2018, Volume 71 - Issue 2
ISSN: 2499-8265
RSS feed citation: At RePEc
Publication date: 02 May 2018
SOME INTERNATIONAL FINANCIAL CONTRIBUTIONS: EMPIRICAL RESULTS AND POLICY IMPLICATIONS
Read the articleASSESSING PORTFOLIO MARKET RISK IN THE BRICS ECONOMIES: USE OF MULTIVARIATE GARCH MODELS
Lumengo Bonga-Bonga, Lebogang NLEYA
Read the articleBANK COMPETITION, CONCENTRATION AND RISK-TAKING IN THE UAE BANKING INDUSTRY
Read the articleDOES THE EXPECTATIONS HYPOTHESIS OF THE TERM STRUCTURE HOLD IN KOREA AFTER THE ASIAN FINANCIAL CRISIS? SOME EMPIRICAL EVIDENCE (1999-2017)
Read the articleAmedeo AMATO, University of Genoa, Italy
I-X
The contributions appearing in this issue of Economia Internazionale/International Economics deal with some relevant current questions concerning the relations between economic policy and international portfolio choices.The following topics are studied either from a general perspective or with reference to specific problems emerging in international finance: i)methodologies of assessing portfolio market risk in the BRICS economies; ii) bank competition, concentration and risk taking in banking industry; iii) the adjustment process towards equilibrium in the purchasing power parity hypothesis with particular reference to the use of linear and nonlinear attractors; iv) the accuracy of direct and indirect forecasting of cross exchange rates; v) some empirical analysis of the expectations hypothesis of the term structure of interest rates in reference to Korea after the Asian financial crises.
C20, C53, C58, E43, G18
Portfolio Value-at-Risk, Bank Competition, Purchasing Power Parity, Cross Exchange Rates, Expectation Hypothesis
i) Methodologies of assessing portfolio market risk in the BRICS economies.
ii) Bank competition, concentration and risk taking in banking industry.
iii) The adjustment process towards equilibrium in the purchasing power parity hypothesis with particular reference to the use of linear and nonlinear attractors.
iv) The accuracy of direct and indirect forecasting of cross exchange rates.
v) Some empirical analysis of the expectations hypothesis of the term structure of interest rates in reference to Korea after the Asian financial crises.
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