Dynamic Models And Their Applications In Emerging Markets

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Dynamic Models And Their Applications In Emerging Markets
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Author : S. Motamen-Samadian
language : en
Publisher: Springer
Release Date : 2005-06-03
Dynamic Models And Their Applications In Emerging Markets written by S. Motamen-Samadian and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-06-03 with Business & Economics categories.
This book is a collection of six studies on behaviour of financial and economic variables in emerging and Euro markets. It includes the latest empirical studies on 32 emerging economies. The studies cover examination of the behaviour of interest rates, banks' credit and default risks, sovereign bond markets, effectiveness of inflation targeting, and dynamics of external debt and growth. There is currently no single book that addresses all these issues. This is a valuable book for all those who are working on emerging markets.
Dynamic Models And Their Applications In Emerging Markets
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Author : Sima Motamen-Samadian
language : en
Publisher:
Release Date : 2005
Dynamic Models And Their Applications In Emerging Markets written by Sima Motamen-Samadian and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005 with Credit categories.
This book provides new insights into the application of dynamic models to emerging markets. Each chapter focuses on a a different topic and examines the behaviour of financial and economic variables in a large number of emerging economies in Eastern Europe, Latin America, and Asia. The studies reveal the most appropriate model specifications that should be used in analyzing the behaviour of variables such as interest rates in both emerging and non-emerging markets, banks' credit and default risk, sovereign bond risk, inflation, external debt and growth in emerging markets. The results have important implications for pricing of securities in financial markets and strategy of banks and other financial institutions and policy makers. This book is valuable for all those working on financial markets and emerging economies, in partcular those who are working on dynamic models at universities, financial institutions, central banks, and other national and international agencies.
Capital Flows And Foreign Direct Investments In Emerging Markets
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Author : S. Motamen-Samadian
language : en
Publisher: Springer
Release Date : 2005-09-20
Capital Flows And Foreign Direct Investments In Emerging Markets written by S. Motamen-Samadian and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-09-20 with Business & Economics categories.
This book presents the latest findings on the impact of capital flows and foreign direct investments (FDI) on macroeconomic variables and financial development of emerging markets. Each chapter concentrates on a different region and explores the significance of specific factors that can attract FDI to that region. They highlight the importance of political stability, as well as social and economic freedom in attracting FDIs. The studies also show the extent by which African and Middle Eastern countries have lagged behind other emerging markets and the need for urgent adjustment policies.
Governance And Risk In Emerging And Global Markets
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Author : S. Motamen-Samadian
language : en
Publisher: Springer
Release Date : 2005-10-19
Governance And Risk In Emerging And Global Markets written by S. Motamen-Samadian and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-10-19 with Political Science categories.
The book features eight studies related to governance and risk. It provides a critical evaluation of Basel II, and questions the significance of corruption in country risk analysis and investors' decision making. It offers a reliable model of early warning credit signals that helps managers to detect default risks, and provides a risk-based analysis of alternative production systems in Pakistan. It analyzes the effects of market liberalization on volatility spill-over across the globe, and examines past and future prospects for the Iraqi stock exchange. Finally, it proposes securitization as a means to finance costs of reconstruction in Iraq.
Dynamic Macroeconomic Models In Emerging Market Economies
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Author : Daniel Lukui Jia
language : en
Publisher: Springer Nature
Release Date : 2020-08-26
Dynamic Macroeconomic Models In Emerging Market Economies written by Daniel Lukui Jia and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-08-26 with Business & Economics categories.
