feature of the proposed volume is that it unravels some new issues in addition to re-examining certain old issues in a new perspective and thus covers wide ranging issues with an emphasis on policy. The book covers issues mostly relating to emerging market economies, which has increasingly assumed importance in the context of globalization. The book contains some survey papers covering the frontiers of current knowledge on important themes like recent developments in trade theory and empirics, foreign exchange market, institutions in trade and finance, interrelation and interaction between international trade and international finance. The papers, fruit of rigorous and original research, are written by internationally and nationally reputed authors along with promising young researchers on the subjects. The book substantially contributes to the growing literature on issues relating to trade and international finance in emerging market economies and extends the frontiers of knowledge. The book is expected to have the widest possible readership comprising of advanced undergraduate and graduate students as well as senior researchers working in international trade and international finance.
Author : Charles Albert Eric Goodhart,Paul Mizen
Publisher : Edward Elgar Publishing
Page : 295 pages
File Size : 45,9 Mb
Release : 2003-01-01
Category : Business & Economics
ISBN : 9781781950784
Monetary History, Exchange Rates and Financial Markets is an impressive collection of original papers in honour of Charles Goodhart's outstanding contribution to monetary economics and policy. Charles Goodhart has written extensively on many of these topics and has become synonymous with his field; the chapters within this book offer a summary of current thinking on his own research subjects and include perspectives on controversies surrounding them.
Author : Gilles Dufrénot,Fredj Jawadi,Waël Louhichi
Publisher : Springer
Page : 322 pages
File Size : 47,7 Mb
Release : 2014-07-14
Category : Business & Economics
ISBN : 9783319052120
This book discusses market microstructure environment within the context of the global financial crisis. In the first part, the market microstructure theory is recalled and the main microstructure models and hypotheses are discussed. The second part focuses on the main effects of the financial downturn through an examination of market microstructure dynamics. In particular, the effects of market imperfections and the limitations associated with microstructure models are discussed. Finally, the new regulations and recent developments for financial markets that aim to improve the market microstructure are discussed. Well-known experts on the subject contribute to the chapters in the book. A must-read for academic researchers, students and quantitative practitioners.
Author : Jean-Paul Chavas,David Hummels,Brian D. Wright
Publisher : University of Chicago Press
Page : 394 pages
File Size : 50,5 Mb
Release : 2014-10-14
Category : Business & Economics
ISBN : 9780226128924
"The conference was organized by the three editors of this book and took place on August 15-16, 2012 in Seattle."--Preface.
