Indice del volume

2018, Volume 71 - Issue 2

ISSN: 2499-8265
Citationi RSS feed: At RePEc
Data di pubblicazione: 02 maggio 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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Camera di Commercio di Genova
Economia Internazionale / International Economics

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Autore corrispondente

Amedeo AMATO, Editor

SOME INTERNATIONAL FINANCIAL CONTRIBUTIONS: EMPIRICAL RESULTS AND POLICY IMPLICATIONS

Pagine

I-X

Riassunto

Contributi di finanza internazionale: risultati empirici e implicazioni politiche

Classificazione JEL

C20, C53, C58, E43, G18

Parole chiave

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

Indice dell'articolo

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.