Handbook of global financial markets: transformations, dependence, and risk spillovers
The objective of this handbook is to provide the readers with insights about current dynamics and future potential transformations of global financial markets. We intend to focus on four main areas: Dynamics of Financial Markets; Financial Uncertainty and Volatility; Market Linkages and Spillover Ef...
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| Format: | Elektronisch E-Book |
| Sprache: | English |
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New Jersey ; London ; Singapore ; Beijing ; Shanghai ; Hong Kong ; Taipei ; Chennai ; Tokyo
World Scientific
[2019]
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| Schlagworte: | |
| Online-Zugang: | EUV01 UBY01 Volltext |
| Zusammenfassung: | The objective of this handbook is to provide the readers with insights about current dynamics and future potential transformations of global financial markets. We intend to focus on four main areas: Dynamics of Financial Markets; Financial Uncertainty and Volatility; Market Linkages and Spillover Effects; and Extreme Events and Financial Transformations and address the following critical issues, but not limited to: market integration and its implications; crisis risk assessment and contagion effects; financial uncertainty and volatility; role of emerging financial markets in the global economy; role of complex dynamics of economic and financial systems; market linkages, asset valuation and risk management; exchange rate volatility and firm-level exposure; financial effects of economic, political and social risks; link between financial development and economic growth; country risks; and sovereign debt markets |
| Beschreibung: | 1 Online-Ressource (xxxiii, 793 Seiten) |
| ISBN: | 9789813236653 9789813236660 |
| DOI: | 10.1142/10893 |
Internformat
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| 505 | 8 | |a Includes bibliographical references and index | |
| 505 | 8 | |a pt. I. Global Stock markets: dynamic linkages, shock transmission, and contagion. chapter 1. International stock markets linkages: a dynamic factor model approach ; chapter 2. From bulls to bears: stock-bond comovements in European markets ; chapter 3. Brexit and contagion in global financial markets ; chapter 4. Ontology-driven framework for stock market monitoring and surveillance ; chapter 5. Volatility Spillovers and comovements between MENA markets during political turbulent times ; chapter 6. Measuring the contagion effect in emerging markets - part II. Foreign exchange markets: volatility, integration and spillovers. chapter 7. Macroeconomic News and exchange rate volatility: evidence of unstable effect ; chapter 8. Currency spillover effects between the US dollar and some major currencies and exchange rate forecasts based on neural nets ; chapter 9. Financial integration of foreign exchange and money markets: evidence from MENA - part III. | |
| 505 | 8 | |a - Risk assessment and portfolio management. chapter 10. Coherent asset allocations with liquidity-adjusted value-at-risk method: review of theoretical algorithms and applications ; chapter 11. Low carbon indexing and correlation indices: implications for portfolio management ; chapter 12. Alternative approach to risk mitigation ; chapter 13. The impact of news sentiment on financial risk: an extreme value approach ; chapter 14. Do commodity prices cause financial instability in the United States? A time-varying perspective through Rolling Window Bootstrap Approach - part IV. European sovereign debt markets: yields, risk and QE effectiveness. chapter 15. Measuring and analyzing liquidity and volatility dynamics in the Euro-area government bond market ; chapter 16. Bank dividend policy and the European debt crisis: is sovereign credit risk of relevance? ; chapter 17. Impact of QE on European sovereign bond market equilibrium ; chapter 18. | |
| 505 | 8 | |a - Repurchase agreements and the European Sovereign debt crises: the role of European clearinghouses - part V. Finance-growth nexus and macroeconomic effects on financial markets. chapter 19. The environmental Kuznets Curve: is there a financial analogue? ; chapter 20. The interaction of real and financial markets in the global economy: what role does China play? ; chapter 21. The impact of technology on the financial services industry ; chapter 22. Assessment of the economic impact of stock market development: an African perspective ; chapter 23. Optimal financial structure and economic growth in emerging markets ; chapter 24. Crowdf(o)unding, in context ; chapter 25. Terrorism and resilience: how family businesses respond to terrorist activity - part VI. Stylized facts and asset pricing. chapter 26. Asset pricing of individual stocks in periods of crisis ; chapter 27. Higher-order tail moments in asset-pricing theory ; chapter 28. | |
