Volatility And Causality In Asia Pacific Financial Markets
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Volatility And Causality In Asia Pacific Financial Markets
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Author : Enzo Weber
language : en
Publisher:
Release Date : 2006
Volatility And Causality In Asia Pacific Financial Markets written by Enzo Weber and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006 with categories.
Price Interdependence Among Equity Markets In The Asia Pacific Region
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Author : Eduardo Roca
language : en
Publisher: Routledge
Release Date : 2020-11-26
Price Interdependence Among Equity Markets In The Asia Pacific Region written by Eduardo Roca and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-11-26 with Social Science categories.
This title was first published in 2000: An investigation of the issue of financial markets interdependence or integration through the application of recently developed and powerful techniques in time series econometrics. The text provides coverage of theoretical analysis and applications in the context of the Asia-Pacific region.
The Evolving Role Of Asia In Global Finance
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Author : Yin-Wong Cheung
language : en
Publisher: Emerald Group Publishing
Release Date : 2011-03-10
The Evolving Role Of Asia In Global Finance written by Yin-Wong Cheung and has been published by Emerald Group Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-03-10 with Business & Economics categories.
The process of Asia's rise to a position of eminence in global finance has accelerated in the wake of the international financial crisis. This volume intends to explore and understand the dynamics created by this process of transition.
An Econometric Investigation Of The Day Of The Week Effect And Returns Volatility In Fifteen Asia Pacific Financial Markets 1998 2003
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Author : Chiaku Nwamu Chukwuogor
language : en
Publisher:
Release Date : 2008
An Econometric Investigation Of The Day Of The Week Effect And Returns Volatility In Fifteen Asia Pacific Financial Markets 1998 2003 written by Chiaku Nwamu Chukwuogor and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008 with categories.
Even though the presence of the-day-of-the-week effect has been documented in finance literature, its presence in the aftermath of a financial crisis has not been explored. This paper investigates the presence of day-of-the-week effect and returns volatility in fifteen Asia Pacific Financial Markets in the post Asian financial crisis period. A set of parametric and non-parametric tests is used to test equality of mean returns and standard deviations of the returns across the-days-of-the-week. The results validate the presence of the-day-of-the- week and but indicate insignificant daily returns volatility in most of Asia Pacific Financial Markets. The results of the Levene's test show that in none of the fifteen Asian Pacific countries can the homoskedasticity hypothesis be rejected. Some of these findings differ from previously documented evidence on the APFM.
Asia Pacific Stock Market Connectedness A Network Approach Apec Study Series 19 01
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Author : Young Joon Park
language : en
Publisher:
Release Date : 2019-11
Asia Pacific Stock Market Connectedness A Network Approach Apec Study Series 19 01 written by Young Joon Park and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-11 with categories.
Stock Market Volatility
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Author : Greg N. Gregoriou
language : en
Publisher: CRC Press
Release Date : 2009-04-08
Stock Market Volatility written by Greg N. Gregoriou and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-04-08 with Business & Economics categories.
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
Geopolitical Risk On Stock Returns Evidence From Inter Korea Geopolitics
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Author : Seungho Jung
language : en
Publisher: International Monetary Fund
Release Date : 2021-10-22
Geopolitical Risk On Stock Returns Evidence From Inter Korea Geopolitics written by Seungho Jung and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-10-22 with Business & Economics categories.
We investigate how corporate stock returns respond to geopolitical risk in the case of South Korea, which has experienced large and unpredictable geopolitical swings that originate from North Korea. To do so, a monthly index of geopolitical risk from North Korea (the GPRNK index) is constructed using automated keyword searches in South Korean media. The GPRNK index, designed to capture both upside and downside risk, corroborates that geopolitical risk sharply increases with the occurrence of nuclear tests, missile launches, or military confrontations, and decreases significantly around the times of summit meetings or multilateral talks. Using firm-level data, we find that heightened geopolitical risk reduces stock returns, and that the reductions in stock returns are greater especially for large firms, firms with a higher share of domestic investors, and for firms with a higher ratio of fixed assets to total assets. These results suggest that international portfolio diversification and investment irreversibility are important channels through which geopolitical risk affects stock returns.
Efficiency And Anomalies In Stock Markets
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Author : Wing-Keung Wong
language : en
Publisher: Mdpi AG
Release Date : 2022-02-17
Efficiency And Anomalies In Stock Markets written by Wing-Keung Wong and has been published by Mdpi AG this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-02-17 with Business & Economics categories.
The Efficient Market Hypothesis believes that it is impossible for an investor to outperform the market because all available information is already built into stock prices. However, some anomalies could persist in stock markets while some other anomalies could appear, disappear and re-appear again without any warning. A Special Issue on "Efficiency and Anomalies in Stock Markets" will be devoted to advancements in the theoretical development of market efficiency and anomaly in the Stock Market, as well as applications in Stock Market efficiency and anomalies.
Asia Pacific Financial Markets
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Author : Suk-Joong Kim
language : en
Publisher: Elsevier
Release Date : 2007-12-12
Asia Pacific Financial Markets written by Suk-Joong Kim and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-12-12 with Business & Economics categories.
This volume of "International Finance Review" focuses on the Asia-Pacific financial markets. A total of 22 original papers, not published elsewhere, have been selected from a competitive field. These papers utilize a variety of methods, including theoretical, empirical and qualitative to highlight a range of issues across the region. Several papers offer combinations of these different categories and among the empirical papers, there are a wide variety of datasets analyzed. While China does play a significant part in the analysis of five of the papers in this volume (this is to be expected given its importance in the region), a host of other countries are also considered. This ensures the volume is truly international in its scope. These papers each serve to contribute to the knowledge on a particular issue related to the financial markets within this region and for this volume, three main issues have been identified: integration, innovation and challenges. Articles are contributed by experts in their fields. It is truly international in scope.
Does Financial Connectedness Predict Crises
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Author : Ms.Camelia Minoiu
language : en
Publisher: International Monetary Fund
Release Date : 2013-12-24
Does Financial Connectedness Predict Crises written by Ms.Camelia Minoiu and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-12-24 with Business & Economics categories.
The global financial crisis has reignited interest in models of crisis prediction. It has also raised the question whether financial connectedness - a possible source of systemic risk - can serve as an early warning indicator of crises. In this paper we examine the ability of connectedness in the global network of financial linkages to predict systemic banking crises. Our results indicate that increases in a country's financial interconnectedness and decreases in its neighbors' connectedness are associated with a higher probability of banking crises after controlling for macroeconomic fundamentals.