2018, Volume 71 - Issue 2
Citationi RSS feed: At RePEc
Data di pubblicazione: 02 maggio 2018
SOME INTERNATIONAL FINANCIAL CONTRIBUTIONS: EMPIRICAL RESULTS AND POLICY IMPLICATIONSLeggi l'articolo
ASSESSING PORTFOLIO MARKET RISK IN THE BRICS ECONOMIES: USE OF MULTIVARIATE GARCH MODELSLeggi l'articolo
BANK COMPETITION, CONCENTRATION AND RISK-TAKING IN THE UAE BANKING INDUSTRYLeggi l'articolo
Amedeo AMATO, Editor
Contributi di finanza internazionale: risultati empirici e implicazioni politiche
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.