The global structure of financial markets: an overview
Saved in:
| Format: | Book |
|---|---|
| Language: | English |
| Published: |
London [u.a.]
Routledge
1997
|
| Edition: | 1. publ. |
| Series: | Routledge studies in international business and the world economy
6 |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | XVIII, 445 S. graph. Darst. |
| ISBN: | 0415135494 |
Staff View
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| adam_text | CONTENTS
List of figures viii
List of tables x
List of contributors xiv
Preface xvi
1 INTRODUCTION: THE GLOBAL STRUCTURE OF
FINANCIAL MARKETS: AN OVERVIEW 1
Dilip K. Ghosh and Edgar Ortiz
PART I GLOBAL CAPITAL MARKETS
2 GLOBALIZATION OF BUSINESS AND FINANCE
AND EMERGING CAPITAL MARKETS 17
Edgar Ortiz
3 ON THE ESTIMATION OF GLOBAL BETA 31
Gauri L. Ghai, Maria E. de Boyrie and Arun J. Prakash
4 PERVERSE EFFECTS OF GLOBALIZATION IN
TODAY S LATIN AMERICAN FINANCE 36
Robert Rollinat
5 LIBERALIZATION AND DEREGULATION OF THE
MEXICAN STOCK MARKET 50
Alejandro Cabello
6 LATIN AMERICAN EQUITY MARKETS: BENEFITS
FROM DIVERSIFICATION AND CURRENCY HEDGING 74
Luc Soenen and Steve Schrepferman
7 GLOBAL CO MOVEMENTS OF STOCK MARKETS
BEFORE AND AFTER THE 1987 CRASH 91
Ilhan Meric and Gulser Meric
CONTENTS
8 EQUITY AND OIL MARKETS UNDER EXTERNAL
SHOCKS 103
Jorge Urrutia and A.G. Malliaris
PART H GLOBAL FOREIGN EXCHANGE MARKETS
9 NAKED AND COVERED SPECULATION IN FOREIGN
EXCHANGE MARKETS 119
Dilip K. Ghosh
10 CONSISTENT ESTIMATES OF EXCHANGE RATE
PASS THROUGH COEFFICIENTS FOR THE LEADING
EUROPEAN COUNTRIES 144
Paola Caselli, and Andrea Cividini
11 ON FORECASTING FOREIGN EXCHANGE RATES 170
Ali M. Parhizgari and Maria E. deBoyrie
12 EXCHANGE RATE THEORIES AND THE BEHAVIOR
OF EXCHANGE RATES: THE RECORD SINCE
BRETTON WOODS 182
Ramakrishnan S. Koundinya
13 FORWARD AND FUTURES MARKETS: CONCEPTUAL
DIFFERENCES AND COMPUTATIONAL
ILLUSTRATIONS 192
Mary E. Malliaris
14 IMMUNIZING CURRENCY RISK IN INTERNATIONAL
TRADE AND FINANCE: THE DEVELOPMENT OF A
SDR FUTURES MARKET 201
Krishnan Dandapani, Arun J. Prakash and Karen Duhala
15 PURCHASING POWER PARITY AND THE PESO/
DOLLAR EXCHANGE RATE 215
Vincent Dropsy
PART m GLOBAL BANKING ISSUES
16 CONTESTABLE MARKETS AND THE MEXICAN
BANKING SECTOR IN THE CONTEXT OF NAFTA 229
Edgar Ortiz and Alfred Lewis
17 RIVALRY AND EVOLUTION OF AN INDUSTRY S
STRUCTURE: THE CASE OF THE COSTA RICAN
BANKING SYSTEM 259
Mariano Rojas
vi
CONTENTS
18 INTERNATIONAL INTEREST RATE MECHANISMS IN
BANK LENDING AND BORROWING MARKETS 274
Arjun Chatrath, Sanjay Ramchander and Frank Song
19 EUROPEAN UNION EQUITY MARKET REACTIONS TO
THE 1992 93 ERM CRISIS 287
Ahmad Etebari and Fred R. Kaen
20 THE EVOLUTION OF US MULTINATIONAL BANKING 319
Susan Hine and John Olienyk
PART IV CAPITAL FLOWS IN THE GLOBAL STRUCTURE
21 EXTERNAL CAPITAL FLOWS TO DEVELOPING
COUNTRIES: PROSPECTS FOR THE 1990s 331
Harri Ramcharran
22 DETERMINANTS OF FOREIGN DIRECT INVESTMENT
OUTFLOWS OF SELECTED OECD COUNTRIES 344
M. Raquibuz Zaman and Fahri M. Unsal
23 AN EXAMINATION OF THE ARGUMENT FOR
INCREASED INVESTMENT IN EMERGING MARKETS 351 v
P. Avgoustinos, A.A. Lonie, DM. Power and CD. Sinclair
24 RE EXPLORING FINANCIAL DIVERSIFICATION:
THE MEXICAN CASE 367
Fausto Herndndez Trillo
25 CAPITAL FLIGHT FROM INDIA TO THE UNITED
STATES THROUGH ABNORMAL PRICING IN
INTERNATIONAL TRADE 382
John S. Zdanowicz, William W. Welch and Simon J. Pak
26 A FRONTIER FUNCTION ANALYSIS OF CAPITAL
FLIGHT FROM SELECTED LATIN AMERICAN
COUNTRIES 406
Benu Varman Schneider
27 OFFSHORE MARKETS AND CAPITAL FLOWS:
A THEORETICAL ANALYSIS 422
Dilip K. Ghosh
Index 432
vii
FIGURES
6.1 Market capitalization of selected Latin American stock
markets, 1988 93 76
8.1 Cumulative abnormal returns (S P 500 spot) 108
8.2 Cumulative abnormal returns (S P 500 futures) 109
8.3 Cumulative abnormal returns (oil spot prices) 110
8.4 Cumulative abnormal returns (oil futures prices) 111
9.1 Profitable choice: forward buy or sell 122
9.2 Profit (loss) possibilities with naked spot speculation 125
9.3 Profit menu with single choice under speculation 127
9.4 Profit zones with single strategy under speculation 129
9.5 Zones of profitable/unprofitable forward speculation 132
9.6 Spot speculation 133
9.7 Spot and forward speculation 134
9.8 Covered speculation with put option 136
9.9 Covered speculation with call option 137
9.10 Option based profit profiles, different expiration times 139
9.11 Profit (loss) possibilities with strangle 140
9.12 Profit (loss) possibilities with straddle and delta neutral
ratio spread 141
9.13 Profit (loss) possibilities with different volatilities 142
9.14 Profit possibilities: options vis a vis forward contracts 143
10.1 Dynamic simulation of German export prices on the
Italian market 156
10.2 Dynamic simulation of French export prices on the Italian
market 156
10.3 Dynamic simulation of UK export prices on the German
market 157
10.4 Dynamic simulation of Italian export prices on the German
market 157
10.5 Dynamic simulation of UK export prices on the French
market 158
FIGURES
10.6 Dynamic simulation of Italian export prices on the French
market 158
10.7 Dynamic simulation of German export prices on the UK
market 159
10.8 Dynamic simulation of French export prices on the UK
market 159
13.1 Two state probability tree (1) 194
13.2 Two state probability tree (2) 196
13.3 Two state probability tree (3) 197
13.4 Two state probability tree (4) 198
13.5 Two state probability tree (5) 199
13.6 Two state probability tree (6) 200
14.1a No appreciation or uniform price appreciation or
depreciation of SDRs (1) 209
14.1b No appreciation or uniform price appreciation or
depreciation of SDRs (2) 209
14.2 Effect when SDRs depreciate with respect to purchaser s
monetary unit 210
14.3 Effect when SDRs appreciate with respect to purchaser s
monetary unit 211
15.1 Peso/ exchange rate, 1958 94 217
15.2 Nominal Peso/ and inflation differential,
1970 94 217
15.3 Recursive PPP test, real Peso/ rate 221
15.4 Rolling PPP test, real Peso/ rate 222
15.5 Wright s CUSUM test, real Peso/ rate (1) 222
15.6 Wright s CUSUM test, real Peso/ rate (2) 223
15.7 Sequential PPP/break test, real Peso/ rate 223
15.8 Sequential PPP/mean shift test, real Peso/ rate 224
18.1 Time paths of impulse responses to German shocks 283
21.1 Percentage distribution of resource flows 334
21.2 ODA as percentage of donor GNP: OECD 337
21.3 FDI by countries (US $m) 339
21.4 Portfolio equity flows 340
21.5 Debt indicator: EDT/XGS (%) 342
21.6 Debt indicator: TDS/XGS (%) 342
23.1 MRPUR for diversified and undiversified portfolios 357
26.1 Venezuela: technical efficiency estimates 414
26.2 Colombia: technical efficiency 414
26.3 Chile: technical efficiency estimates 415
27.1 Balance of payments equilibrium: current and capital
account balances 426
27.2 Impact effects 429
ix
TABLES
1.1 Characteristics of major stock markets 4 5
1.2 Overview of emerging stock markets 6
5.1 Direct and stock market investments in Mexico, 1989 94 64
5.2 Holdings on Mexican domestic debt, 1994 66
5.3 Market value of foreign portfolio holdings in the Mexican