| 505 | 8 | |a - What do we know about local bias of individual investors? a literature review ; chapter 29. Does geography matter in finance? Frontiers, polarizations, alternatives and power dynamics for financial analysis | |
| 520 | |a The objective of this handbook is to provide the readers with insights about current dynamics and future potential transformations of global financial markets. We intend to focus on four main areas: Dynamics of Financial Markets; Financial Uncertainty and Volatility; Market Linkages and Spillover Effects; and Extreme Events and Financial Transformations and address the following critical issues, but not limited to: market integration and its implications; crisis risk assessment and contagion effects; financial uncertainty and volatility; role of emerging financial markets in the global economy; role of complex dynamics of economic and financial systems; market linkages, asset valuation and risk management; exchange rate volatility and firm-level exposure; financial effects of economic, political and social risks; link between financial development and economic growth; country risks; and sovereign debt markets | ||
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| contents | Includes bibliographical references and index pt. I. Global Stock markets: dynamic linkages, shock transmission, and contagion. chapter 1. International stock markets linkages: a dynamic factor model approach ; chapter 2. From bulls to bears: stock-bond comovements in European markets ; chapter 3. Brexit and contagion in global financial markets ; chapter 4. Ontology-driven framework for stock market monitoring and surveillance ; chapter 5. Volatility Spillovers and comovements between MENA markets during political turbulent times ; chapter 6. Measuring the contagion effect in emerging markets - part II. Foreign exchange markets: volatility, integration and spillovers. chapter 7. Macroeconomic News and exchange rate volatility: evidence of unstable effect ; chapter 8. Currency spillover effects between the US dollar and some major currencies and exchange rate forecasts based on neural nets ; chapter 9. Financial integration of foreign exchange and money markets: evidence from MENA - part III. - Risk assessment and portfolio management. chapter 10. Coherent asset allocations with liquidity-adjusted value-at-risk method: review of theoretical algorithms and applications ; chapter 11. Low carbon indexing and correlation indices: implications for portfolio management ; chapter 12. Alternative approach to risk mitigation ; chapter 13. The impact of news sentiment on financial risk: an extreme value approach ; chapter 14. Do commodity prices cause financial instability in the United States? A time-varying perspective through Rolling Window Bootstrap Approach - part IV. European sovereign debt markets: yields, risk and QE effectiveness. chapter 15. Measuring and analyzing liquidity and volatility dynamics in the Euro-area government bond market ; chapter 16. Bank dividend policy and the European debt crisis: is sovereign credit risk of relevance? ; chapter 17. Impact of QE on European sovereign bond market equilibrium ; chapter 18. - Repurchase agreements and the European Sovereign debt crises: the role of European clearinghouses - part V. Finance-growth nexus and macroeconomic effects on financial markets. chapter 19. The environmental Kuznets Curve: is there a financial analogue? ; chapter 20. The interaction of real and financial markets in the global economy: what role does China play? ; chapter 21. The impact of technology on the financial services industry ; chapter 22. Assessment of the economic impact of stock market development: an African perspective ; chapter 23. Optimal financial structure and economic growth in emerging markets ; chapter 24. Crowdf(o)unding, in context ; chapter 25. Terrorism and resilience: how family businesses respond to terrorist activity - part VI. Stylized facts and asset pricing. chapter 26. Asset pricing of individual stocks in periods of crisis ; chapter 27. Higher-order tail moments in asset-pricing theory ; chapter 28. - What do we know about local bias of individual investors? a literature review ; chapter 29. Does geography matter in finance? Frontiers, polarizations, alternatives and power dynamics for financial analysis |
| ctrlnum | (ZDB-124-WOP)00010893 (OCoLC)1190677965 (DE-599)BVBBV046808516 |
| discipline | Wirtschaftswissenschaften |
| discipline_str_mv | Wirtschaftswissenschaften |
| doi_str_mv | 10.1142/10893 |
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| index_date | 2024-07-03T14:58:16Z |
