Author: David Chambers
Publisher: CFA Institute Research Foundation
ISBN: 1944960163
Category : Business & Economics
Languages : en
Pages : 306
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Book Description
Since the 2008 financial crisis, a resurgence of interest in economic and financial history has occurred among investment professionals. This book discusses some of the lessons drawn from the past that may help practitioners when thinking about their portfolios. The book’s editors, David Chambers and Elroy Dimson, are the academic leaders of the Newton Centre for Endowment Asset Management at the University of Cambridge in the United Kingdom.
Author: Jihad Dagher
Publisher: International Monetary Fund
ISBN: 1513539337
Category : Business & Economics
Languages : en
Pages : 38
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Book Description
The appropriate level of bank capital and, more generally, a bank’s capacity to absorb losses, has been at the core of the post-crisis policy debate. This paper contributes to the debate by focusing on how much capital would have been needed to avoid imposing losses on bank creditors or resorting to public recapitalizations of banks in past banking crises. The paper also looks at the welfare costs of tighter capital regulation by reviewing the evidence on its potential impact on bank credit and lending rates. Its findings broadly support the range of loss absorbency suggested by the Financial Stability Board (FSB) and the Basel Committee for systemically important banks.
Author: Clive Hamilton
Publisher: Hardie Grant Publishing
ISBN: 1743585446
Category : Reference
Languages : en
Pages : 454
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Book Description
In 2008 Clive Hamilton was at Parliament House in Canberra when the Beijing Olympic torch relay passed through. He watched in bewilderment as a small pro-Tibet protest was overrun by thousands of angry Chinese students. Where did they come from? Why were they so aggressive? And what gave them the right to shut down others exercising their democratic right to protest? The authorities did nothing about it, and what he saw stayed with him. In 2016 it was revealed that wealthy Chinese businessmen linked to the Chinese Communist Party had become the largest donors to both major political parties. Hamilton realised something big was happening, and decided to investigate the Chinese government’s influence in Australia. What he found shocked him. From politics to culture, real estate to agriculture, universities to unions, and even in our primary schools, he uncovered compelling evidence of the Chinese Communist Party’s infiltration of Australia. Sophisticated influence operations target Australia’s elites, and parts of the large Chinese-Australian diaspora have been mobilised to buy access to politicians, limit academic freedom, intimidate critics, collect information for Chinese intelligence agencies, and protest in the streets against Australian government policy. It’s no exaggeration to say the Chinese Communist Party and Australian democracy are on a collision course. The CCP is determined to win, while Australia looks the other way. Thoroughly researched and powerfully argued, Silent Invasionis a sobering examination of the mounting threats to democratic freedoms Australians have for too long taken for granted. Yes, China is important to our economic prosperity; but, Hamilton asks, how much is our sovereignty as a nation worth? ‘Anyone keen to understand how China draws other countries into its sphere of influence should start with Silent Invasion. This is an important book for the future of Australia. But tug on the threads of China’s influence networks in Australia and its global network of influence operations starts to unravel.’ –Professor John Fitzgerald, author of Big White Lie: Chinese Australians in White Australia
Author: William Curt Hunter
Publisher: MIT Press
ISBN: 9780262582537
Category : Business & Economics
Languages : en
Pages : 650
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Book Description
A study of asset price bubbles and the implications for preventing financial instability.
Author: Kevin Daly
Publisher: Routledge
ISBN: 0429852134
Category : Business & Economics
Languages : en
Pages : 140
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Book Description
Published in 1999. The issue of financial volatility, especially since financial deregulation, has given rise to concerns regarding the effects of increased financial volatility on real economic activity. Two issues represent a substantial challenge to financial economists with respect to these concerns. The first relates to the identification of the causes of increased volatility in financial markets. Identification is a first step towards increasing both financial economists' and policy-makers' understanding of the interrelated causes of financial volatility. The second requires linking the effects of increased financial volatility to the real sector of the economy by examining the channels through which financial volatility influences fundamental economic variables. In order to address these two issues, the analysis initially develops and estimates a model which is capable of explaining the financial and business cycle determinates of movements in the conditional volatility of the Australian All Industrials stock market index. Evidence suggests that a significant linkage exists between the conditional volatility of the money supply. Models are then developed to examine how monetary volatility is transmitted to the volatility of financial asset prices, inflation and real output in an open economy. The results indicate that while financial volatility has increased to some extent since the late 1980s, this has been transferred non-uniformly towards increasing volatility of both real and financial activity.
Author: David E. Allen
Publisher:
ISBN: 9781863422581
Category : Dividends
Languages : en
Pages : 36
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Book Description
Author: Ser-Huang Poon
Publisher: John Wiley & Sons
ISBN: 0470856157
Category : Business & Economics
Languages : en
Pages : 236
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Book Description
Financial market volatility forecasting is one of today's most important areas of expertise for professionals and academics in investment, option pricing, and financial market regulation. While many books address financial market modelling, no single book is devoted primarily to the exploration of volatility forecasting and the practical use of forecasting models. A Practical Guide to Forecasting Financial Market Volatility provides practical guidance on this vital topic through an in-depth examination of a range of popular forecasting models. Details are provided on proven techniques for building volatility models, with guide-lines for actually using them in forecasting applications.
Author: Gilles Dufrénot
Publisher: Springer
ISBN: 3319052128
Category : Business & Economics
Languages : en
Pages : 322
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Book Description
This book discusses market microstructure environment within the context of the global financial crisis. In the first part, the market microstructure theory is recalled and the main microstructure models and hypotheses are discussed. The second part focuses on the main effects of the financial downturn through an examination of market microstructure dynamics. In particular, the effects of market imperfections and the limitations associated with microstructure models are discussed. Finally, the new regulations and recent developments for financial markets that aim to improve the market microstructure are discussed. Well-known experts on the subject contribute to the chapters in the book. A must-read for academic researchers, students and quantitative practitioners.
Author: Marc Levinson
Publisher: The Economist
ISBN: 1541742516
Category : Business & Economics
Languages : en
Pages : 250
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Book Description
The revised and updated 7th edition of this highly regarded book brings the reader right up to speed with the latest financial market developments, and provides a clear and incisive guide to a complex world that even those who work in it often find hard to understand. In chapters on the markets that deal with money, foreign exchange, equities, bonds, commodities, financial futures, options and other derivatives, the book examines why these markets exist, how they work, and who trades in them, and gives a run-down of the factors that affect prices and rates. Business history is littered with disasters that occurred because people involved their firms with financial instruments they didn't properly understand. If they had had this book they might have avoided their mistakes. For anyone wishing to understand financial markets, there is no better guide.
Author: Greg N. Gregoriou
Publisher: CRC Press
ISBN: 1420099558
Category : Business & Economics
Languages : en
Pages : 654
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Book Description
Up-to-Date Research Sheds New Light on This Area Taking into account the ongoing worldwide financial crisis, Stock Market Volatility provides insight to better understand volatility in various stock markets. This timely volume is one of the first to draw on a range of international authorities who offer their expertise on market volatility in devel