money and stock markets 67
6.1 Performance of unhedged equities 77
6.2 Performance of hedged equities 81
6.3 Difference in performance between hedged and unhedged
equities 82
6.4 Performance of unhedged equity portfolios 84 5
7.1 Correlation matrices in the pre and post crash periods 94
7.2 Average correlation coefficients 95
7.3 Volatility of the stock markets 96
7.4 Multivariate tests for the homogeneity of the variance
covariance matrices of the pre and post crash periods 97
7.5 Principal components for the pre crash period 98
7.6 Principal components for the post crash period 99
8.1 Standardized CAR for the S P 500 index and oil spot
and futures from 43 days before to 119 days after the
invasion of Kuwait 107
8.2 Augmented Dickey Fuller tests of stationarity for S P 500
index and oil spot and futures prices 112
8.3 Augmented Dickey Fuller tests of stationarity for S P 500
index and oil spot and futures returns 113
8.4 Tests of cointegration between the S P 500 index and oil
spot and futures prices 114
8.5 Causality tests between S P 500 index and oil spot and
futures prices 115
10.1a Results of the estimation of equation (1) for export prices
on the Italian market 148
TABLES
10.1b Results of the estimation of equation (1) for export prices
on the German market 149
10.1c Results of the estimation of equation (1) for export prices
on the French market 150
10.Id Results of the estimation of equation (1) for export prices
on the UK market 151
10.2a Degree of simultaneity for export prices on the Italian
market 153
10.2b Degree of simultaneity for export prices on the German
market 153
10.2c Degree of simultaneity for export prices on the French
market 154
10.2d Degree of simultaneity for export prices on the UK market 154
10.3a Prediction accuracy of the export price equations on the
Italian market 160
10.3b Prediction accuracy of the export price equations on the
German market 160
10.3c Prediction accuracy of the export price equations on the
French market 161
10.3d Prediction accuracy of the export price equations on the
UK market 161
14.1 The valuation of the SDR (1 July 1974) 203
14.2 Revised SDR valuation (1 January 1986 to present) 204
14.3 Variability in exchange rates, 1974 93 206
14.4 Maximum swings in real effective exchange rates of five
major currencies, 1963 92 207
14.5 Variability in real exchange rates, 1973 92 208
14.6a A long hedge made by the buyer of the product 213
14.6b A short hedge made by the seller of the product 213
16.1 Concentration in the Mexican banking system 242 4
16.2 Indexes of banking concentration in Mexico 245
16.3 Key financial trends in Mexican banking 247 51
17.1 Costa Rican banks: transition probabilities matrix,
1974 81 269
17.2 Costa Rican banks: average and steady state market share,
1974 81 269
17.3 Costa Rican banks: transition probabilities matrix,
1982 90 270
17.4 Costa Rican banks: average and steady state market share,
1982 90 271
18.1a Sample correlation matrix of Prime rates, 1972 92 279
18.1b Sample correlation matrix of CD rates, 1972 92 279
18.2a Granger causality test of Prime rates, 1972 92 280
18.2b Granger causality test of CD rates, 1972 92 280
xi
TABLES
18.3a Impulse response to a unit shock in the German Prime
rates, 1972 92 282
18.3b Impulse response to a unit shock in the German CD rates,
1972 92 282
19.1 Bundesbank discount and/or Lombard rate change
announcements and major Exchange Rate Mechanism
events, 1992 3 292
19.2 Bundesbank security repurchase agreement rate changes,
1992 3 293
19.3 ERM countries and their respective stock indexes 294
