Handbook of global financial markets : transformations, dependence, and risk spillovers /
"The objective of this handbook is to provide the readers with insights about current dynamics and future potential transformations of global financial markets. We intend to focus on four main areas: Dynamics of Financial Markets; Financial Uncertainty and Volatility; Market Linkages and Spillo...
Saved in:
Group Author: | ; |
---|---|
Published: |
World Scientific Publishing Co. Pte. Ltd.,
|
Publisher Address: | Singapore : |
Publication Dates: | [2019] |
Literature type: | Book |
Language: | English |
Subjects: | |
Summary: |
"The objective of this handbook is to provide the readers with insights about current dynamics and future potential transformations of global financial markets. We intend to focus on four main areas: Dynamics of Financial Markets; Financial Uncertainty and Volatility; Market Linkages and Spillover Effects; and Extreme Events and Financial Transformations and address the following critical issues, but not limited to: market integration and its implications; crisis risk assessment and contagion effects; financial uncertainty and volatility; role of emerging financial markets in the global econ |
Carrier Form: | xxxiii, 793 pages : illustrations, maps ; 25 cm |
Bibliography: | Includes bibliographical references and index. |
ISBN: |
9789813236646 9813236647 |
Index Number: | HG4523 |
CLC: | F831.5-62 |
Call Number: | F831.5-62/H236-1 |
Contents: | Global stock markets: dynamic linkages, shock transmission, and contagion -- Foreign exchange markets: volatility, integration and spillovers -- Risk assessment and portfolio management -- European sovereign debt markets: yields, risk and QE effectiveness -- Finance-growth Nexus and macroeconomic effects on financial markets -- Stylized facts and asset pricing. |