Asian Flu Or Wall Street Virus? PDF Download
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Author: Jorge A. Chan-Lau
Publisher: International Monetary Fund
ISBN:
Category : Stock exchanges
Languages : en
Pages : 36
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Book Description
Author: Jorge A. Chan-Lau
Publisher: International Monetary Fund
ISBN:
Category : Stock exchanges
Languages : en
Pages : 36
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Book Description
Author: Jorge A. Chan-Lau
Publisher:
ISBN:
Category :
Languages : en
Pages : 30
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Book Description
This paper, using T-GARCH models, finds that the United States has been the major source of price and volatility spillovers to stock markets in the Asian region during three different periods in the last decade: the pre-Long Term Capital Management crisis period the tech bubble period, and the stock market correction period. Hong Kong SAR, Japan, and Singapore also were important spillover sources within the Asian region and affected United States to a lesser degree during the stock market correction period. There is also evidence of structural breaks in the stock price and volatility dynamics induced during the tech bubble period.
Author: Jorge A. Chan-Lau
Publisher:
ISBN:
Category :
Languages : en
Pages : 0
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Book Description
Author: Jorge A. Chan-Lau
Publisher:
ISBN:
Category :
Languages : en
Pages :
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Book Description
Using TGARCH models, this paper finds that United States stock markets have been the major source of price and volatility spillovers to stock markets in the Asia-Pacific region during three different periods of the last decade: the pre-Long Term Capital Management crisis period, the tech-bubble period, and the stock market correction period. Hong Kong SAR, Japan, and Singapore were also important sources of spillovers within the Asia-Pacific region and, to a lesser degree, affected the United States during the stock market correction period. There is also evidence of structural breaks in the stock price and volatility dynamics induced during the tech-bubble period.
Author: Cheng-Few Lee
Publisher: Springer Science & Business Media
ISBN: 0387771174
Category : Business & Economics
Languages : en
Pages : 1700
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Book Description
Quantitative finance is a combination of economics, accounting, statistics, econometrics, mathematics, stochastic process, and computer science and technology. Increasingly, the tools of financial analysis are being applied to assess, monitor, and mitigate risk, especially in the context of globalization, market volatility, and economic crisis. This two-volume handbook, comprised of over 100 chapters, is the most comprehensive resource in the field to date, integrating the most current theory, methodology, policy, and practical applications. Showcasing contributions from an international array of experts, the Handbook of Quantitative Finance and Risk Management is unparalleled in the breadth and depth of its coverage. Volume 1 presents an overview of quantitative finance and risk management research, covering the essential theories, policies, and empirical methodologies used in the field. Chapters provide in-depth discussion of portfolio theory and investment analysis. Volume 2 covers options and option pricing theory and risk management. Volume 3 presents a wide variety of models and analytical tools. Throughout, the handbook offers illustrative case examples, worked equations, and extensive references; additional features include chapter abstracts, keywords, and author and subject indices. From "arbitrage" to "yield spreads," the Handbook of Quantitative Finance and Risk Management will serve as an essential resource for academics, educators, students, policymakers, and practitioners.
Author:
Publisher:
ISBN:
Category :
Languages : en
Pages : 554
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Book Description
Author:
Publisher:
ISBN:
Category : International finance
Languages : en
Pages : 218
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Book Description
Author: Bibliothèque centrale (Fonds Quetelet)
Publisher:
ISBN:
Category :
Languages : en
Pages : 868
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Book Description
Author: Chee Wooi Hooy
Publisher:
ISBN:
Category : International economic integration
Languages : en
Pages : 132
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Book Description
Author:
Publisher:
ISBN:
Category : Economics
Languages : en
Pages : 378
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Book Description