19.4 Indicator variable regressions for Bundesbank discount and/
or Lombard rate change announcements during the 1992 3
ERM currency crisis 295
19.5 Indicator variable regressions for Bundesbank security
repurchase agreement rate change announcements during
the 1992 3 ERM curency crisis 297
19.6 Two day cumulative returns associated with Bundesbank
discount and/or Lombard rate changes during 1992 3 299
19.7 Cumulative event window returns for Bundesbank discount
and/or Lombard rate change 300 2
19.8 Cumulative event day abnormal returns for Bundesbank
security repurchase agreement rate changes 304
19.9 Announcement day abnormal returns for selected interest
rate related ERM events 308 9
19.10a Standard deviation of daily stock index returns during
selected 1992 3 ERM crisis intervals 312
19.10b Ratios of variances of daily stock returns during selected
1992 3 ERM crisis intervals 313
19.11 Correlation coefficients of stock index returns for ERM
countries during the periods before and after the departures
of the UK and Italy from the ERM 315
A20.1 Total assets of foreign branches of US banks, 1955 91 326
21.1 Aggregate net long term resource flows to developing
countries, 1986 93 332
21.2 Percentage distribution of resource flows, 1986 93 333
21.3 Official development assistance from OECD and OPEC
members, 1970 91 335
21.4 OECD: percentage distribution of ODA, 1970 91 336
21.5 OECD: ODA as percentage of donor GNP, 1970 91 336
21.6 FDI by countries, 1980 92 338
21.7 Portfolio equity flows, 1980 92 339
21.8 Debt indicator: EDT/XGS (%), 1980 92 341
21.9 Debt indicator: TDS/XGS (%), 1980 92 341
xii
TABLES
22.1 Summary of correlation coefficient FDI outflow versus
selected variables 347
23.1 Descriptive statistics for the data 355
23.2 Mean return per unit of risk for the sample 356
23.3 Correlations of returns for the sample 360
23.4 Analysis of variance of emerging markets and of UK
and emerging markets 361
23.5 Principal components, corresponding emerging market
portfolios and selected diversified portfolios with 80:20
UK/EMPC mix 363
24.1 Mexico: correlation matrix for daily returns per share,
1992 4 370
24.2 Mexico: correlation matrix for squared daily returns per
share, 1992 4 371
24.3 Mexico: correlation matrix for weekly returns per share,
1992 4 372
24.4 Mexico: correlation matrix for squared weekly returns
per share, 1992 4 373
24.5 Mexico: ARCH test for daily data 374
24.6 Mexico: ARCH test for weekly data 374
24.7 Mexico: estimation of the parameter, p* 376
24.8 Mexico: ARCH tests for optimal combination 377
24.9 Mexico: estimation of the parameter 81 379
25.1 Underpriced Indian exports to the US, 1993 387
25.2 Overpriced Indian imports from the US, 1993 388
25.3 Income shifted from India to the US through 1993 trades 391
25.4 India s trades with the US, 1993 391
25.5 Average prices, upper and lower limits for Indian imports
from the US, 1993 396 9
25.6 Average prices, upper and lower limits for Indian exports
to the US, 1993 400 3
26.1 Gross capital outflows from selected Latin American
countries 408
26.2 Dependent variable KO/GDP: estimation by least squares 412
26.3 Estimates of the Frontier function model 413
Al.26.1 Technical efficiency estimates 416
A2.26.1 Venezuela: selected economic indicators 417
A2.26.2 Chile: selected economic indicators 418
A2.26.3 Colombia: selected economic indicators 419
27.1 The wealth effects of exchange rate changes 428
xiii
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| open_access_boolean | |
