Market Risk Analysis: Practical Financial Econometrics, Volume 2 by Carol Alexander

Market Risk Analysis: Practical Financial Econometrics, Volume 2 Carol Alexander ebook
ISBN: 0470998016, 9780470771037
Format: pdf
Page: 426
Publisher:

Volatility analysis of Stock markets is an important area of study. Consequently, given and capital gains on financial markets. A country by country analysis reveals pro-cyclicality of capital gains for the majority of countries. Financial Risk Management · Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Market Risk Analysis - Practical Financial Econometrics, Volume 2 · Portfolio Risk Analysis. Market Risk Analysis is a series of four volumes: Volume I: Quantitative Methods in Finance Volume II: Practical Financial Econometrics Volume III: Pricing, Hedging. Written by leading market risk academic, Professor Carol Alexander, Practical Financial Econometrics forms part two of the Market Risk Analysis four volume set. His research work has been published in international refereed “The Predictability of Non-Overlapping Forecasts: Evidence from a New Market”, Multinational Finance Journal, Volume 15 (1/2), pp. Carol Alexander, Market Models: A Guide to Financial Data Analysis English | 2001 | ISBN: 0471899755 | 500 pages | Djvu | 5,8 MB Market Models provides an authoritative and up-to-date treat. Please login or create a Free account to send your comments. His research and teaching interests concentrate on ship finance and investments, freight derivatives, shipping risk management and on the econometric analysis and modelling of shipping markets. Financial analysts and investors are concerned about the fluctuating returns of their investments due to the market risk and variation in the market price speculation as well as the instable business performance (Alexander 1999). Quantitative models are used in financial econometrics to decipher the investor's attitude towards the risks and returns as well towards the volatility as well. If domestic capital markets are partly owned by foreign investors, a pro-cyclical co-movement of capital gains with GDP growth brings about wealth stabilisation.2. From the early This book is much more than just an analysis of the SFI market. This modeling philosophy It set these learning agents into a relatively simple economic environment and explored the dynamics of prices, trading volume, and their responses to certain key parameters. Part of their country-specific macroeconomic risks with foreign investors through cross-border ownership of financial markets. Agent-based financial markets represent the dynamics of asset markets as an interacting world of heterogeneous strategies, possibly adapting to the information they observe around them.