Financial markets and the global recession (Nova Science Publishers, 2010)
Includes bibliographical references and index
Global recession : just a glitch or is it here to stay? / George P. Boretos -- The impacts of global recession on the world economy : an investigation with a multi-country overlapping generations simulation model / Manabu Shimasawa, Kazumasa Oguro and others -- When risk weights increase the risk : some concerns for capital regulation / Zoltan Varsanyi -- The role of foreign monetary authorities in the global economic crisis in terms of reducing the pressure put by declining US house prices / Hideki Nishigaki -- The financial crisis and EMU / Ronny Norén -- On the future of capital asset pricing models / Kateryna Shapovalova -- Predicting stock returns in a cross section : do individual firm characteristics matter? / Kateryna Shapovalova, Alexander Subbotin -- Volatility models : from GARCH to multi-horizon cascades / Alexander Subbotin, Thierry Chauveau, Kateryna Shapovalova -- Leader market indexes / Emanuele Canegrati -- The continuous-time dynamics of VIX amid the recent market turmoil / Large Minqiang Li