| owner | DE-12 DE-703 DE-M347 DE-521 DE-188 |
| owner_facet | DE-12 DE-703 DE-M347 DE-521 DE-188 |
| physical | XVIII, 445 S. graph. Darst. |
| publishDate | 1997 |
| publishDateSearch | 1997 |
| publishDateSort | 1997 |
| publisher | Routledge |
| record_format | marc |
| series | Routledge studies in international business and the world economy |
| series2 | Routledge studies in international business and the world economy |
| spelling | The global structure of financial markets an overview ed. by Dilip K. Ghosh ... 1. publ. London [u.a.] Routledge 1997 XVIII, 445 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Routledge studies in international business and the world economy 6 finanze internazionali - [saggi] tessin-TR mercato dei capitali - [saggi] tessin-TR mercato finanziario internazionale - [saggi] tessin-TR International finance Capital market Internationaler Kreditmarkt (DE-588)4120506-6 gnd rswk-swf Internationaler Kapitalmarkt (DE-588)4027402-0 gnd rswk-swf Internationale Kapitalbewegung (DE-588)4162044-6 gnd rswk-swf (DE-588)4143413-4 Aufsatzsammlung gnd-content Internationaler Kapitalmarkt (DE-588)4027402-0 s DE-604 Internationale Kapitalbewegung (DE-588)4162044-6 s Internationaler Kreditmarkt (DE-588)4120506-6 s Ghosh, Dilip K. 1942- Sonstige (DE-588)115571310 oth Routledge studies in international business and the world economy 6 (DE-604)BV010489912 6 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=007713664&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | The global structure of financial markets an overview Routledge studies in international business and the world economy finanze internazionali - [saggi] tessin-TR mercato dei capitali - [saggi] tessin-TR mercato finanziario internazionale - [saggi] tessin-TR International finance Capital market Internationaler Kreditmarkt (DE-588)4120506-6 gnd Internationaler Kapitalmarkt (DE-588)4027402-0 gnd Internationale Kapitalbewegung (DE-588)4162044-6 gnd |
| subject_GND | (DE-588)4120506-6 (DE-588)4027402-0 (DE-588)4162044-6 (DE-588)4143413-4 |
| title | The global structure of financial markets an overview |
| title_auth | The global structure of financial markets an overview |
| title_exact_search | The global structure of financial markets an overview |
| title_full | The global structure of financial markets an overview ed. by Dilip K. Ghosh ... |
| title_fullStr | The global structure of financial markets an overview ed. by Dilip K. Ghosh ... |
| title_full_unstemmed | The global structure of financial markets an overview ed. by Dilip K. Ghosh ... |
| title_short | The global structure of financial markets |
| title_sort | the global structure of financial markets an overview |
| title_sub | an overview |
| topic | finanze internazionali - [saggi] tessin-TR mercato dei capitali - [saggi] tessin-TR mercato finanziario internazionale - [saggi] tessin-TR International finance Capital market Internationaler Kreditmarkt (DE-588)4120506-6 gnd Internationaler Kapitalmarkt (DE-588)4027402-0 gnd Internationale Kapitalbewegung (DE-588)4162044-6 gnd |
| topic_facet | finanze internazionali - [saggi] mercato dei capitali - [saggi] mercato finanziario internazionale - [saggi] International finance Capital market Internationaler Kreditmarkt Internationaler Kapitalmarkt Internationale Kapitalbewegung Aufsatzsammlung |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=007713664&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV010489912 |
| work_keys_str_mv | AT ghoshdilipk theglobalstructureoffinancialmarketsanoverview |