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| spelling | Handbook of global financial markets transformations, dependence, and risk spillovers edited by Sabri Boubaker, Duc Khuong Nguyen Transformations, dependence, and risk spillovers New Jersey ; London ; Singapore ; Beijing ; Shanghai ; Hong Kong ; Taipei ; Chennai ; Tokyo World Scientific [2019] © 2019 1 Online-Ressource (xxxiii, 793 Seiten) txt rdacontent c rdamedia cr rdacarrier Includes bibliographical references and index pt. I. Global Stock markets: dynamic linkages, shock transmission, and contagion. chapter 1. International stock markets linkages: a dynamic factor model approach ; chapter 2. From bulls to bears: stock-bond comovements in European markets ; chapter 3. Brexit and contagion in global financial markets ; chapter 4. Ontology-driven framework for stock market monitoring and surveillance ; chapter 5. Volatility Spillovers and comovements between MENA markets during political turbulent times ; chapter 6. Measuring the contagion effect in emerging markets - part II. Foreign exchange markets: volatility, integration and spillovers. chapter 7. Macroeconomic News and exchange rate volatility: evidence of unstable effect ; chapter 8. Currency spillover effects between the US dollar and some major currencies and exchange rate forecasts based on neural nets ; chapter 9. Financial integration of foreign exchange and money markets: evidence from MENA - part III. - Risk assessment and portfolio management. chapter 10. Coherent asset allocations with liquidity-adjusted value-at-risk method: review of theoretical algorithms and applications ; chapter 11. Low carbon indexing and correlation indices: implications for portfolio management ; chapter 12. Alternative approach to risk mitigation ; chapter 13. The impact of news sentiment on financial risk: an extreme value approach ; chapter 14. Do commodity prices cause financial instability in the United States? A time-varying perspective through Rolling Window Bootstrap Approach - part IV. European sovereign debt markets: yields, risk and QE effectiveness. chapter 15. Measuring and analyzing liquidity and volatility dynamics in the Euro-area government bond market ; chapter 16. Bank dividend policy and the European debt crisis: is sovereign credit risk of relevance? ; chapter 17. Impact of QE on European sovereign bond market equilibrium ; chapter 18. - Repurchase agreements and the European Sovereign debt crises: the role of European clearinghouses - part V. Finance-growth nexus and macroeconomic effects on financial markets. chapter 19. The environmental Kuznets Curve: is there a financial analogue? ; chapter 20. The interaction of real and financial markets in the global economy: what role does China play? ; chapter 21. The impact of technology on the financial services industry ; chapter 22. Assessment of the economic impact of stock market development: an African perspective ; chapter 23. Optimal financial structure and economic growth in emerging markets ; chapter 24. Crowdf(o)unding, in context ; chapter 25. Terrorism and resilience: how family businesses respond to terrorist activity - part VI. Stylized facts and asset pricing. chapter 26. Asset pricing of individual stocks in periods of crisis ; chapter 27. Higher-order tail moments in asset-pricing theory ; chapter 28. - What do we know about local bias of individual investors? a literature review ; chapter 29. Does geography matter in finance? Frontiers, polarizations, alternatives and power dynamics for financial analysis The objective of this handbook is to provide the readers with insights about current dynamics and future potential transformations of global financial markets. We intend to focus on four main areas: Dynamics of Financial Markets; Financial Uncertainty and Volatility; Market Linkages and Spillover Effects; and Extreme Events and Financial Transformations and address the following critical issues, but not limited to: market integration and its implications; crisis risk assessment and contagion effects; financial uncertainty and volatility; role of emerging financial markets in the global economy; role of complex dynamics of economic and financial systems; market linkages, asset valuation and risk management; exchange rate volatility and firm-level exposure; financial effects of economic, political and social risks; link between financial development and economic growth; country risks; and sovereign debt markets Capital market International finance Globalization / Economic aspects Internationaler Kapitalmarkt (DE-588)4027402-0 gnd rswk-swf Electronic books Internationaler Kapitalmarkt (DE-588)4027402-0 s DE-604 Boubaker, Sabri 1974- (DE-588)1029483124 edt Nguyen, Duc Khuong 1978- (DE-588)134231341 edt Erscheint auch als Druck-Ausgabe, Hardcover 978-981-32-3664-6 (DE-604)BV045277541 https://doi.org/10.1142/10893 Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Handbook of global financial markets transformations, dependence, and risk spillovers Includes bibliographical references and index pt. I. Global Stock markets: dynamic linkages, shock transmission, and contagion. chapter 1. International