Conditional Co Skewness And Safe Haven Currencies
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Conditional Co Skewness And Safe Haven Currencies
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Author : Kalok Chan
language : en
Publisher:
Release Date : 2018
Conditional Co Skewness And Safe Haven Currencies written by Kalok Chan and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018 with categories.
We examine hedging benefits of safe-haven currencies in terms of currency co-skewness with the global stock market (covariance between currency return and global equity volatility) derived from a Markov regime switching model. Of the major currencies, the US dollar, the Japanese yen and the Swiss franc have positive currency co-skewness, providing a hedge against global stock volatility. Moreover, lower excess returns and associated lower interest rates on these currencies are partially attributable to their positive co-skewness because currency co-skewnesses are significantly priced with the expected negative risk premia. The co-skewness pricing effect remains robust even after allowance for time-varying or downside beta, volatility and skewness.
Is China S Currency Increasingly Important
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Author : Yinggang Zhou
language : en
Publisher: Springer Nature
Release Date :
Is China S Currency Increasingly Important written by Yinggang Zhou and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on with categories.
Integrated Uncertainty In Knowledge Modelling And Decision Making
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Author : Hirosato Seki
language : en
Publisher: Springer
Release Date : 2019-03-18
Integrated Uncertainty In Knowledge Modelling And Decision Making written by Hirosato Seki and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-03-18 with Computers categories.
This book constitutes the refereed proceedings of the 7th International Symposium on Integrated Uncertainty in Knowledge Modelling and Decision Making, IUKM 2019, held in Nara, Japan, in March 2019. The 37 revised full papers presented were carefully reviewed and selected from 93 submissions. The papers deal with all aspects of uncertainty modelling and management and are organized in topical sections on uncertainty management and decision support; econometrics; machine learning; machine learning applications; and statistical methods.
Safe Haven Currencies
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Author :
language : en
Publisher:
Release Date : 2015
Safe Haven Currencies written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015 with categories.
Safe Haven Currencies
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Author : Angelo Ranaldo
language : en
Publisher:
Release Date : 2009
Safe Haven Currencies written by Angelo Ranaldo and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009 with Carry trades (Foreign exchange) categories.
Empirical Evidence On The Efficiency Of Forward And Futures Foreign Exchange Markets
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Author : Robert J. Hodrick
language : en
Publisher: CRC Press
Release Date : 2023-08-18
Empirical Evidence On The Efficiency Of Forward And Futures Foreign Exchange Markets written by Robert J. Hodrick and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-08-18 with Mathematics categories.
This book presents a critical review of the empirical literature that studies the efficiency of the forward and futures markets for foreign exchange. It provides a useful foundation for research in developing quantitative measures of risk and expected return in international finance.
Handbook Of Digital Currency
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Author :
language : en
Publisher: Academic Press
Release Date : 2015-05-05
Handbook Of Digital Currency written by and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-05-05 with Business & Economics categories.
Incorporating currencies, payment methods, and protocols that computers use to talk to each other, digital currencies are poised to grow in use and importance. The Handbook of Digital Currency gives readers a way to learn about subjects outside their specialties and provides authoritative background and tools for those whose primary source of information is journal articles. Taking a cross-country perspective, its comprehensive view of the field includes history, technicality, IT, finance, economics, legal, tax and regulatory environment. For those who come from different backgrounds with different questions in mind, The Handbook of Digital Currency is an essential starting point. Discusses all major strategies and tactics associated with digital currencies, their uses, and their regulations Presents future scenarios for the growth of digital currencies Written for regulators, crime prevention units, tax authorities, entrepreneurs, micro-financiers, micro-payment businesses, cryptography experts, software developers, venture capitalists, hedge fund managers, hardware manufacturers, credit card providers, money changers, remittance service providers, exchanges, and academics Winner of the 2015 "Outstanding Business Reference Source" by the Reference and User Services Association (RUSA)
Factor Investing And Asset Allocation A Business Cycle Perspective
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Author : Vasant Naik
language : en
Publisher: CFA Institute Research Foundation
Release Date : 2016-12-30
Factor Investing And Asset Allocation A Business Cycle Perspective written by Vasant Naik and has been published by CFA Institute Research Foundation this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-12-30 with Business & Economics categories.
Financial Statistics And Data Analytics
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Author : Shuangzhe Li
language : en
Publisher: MDPI
Release Date : 2021-03-02
Financial Statistics And Data Analytics written by Shuangzhe Li and has been published by MDPI this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-03-02 with Business & Economics categories.
Modern financial management is largely about risk management, which is increasingly data-driven. The problem is how to extract information from the data overload. It is here that advanced statistical and machine learning techniques can help. Accordingly, finance, statistics, and data analytics go hand in hand. The purpose of this book is to bring the state-of-art research in these three areas to the fore and especially research that juxtaposes these three.
Copula Theory And Its Applications
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Author : Piotr Jaworski
language : en
Publisher: Springer Science & Business Media
Release Date : 2010-07-16
Copula Theory And Its Applications written by Piotr Jaworski and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-07-16 with Mathematics categories.
Copulas are mathematical objects that fully capture the dependence structure among random variables and hence offer great flexibility in building multivariate stochastic models. Since their introduction in the early 50's, copulas have gained considerable popularity in several fields of applied mathematics, such as finance, insurance and reliability theory. Today, they represent a well-recognized tool for market and credit models, aggregation of risks, portfolio selection, etc. This book is divided into two main parts: Part I - "Surveys" contains 11 chapters that provide an up-to-date account of essential aspects of copula models. Part II - "Contributions" collects the extended versions of 6 talks selected from papers presented at the workshop in Warsaw.