书目名称 | The Dynamics of Emerging Stock Markets |
副标题 | Empirical Assessment |
编辑 | Mohamed El Hedi Arouri,Fredj Jawadi,Duc Khuong Ngu |
视频video | |
概述 | Provides sophisticated modelling techniques for fast changing markets.Offers comprehensive understanding of modern financial econometric methods.Presents and discusses new research findings and their |
丛书名称 | Contributions to Management Science |
图书封面 |  |
描述 | .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.. |
出版日期 | Book 2010 |
关键词 | Asset Pricing; Asset Pricing Model; Crisis and contagion; Dynamic asset valuations; Emerging market fina |
版次 | 1 |
doi | https://doi.org/10.1007/978-3-7908-2389-9 |
isbn_softcover | 978-3-7908-2815-3 |
isbn_ebook | 978-3-7908-2389-9Series ISSN 1431-1941 Series E-ISSN 2197-716X |
issn_series | 1431-1941 |
copyright | Physica-Verlag Heidelberg 2010 |