Author: Bruno S. Sergi
Publisher: Emerald Group Publishing
ISBN: 1787693988
Category : Business & Economics
Languages : en
Pages : 287
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Book Description
Based on the 2017 conference "'New Reality' and Russian Markets" held at Harvard University, this book brings together world-renowned thinkers to offer the latest empirical research on recent financial risks, institutional policies, and financial stability.
Author: Rita Biswas
Publisher: Emerald Group Publishing
ISBN: 1838679596
Category : Business & Economics
Languages : en
Pages : 370
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Book Description
This special issue focuses on a gamut of topics ranging from monetary policy to corporate governance in emerging economies. Of the eleven papers it includes, five were selected from the II International Conference on Economics and Finance (ICEF-II) in Bengaluru, India.
Author: Dean Fantazzini
Publisher: Litres
ISBN: 5042017135
Category : Computers
Languages : en
Pages : 27
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Book Description
This paper focuses on the forecasting of market risk measures for the Russian RTS index future, and examines whether augmenting a large class of volatility models with implied volatility and Google Trends data improves the quality of the estimated risk measures. We considered a time sample of daily data from 2006 till 2019, which includes several episodes of large-scale turbulence in the Russian future market. We found that the predictive power of several models did not increase if these two variables were added, but actually decreased.The worst results were obtained when these two variables were added jointly and during periods of high volatility, when parameters estimates became very unstable. Moreover, several models augmented with these variables did not reach numerical convergence. Our empirical evidence shows that, in the case of Russian future markets, TGARCH models with implied volatility and Student’s t errors are better choices if robust market risk measures are of concern.
Author: Greg N. Gregoriou
Publisher: Springer
ISBN: 0230295215
Category : Business & Economics
Languages : en
Pages : 214
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Book Description
This book proposes new methods to value equity and model the Markowitz efficient frontier using Markov switching models and provide new evidence and solutions to capture the persistence observed in stock returns across developed and emerging markets.
Author: Bang Nam Jeon
Publisher: Emerald Group Publishing
ISBN: 1839820586
Category : Business & Economics
Languages : en
Pages : 372
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Book Description
This edited volume of International Finance Review examines the rising challenges facing emerging financial markets and institutions. It provides significant insight and policy implications on topics including global banking, risk and contagion, stock market behaviour, financial inclusion in the major emerging economies, and more.
Author: John C. Cox
Publisher: Prentice Hall
ISBN:
Category : Business & Economics
Languages : en
Pages : 518
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Book Description
Includes the first published detailed description of option exchange operations, the first published treatment using only elementary mathematics and the first step-by-step procedure for implementing the Black-Scholes formula in actual trading.
Author: Alvaro Rocha
Publisher: Springer Nature
ISBN: 3030894770
Category : Technology & Engineering
Languages : en
Pages : 1146
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Book Description
This book comprises the proceedings of the International Perm Forum “Science and Global Challenges of the 21st Century” held on October 18th – 23rd, 2021, at Perm State University, Perm, Russia. Global challenges, which determine the main trends in the development of social and economic life in the XXI century, require the integration of specialists in various fields of knowledge. That is why the main principle of this edition is interdisciplinarity, the formation of end-to-end innovation chains, including fundamental and applied research, and the wide application of smart innovations, networks, and information technologies. The authors seek to find synergy between technologies and such fields as computer science, geosciences, biology, linguistics, social studies, historical studies, and economics. The book is of interest to researchers seeking nontrivial solutions at the interface of sciences, digital humanities, computational linguistics, cognitive studies, machine learning, and others.
Author: Julio Boltvinik
Publisher: Bloomsbury Publishing
ISBN: 1783608455
Category : Social Science
Languages : en
Pages : 489
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Book Description
Peasants are a majority of the world's poor. Despite this, there has been little effort to bridge the fields of peasant and poverty studies. Peasant Poverty and Persistence in the Twenty-first Century provides a much-needed critical perspective linking three central questions: Why has peasantry, unlike other areas of non-capitalist production, persisted? Why are the vast majority of peasants poor? And how are these two questions related? Interweaving contributions from various disciplines, the book provides a range of responses, offering new theoretical, historical and policy perspectives on this peasant 'world drama'. Scholars from both South and North argue that, in order to find the policy paths required to overcome peasants' misery, we need a seismic transformation in social thought, to which they make important contributions. They are convinced that we must build upon the peasant economy's advantages over agricultural capitalism in meeting the challenges of feeding the growing world population while sustaining the environment. Structured to encourage debate among authors and mutual learning, Peasant Poverty and Persistence takes the reader on an intellectual journey toward understanding the peasantry.
Author: International Monetary Fund. Western Hemisphere Dept.
Publisher: International Monetary Fund
ISBN: 151354599X
Category : Business & Economics
Languages : en
Pages : 76
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Book Description
This paper explores Chile’s Request for an Arrangement Under the Flexible Credit Line (FCL). Chile qualifies for the FCL by virtue of its very strong fundamentals, institutional policy frameworks, track record of economic performance and policy implementation and commitment to maintain such policies in the future. Notwithstanding its very strong fundamentals and policy settings, Chile’s open economy is exposed to substantial external risks as a result of the ongoing coronavirus disease 2019 outbreak, including a significant deterioration in global demand for Chilean exports, a sharp decline or reversal of capital inflows toward emerging markets, and an abrupt tightening of global financial conditions. The authorities intend to treat the FCL arrangement as precautionary and temporary, and to exit the arrangement as soon as the 24-month period is completed, conditional on a reduction of risks at the time of the mid-term review.
Author: Irfan, Mohammad
Publisher: IGI Global
ISBN:
Category : Business & Economics
Languages : en
Pages : 314
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Book Description
In the face of an evolving global landscape characterized by climate change and a pressing need for sustainable development, the finance sector remains at a critical juncture. Traditional financial models struggle to address the challenges posed by the transition to a low-carbon economy, and unlocking private investments for sustainable initiatives remains an uphill battle. The integration of Artificial Intelligence (AI) and Machine Learning (ML) into financial systems presents both promise and peril, with the potential to reshape the industry while posing unprecedented challenges. Issues of Sustainability in AI and New-Age Thematic Investing is a beacon of insight and solutions in the realm of green finance and AI/ML integration. Geared toward academic scholars, policymakers, and industry experts, this book serves as a comprehensive guide to navigating the intricacies of sustainable development and energy transition. By highlighting the pivotal role of AI/ML in green finance, the publication bridges the gap between theoretical understanding and practical implementation, offering actionable solutions for unlocking private investments.
