Author: Yin-Wong Cheung
Publisher:
ISBN:
Category : Euro-dollar market
Languages : en
Pages : 32
Book Description
Information flows between the Eurodollar spot and futures markets
Author: Yin-Wong Cheung
Publisher:
ISBN:
Category : Euro-dollar market
Languages : en
Pages : 32
Book Description
Publisher:
ISBN:
Category : Euro-dollar market
Languages : en
Pages : 32
Book Description
An Empirical Investigation of Stock Markets
Author: Shigeyuki Hamori
Publisher: Springer Science & Business Media
ISBN: 1441992081
Category : Business & Economics
Languages : en
Pages : 140
Book Description
An Empirical Investigation of Stock Markets: The CCF Approach attempts to make an empirical contribution to the literature on the movements of stock prices in major economies, i.e. Germany, Japan, the UK and the USA. Specifically, the cross-correlation function (CCF) approach is used to analyze the stock market. This volume provides some empirical evidence regarding the economic linkages among a group of different countries. Chapter 2 and Chapter 3 analyze the international linkage of stock prices among Germany, Japan, the UK and the USA. Chapter 2 applies the standard approach, whereas Chapter 3 uses the CCF approach. Chapter 4 analyzes the relationship between stock prices and exchange rates. Chapter 5 analyzes the relationship among stock prices, exchange rates, and real economic activities. Chapter 6 summarizes the main results obtained in each chapter and comments on the possible directions of future research.
Publisher: Springer Science & Business Media
ISBN: 1441992081
Category : Business & Economics
Languages : en
Pages : 140
Book Description
An Empirical Investigation of Stock Markets: The CCF Approach attempts to make an empirical contribution to the literature on the movements of stock prices in major economies, i.e. Germany, Japan, the UK and the USA. Specifically, the cross-correlation function (CCF) approach is used to analyze the stock market. This volume provides some empirical evidence regarding the economic linkages among a group of different countries. Chapter 2 and Chapter 3 analyze the international linkage of stock prices among Germany, Japan, the UK and the USA. Chapter 2 applies the standard approach, whereas Chapter 3 uses the CCF approach. Chapter 4 analyzes the relationship between stock prices and exchange rates. Chapter 5 analyzes the relationship among stock prices, exchange rates, and real economic activities. Chapter 6 summarizes the main results obtained in each chapter and comments on the possible directions of future research.
Multinational Finance Journal
Author:
Publisher:
ISBN:
Category : International finance
Languages : en
Pages : 332
Book Description
Publisher:
ISBN:
Category : International finance
Languages : en
Pages : 332
Book Description
International Evidence on the Stock Market and Aggregate Economic Activity
Author: Yin-Wong Cheung
Publisher:
ISBN:
Category : Stock exchanges
Languages : en
Pages : 52
Book Description
Publisher:
ISBN:
Category : Stock exchanges
Languages : en
Pages : 52
Book Description
On Existence of an "optimal Stock Price"
Author: Lifan Wu
Publisher:
ISBN:
Category : Stock splitting
Languages : en
Pages : 44
Book Description
Publisher:
ISBN:
Category : Stock splitting
Languages : en
Pages : 44
Book Description
Capital Structure and Socially Optimal Capacity in Oligopoly
Author: Tae Hoon Oum
Publisher:
ISBN:
Category : Aeronautics, Commercial
Languages : en
Pages : 48
Book Description
Publisher:
ISBN:
Category : Aeronautics, Commercial
Languages : en
Pages : 48
Book Description
An Analysis of Fortress Hubs in Airline Networks
Author: Anming Zhang
Publisher:
ISBN:
Category : Aeronautics, Commercial
Languages : en
Pages : 40
Book Description
Publisher:
ISBN:
Category : Aeronautics, Commercial
Languages : en
Pages : 40
Book Description
Computational Finance and Its Applications II
Author: M. Costantino
Publisher: WIT Press
ISBN: 1845641744
Category : Business & Economics
Languages : en
Pages : 449
Book Description
Featuring papers from the Second International Conference on Computational Finance and its Applications, the text includes papers that encompass a wide range of topics such as risk management, derivatives pricing, credit risk, trading strategies, portfolio management and asset allocation, and market analysis.
Publisher: WIT Press
ISBN: 1845641744
Category : Business & Economics
Languages : en
Pages : 449
Book Description
Featuring papers from the Second International Conference on Computational Finance and its Applications, the text includes papers that encompass a wide range of topics such as risk management, derivatives pricing, credit risk, trading strategies, portfolio management and asset allocation, and market analysis.
The Optimal Number of Contracts in Cross- Or Delta-Hedges
Author: Piet Sercu
Publisher:
ISBN:
Category : Hedging (Finance)
Languages : en
Pages : 48
Book Description
Publisher:
ISBN:
Category : Hedging (Finance)
Languages : en
Pages : 48
Book Description
Macroeconomic Determinants of Long-term Stock Market Comovements Among Major EMS Countries
Author: Yin-Wong Cheung
Publisher:
ISBN:
Category : Macroeconomics
Languages : en
Pages : 48
Book Description
Publisher:
ISBN:
Category : Macroeconomics
Languages : en
Pages : 48
Book Description