stock markets linkages: a dynamic factor model approach ; chapter 2. From bulls to bears: stock-bond comovements in European markets ; chapter 3. Brexit and contagion in global financial markets ; chapter 4. Ontology-driven framework for stock market monitoring and surveillance ; chapter 5. Volatility Spillovers and comovements between MENA markets during political turbulent times ; chapter 6. Measuring the contagion effect in emerging markets - part II. Foreign exchange markets: volatility, integration and spillovers. chapter 7. Macroeconomic News and exchange rate volatility: evidence of unstable effect ; chapter 8. Currency spillover effects between the US dollar and some major currencies and exchange rate forecasts based on neural nets ; chapter 9. Financial integration of foreign exchange and money markets: evidence from MENA - part III. - Risk assessment and portfolio management. chapter 10. Coherent asset allocations with liquidity-adjusted value-at-risk method: review of theoretical algorithms and applications ; chapter 11. Low carbon indexing and correlation indices: implications for portfolio management ; chapter 12. Alternative approach to risk mitigation ; chapter 13. The impact of news sentiment on financial risk: an extreme value approach ; chapter 14. Do commodity prices cause financial instability in the United States? A time-varying perspective through Rolling Window Bootstrap Approach - part IV. European sovereign debt markets: yields, risk and QE effectiveness. chapter 15. Measuring and analyzing liquidity and volatility dynamics in the Euro-area government bond market ; chapter 16. Bank dividend policy and the European debt crisis: is sovereign credit risk of relevance? ; chapter 17. Impact of QE on European sovereign bond market equilibrium ; chapter 18. - Repurchase agreements and the European Sovereign debt crises: the role of European clearinghouses - part V. Finance-growth nexus and macroeconomic effects on financial markets. chapter 19. The environmental Kuznets Curve: is there a financial analogue? ; chapter 20. The interaction of real and financial markets in the global economy: what role does China play? ; chapter 21. The impact of technology on the financial services industry ; chapter 22. Assessment of the economic impact of stock market development: an African perspective ; chapter 23. Optimal financial structure and economic growth in emerging markets ; chapter 24. Crowdf(o)unding, in context ; chapter 25. Terrorism and resilience: how family businesses respond to terrorist activity - part VI. Stylized facts and asset pricing. chapter 26. Asset pricing of individual stocks in periods of crisis ; chapter 27. Higher-order tail moments in asset-pricing theory ; chapter 28. - What do we know about local bias of individual investors? a literature review ; chapter 29. Does geography matter in finance? Frontiers, polarizations, alternatives and power dynamics for financial analysis Capital market International finance Globalization / Economic aspects Internationaler Kapitalmarkt (DE-588)4027402-0 gnd |
| subject_GND | (DE-588)4027402-0 |
| title | Handbook of global financial markets transformations, dependence, and risk spillovers |
| title_alt | Transformations, dependence, and risk spillovers |
| title_auth | Handbook of global financial markets transformations, dependence, and risk spillovers |
| title_exact_search | Handbook of global financial markets transformations, dependence, and risk spillovers |
| title_exact_search_txtP | Handbook of global financial markets transformations, dependence, and risk spillovers |
| title_full | Handbook of global financial markets transformations, dependence, and risk spillovers edited by Sabri Boubaker, Duc Khuong Nguyen |
| title_fullStr | Handbook of global financial markets transformations, dependence, and risk spillovers edited by Sabri Boubaker, Duc Khuong Nguyen |
| title_full_unstemmed | Handbook of global financial markets transformations, dependence, and risk spillovers edited by Sabri Boubaker, Duc Khuong Nguyen |
| title_short | Handbook of global financial markets |
| title_sort | handbook of global financial markets transformations dependence and risk spillovers |
| title_sub | transformations, dependence, and risk spillovers |
| topic | Capital market International finance Globalization / Economic aspects Internationaler Kapitalmarkt (DE-588)4027402-0 gnd |
| topic_facet | Capital market International finance Globalization / Economic aspects Internationaler Kapitalmarkt |
| url | https://doi.org/10.1142/10893 |
| work_keys_str_mv | AT boubakersabri handbookofglobalfinancialmarketstransformationsdependenceandriskspillovers AT nguyenduckhuong handbookofglobalfinancialmarketstransformationsdependenceandriskspillovers AT boubakersabri transformationsdependenceandriskspillovers AT nguyenduckhuong transformationsdependenceandriskspillovers |