Empirical Finance : Modelling and Analysis of Emerging Financial and Stock Markets (Contributions to Economics) Год выпуска: 2004Автор: Sardar M.N. IslamИздательство: Страниц: 0ISBN: 3790815519Описание Book DescriptionThe emphasis of this book is on understanding special characteristics of the financial systems of emerging markets, where the existence of market imperfections such as asymmetric information, adverse selection and moral hazard can cause financial market failures. Considering the Thai stock market as an example, this book provides an econometric study of a typical Asian financial system. Many contemporary techniques and models are used in this study, including simple multivariate regression, multi-factor model, exponential smoothing, Holt Winter’s models, and GARCH type models. The findings of the existence of rational bubbles, anomalies, volatility and other characteristics reveal evidence of inefficiency in the Thai stock market. Based on these results, the book includes justifications for public policies in such economies and makes suggestions for further research areas.
Похожие книги
Victor Goodman, Joseph Stampfli. The Mathematics of Finance: Modeling and Hedging. – М.: , 0. – 0 с. Peter Boone, Stanislaw Gomulka, Richard Layard, P. R. G. Layard, London School of Economics and Political Science Centre for Economic P. Emerging from Communism: Lessons from Russia, China, and Eastern Europe. – М.: , 0. – 0 с. Irene Ring, Bernd Klauer, Frank Watzold, Bengt A. Mansson, Ufz Summer School. Regional Sustainability: Applied Ecological Economics Bridging the Gap Between Natural and Social Sciences (Contributions to Economics). – М.: , 0. – 0 с. David Card, Richard Blundell, Richard B. Freeman, London School of Economics and Political Science Centre for Economic P, David E. Card. Seeking a Premier Economy: The Economic Effects of British Economic Reforms, 1980-2000 (National Bureau of Economic Research). – М.: , 0. – 0 с. Frank Riedel. Imperfect Information and Investor Heterogeneity in the Bond Market (Contributions to Economics). – М.: , 0. – 0 с. Douglas Arner, Say H. Goo, Zhongfei Zhou, S. H. Goo, University of Hong Kong Asian Institute of International Financial Law. International Financial Sector Reform: Standard Setting and Infrastructure Development (International Banking, Finance, and Economic Law). – М.: , 0. – 0 с. Sardar M.N. Islam. Empirical Finance : Modelling and Analysis of Emerging Financial and Stock Markets (Contributions to Economics). – М.: , 2004. – 0 с. Essays on Microeconomics and Industrial Organisation (Contributions to Economics). – М.: , 2004. – 0 с. Agent-Based Computational Modelling: Applications in Demography, Social, Economic and Environmental Sciences (Contributions to Economics). – М.: , 2006. – 226 с. Martina Eckardt. Insurance Intermediation: An Economic Analysis of the Information Services Market (Contributions to Economics). – М.: , 2007. – 246 с. The Economics of Online Markets and ICT Networks (Contributions to Economics). – М.: , 2006. – 267 с. Structural Models of Wage and Employment Dynamics, Volume 275 (Contributions to Economic Analysis). – М.: , 2006. – 612 с. Panel Data Econometrics, Volume 274: Theoretical Contributions and Empirical Applications (Contributions to Economic Analysis). – М.: , 2006. – 398 с. Songporn Hansanti, Sardar M.N. Islam, Peter Sheehan. International Finance in Emerging Markets: Issues, Welfare Economics Analyses and Policy Implications (Contributions to Economics). – М.: , 2008. – 226 с. Surendra Lamsal. Financial Liberalization and Stock Market Growth in Nepal. – М.: LAP Lambert Academic Publishing, 2011. – 96 с. Joy Tuscano. Models for analysis of investments in residential real estate. – М.: LAP Lambert Academic Publishing, 2011. – 64 с. Shahzad Anjum and Khurram Ghani. Macroeconomic Variables & Stock Return Volatility:Econometric Analysis. – М.: LAP Lambert Academic Publishing, 2012. – 64 с. Образцы работ
Задайте свой вопрос по вашей теме
Контакты
Поделиться
Мы в социальных сетях
Реклама
Отзывы
Alexei, 25.02 Bolshoe spasibo za sotrudnichestvo i pomosh!Mne byulo otchen priyatno poznakomitsya s Vami! Eshe raz bolshoe spasibo!
