Contents of the volume

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

Amedeo Amato

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ASSESSING PORTFOLIO MARKET RISK IN THE BRICS ECONOMIES: USE OF MULTIVARIATE GARCH MODELS

Lumengo Bonga-Bonga, Lebogang NLEYA

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BANK COMPETITION, CONCENTRATION AND RISK-TAKING IN THE UAE BANKING INDUSTRY

Aktham Maghyereh

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LINEAR AND NONLINEAR ATTRACTORS IN PURCHASING POWER PARITY

Imad Moosa, Ming MA

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DIRECT AND INDIRECT FORECASTING OF CROSS EXCHANGE RATES

Imad Moosa, John VAZ

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DOES THE EXPECTATIONS HYPOTHESIS OF THE TERM STRUCTURE HOLD IN KOREA AFTER THE ASIAN FINANCIAL CRISIS? SOME EMPIRICAL EVIDENCE (1999-2017)

Marco Tronzano

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Genoa Chamber of Commerce
Economia Internazionale / International Economics

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Corresponding author

Amedeo AMATO, University of Genoa, Italy

SOME INTERNATIONAL FINANCIAL CONTRIBUTIONS: EMPIRICAL RESULTS AND POLICY IMPLICATIONS

Pages

I-X

Abstract

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.

JEL classification

C20, C53, C58, E43, G18

Keywords

Portfolio Value-at-Risk, Bank Competition, Purchasing Power Parity, Cross Exchange Rates, Expectation Hypothesis

Index

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.