Computational Finance and Its Applications II PDF Download
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Author: M. Costantino
Publisher: WIT Press
ISBN: 1845641744
Category : Business & Economics
Languages : en
Pages : 449
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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.
Author: M. Costantino
Publisher: WIT Press
ISBN: 1845641744
Category : Business & Economics
Languages : en
Pages : 449
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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.
Author: Ms.Sonali Jain-Chandra
Publisher: International Monetary Fund
ISBN: 1475579713
Category : Business & Economics
Languages : en
Pages : 19
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Book Description
The effectiveness of the monetary policy transmission mechanism in open economies could be impaired if interest rates are driven primarily by global factors, especially during periods of large capital inflows. The main objective of this paper is to assess whether this is true for emerging Asia’s economies. Using a dynamic factor model and a structural vector auto-regression model, we show that long-term interest rates in Asia are indeed predominantly driven by global factors. However, monetary policy transmission mechanism remains effective in the region, as it operates predominantly through short-term interest rates. Nevertheless, the monetary transmission mechanism, though effective, is somewhat weaker in Asia during the periods of surges in capital inflows.
Author:
Publisher:
ISBN:
Category :
Languages : en
Pages : 556
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Book Description
Author: Mr.Jack Ree
Publisher: International Monetary Fund
ISBN: 1475565178
Category : Business & Economics
Languages : en
Pages : 29
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Book Description
This paper examines how exchange rate volatility and Korean banks’ foreign exchange liquidity mismatches interacted with each other during the Global Financial Crisis, and whether the vulnerability stemming from this interaction has been reduced since then. Structural and cyclical changes after the crisis, including decreasing demand for currency hedges and the diversifying investor base for bonds, point to a possible weakening of the interaction mechanism; and we find evidences are strongly supportive of this.
Author: Yakov Amihud
Publisher: Beard Books
ISBN: 1587981637
Category : Business & Economics
Languages : en
Pages : 338
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Book Description
This is a reprnit of a previously published book. it deals with changes on the U.S. financial market by the Securities Acts Amendment of 1975.
Author: Matthias Burghardt
Publisher: Springer Science & Business Media
ISBN: 3834961701
Category : Business & Economics
Languages : en
Pages : 170
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Book Description
Using a unique data set consisting of more than 36.5 million submitted retail investor orders over the course of five years, Matthias Burghardt constructs an innovative retail investor sentiment index. He shows that retail investors’ trading decisions are correlated, that retail investors are contrarians, and that a profitable trading strategy can be based on these aggregated sentiment measures.
Author:
Publisher:
ISBN:
Category : Dissertations, Academic
Languages : en
Pages : 588
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Book Description
Author: Mikko Ranta
Publisher:
ISBN: 9789524763035
Category : Finance
Languages : en
Pages : 121
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Book Description
Author: Sushil Bikhchandani
Publisher:
ISBN:
Category : Capital market
Languages : en
Pages : 38
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Book Description
Author: Hersh Shefrin
Publisher: Elsevier
ISBN: 0080482244
Category : Business & Economics
Languages : en
Pages : 636
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Book Description
Behavioral finance is the study of how psychology affects financial decision making and financial markets. It is increasingly becoming the common way of understanding investor behavior and stock market activity. Incorporating the latest research and theory, Shefrin offers both a strong theory and efficient empirical tools that address derivatives, fixed income securities, mean-variance efficient portfolios, and the market portfolio. The book provides a series of examples to illustrate the theory. The second edition continues the tradition of the first edition by being the one and only book to focus completely on how behavioral finance principles affect asset pricing, now with its theory deepened and enriched by a plethora of research since the first edition