This book summarizes the evolution of modern macroeconomics (New Consensus Macroeconomics, NCM) and proposes a new approach to theoretical and empirical analysis, which is based on a recently developed dynamic stochastic general equilibrium (DSGE) model. Dynamic macroeconomic analysis in emerging market economies is challenging, and of growing importance in the global economy, where emerging markets are becoming more and more influential. Clearly, a deeper understanding of the inner workings of emerging economies, particularly with respect to their socioeconomic structure and the urbanization process, is needed. The book’s extends the NCM/DSGE model to better account for significant economic and social features in emerging market economies. In particular, household heterogeneities and social stratification are explicitly incorporated into the framework proposed here, substantially enhancing the comprehensiveness of the model economy, and allowing it to better account for underlying social structure in emerging economies. Furthermore, financial and housing markets have not been considered sufficiently in either the advanced or emerging economy literature, an oversight this book remedies. As such, it makes an original and valuable contribution to the field, and a direction for future research.
Risk Management In Emerging Markets
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Author : S. Motamen-Samadian
language : en
Publisher: Springer
Release Date : 2005-10-11
Risk Management In Emerging Markets written by S. Motamen-Samadian and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-10-11 with Business & Economics categories.
This book provides a thorough analysis of risk management in emerging markets. A collection of eight studies, each chapter examines the range of risks that investors face in an emerging market, and the methods that should be used to manage these risks. It includes the latest empirical studies on the role of insider trading and the extent of information efficiency of these markets, and a comprehensive assessment of the suitability of the Value at Risk models to emerging markets.
Global Stock Markets And Portfolio Management
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Author : S. Motamen-Samadian
language : en
Publisher: Springer
Release Date : 2006-04-12
Global Stock Markets And Portfolio Management written by S. Motamen-Samadian and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-04-12 with Business & Economics categories.
This book presents the latest empirical findings on stock markets in a number of emerging markets. The authors employ the latest techniques and provide valuable insights into each market, highlighting global integration, their potential for profitable investments and features that will be influential in global portfolio decision-making.
The Dynamics Of Emerging Stock Markets
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Author : Mohamed El Hedi Arouri
language : en
Publisher: Springer Science & Business Media
Release Date : 2009-12-24
The Dynamics Of Emerging Stock Markets written by Mohamed El Hedi Arouri 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 2009-12-24 with Business & Economics categories.
Emerging markets have received a particular attention of academic researchers and practitioners since they decided to open their domestic capital markets to foreign participants about three decades ago. At the same time, we remark that theoretical and empirical research in emerging stock markets has been particularly challenged by their fast changes in nature and size under the effects of financial liberalization and reforms. This evolving feature has particularly led to a commensurate increase in sophistication of modeling techniques used for understanding financial markets. In this spirit, the book aims at providing the audience a comprehensive understanding of emerging stock markets in various aspects using modern financial econometric methods. It addresses the empirical techniques needed by economic agents to analyze the dynamics of these markets and illustrates how they can be applied to the actual data. On the other hand, it presents and discusses new research findings and their implications.
Economic And Financial Developments In Latin America
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Author : S. Motamen-Samadian
language : en
Publisher: Springer
Release Date : 2006-06-06
Economic And Financial Developments In Latin America written by S. Motamen-Samadian and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-06-06 with Business & Economics categories.
This book evaluates the economic effect of monetary policies and exchange rate arrangements within Latin America. Using theoretical and empirical studies, the text examines pertinent issues in Argentina, Mexico and Brazil, including the role of currency board, inflation targeting and international prudential regulation in banking crisis reduction.
Stochastic Game Strategies And Their Applications
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Author : Bor-Sen Chen
language : en
Publisher: CRC Press
Release Date : 2019-07-31
Stochastic Game Strategies And Their Applications written by Bor-Sen Chen and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-07-31 with Mathematics categories.
Game theory involves multi-person decision making and differential dynamic game theory has been widely applied to n-person decision making problems, which are stimulated by a vast number of applications. This book addresses the gap to discuss general stochastic n-person noncooperative and cooperative game theory with wide applications to control systems, signal processing systems, communication systems, managements, financial systems, and biological systems. H∞ game strategy, n-person cooperative and noncooperative game strategy are discussed for linear and nonlinear stochastic systems along with some computational algorithms developed to efficiently solve these game strategies.