| Description |
1 online resource. |
| Physical Medium |
polychrome. |
| Description |
text file |
| Series |
Economic Issues, Problems and Perspectives
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Economic issues, problems and perspectives series.
|
| Note |
Includes index. |
| Bibliography |
Includes bibliographical references and index. |
| Contents |
THE STOCK MARKET: CRISIS, RECOVERY AND EMERGING ECONOMIES; THE STOCK MARKET: CRISIS, RECOVERY AND EMERGING ECONOMIES ; CONTENTS ; PREFACE ; FEDERAL BUDGET DEFICITS, INTEREST RATES AND THE GENERAL STOCK MARKET; ABSTRACT ; 1. INTRODUCTION ; On the Real Economy ; On Financial Markets ; On Economic Policy ; Other Economic Effects ; 2. IMPORTANCE OF THE STUDY AND RESEARCH QUESTIONS ; 3. METHODOLOGY AND DATA; 3.1 Data and Preliminary Statistics ; 3.2 Model Specification ; 3.3 Dealing with the Endogeneity Problem ; 4. EMPIRICAL FINDINGS AND DISCUSSION. |
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Major Limitations and Pitfalls of Value at Risk Method: Appraisal of Liquidity-Adjusted Value at Risk (LVaR) Technique: ; RISK ASSESSMENT IN EMERGING ECONOMIES-SIMULATION OF TWO STRUCTURED CASE STUDIES FOR THE GCC STOCK MARKETS ; Description of the Dataset: ; Statistical Inference of Correlation Patterns ; Simulation of Trading Risk Exposure for Structured Equity Portfolios: ; SUMMARY AND CONCLUDING REMARKS ; ACKNOWLEDGMENT ; APPENDIX I: DERIVATION OF LIQUIDITY-ADJUSTED VALUE AT RISK (LVAR) FORMULA. |
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APPENDIX II: EXHIBITS OF THE RISK-ENGINES SIMULATION OUTCOMES AND STRUCTURED CASE STUDIES OF THE GCC FINANCIAL MARKETS REFERENCES ; FURTHER READING ; BIOGRAPHICAL NOTES ; AFRICA'S EMERGING CAPITAL MARKETS AND THE FINANCIAL CRISIS ; ABSTRACT ; INTRODUCTION AND BACKGROUND ; OVERVIEW OF AFRICAN CAPITAL MARKETS ; Africa's emerging stock markets ; Stylized Facts of African Stock Markets ; Banking Sector ; Bond markets ; 3. THE SUBPRIME BUBBLE: BACKDROP ; 4. THE FINANCIAL CRISIS AND AFRICAN CAPITAL MARKETS ; The Subprime Contagion ; 5. CHANNELS OF CRISIS TRANSMISSION ; Private Capital Flows. |
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Direct Investment Bank Lending ; Remittances ; Impact on Stock Market ; Index performance ; IPOs ; 6. RESPONSE TO THE CRISIS AND REFORM ; NOTES; REFERENCES; STOCK MARKET BUBBLES AND CRISES: THE CASE OF EAST ASIAN EMERGING MARKETS; ABSTRACT; 1. INTRODUCTION ; 2. MEASURES OF DEVIATIONS FROM FUNDAMENTAL PRICE ; 2.1 Constant Dividend Growth Rate ; 2.2 Predictable Time Variation in the Dividend Growth Rate ; 2.3 Predictable Time Variation in the Dividend Growth Rate and in the Discount Rate ; 2. ECONOMETRIC METHODOLOGY ; 3. EMPIRICAL ANALYSIS ; 3.1 Data ; 3.2 Model selection. |
| Local Note |
eBooks on EBSCOhost EBSCO eBook Subscription Academic Collection - North America |
| Language |
English. |
| Subject |
Stock exchanges -- United States.
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Stock exchanges. |
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United States. |
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Stock exchanges.
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Financial crises -- United States.
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Financial crises. |
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Financial crises.
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| Genre/Form |
Electronic books.
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| Added Author |
Wetherby, Allison S.
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| Other Form: |
Print version: The stock market Hauppauge, N.Y. : Nova Science Publisher's, c2011 . 9781611225457 (hardcover) (DLC) 2010042637 |
| ISBN |
9781612090450 ebook |
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1612090451 |
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9781611225457 hardcover |
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1611225450 |
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9781611225457 |
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