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  • 1
    UID:
    almahu_9949069082002882
    Format: 1 online resource (vii, 515 p.).
    ISBN: 9781849503815 (electronic bk.) :
    Series Statement: International finance review, v. 6
    Content: This volume is concerned with contributing to the growing body of literature that examines the extent of, and the implications of enhanced independence and integration that will result from the recent EU enlargement for the development of emerging European financial markets. The objective is to provide a perspective on the nature and complex problems associated with financial market development in the emerging European economies and their relationships with the EU (and other major regions) in the post-EU enlargement environment. The volume is divided into five parts. Part A focuses on the important implications for fiscal policy, part B deals with monetary policy and banking, part C explores issues concerned with financial innovation and liberalization, part D examines recent developments in equity market integration, and part E looks at the implications. It fills a substantial gap in this field. Broad in scope, it serves as an invaluable reference for those interested in European Financial Markets.
    Note: Interdependence and integration in emerging European financial markets / Jonathan A. Batten, Colm Kearney -- A comparative study of bank efficiency in central and Eastern Europe : the role of foreign ownership / Peter Zajc -- A comparative study of banks balance sheets in the European Union and European transition countries, 1995-2003 / Ilko Naaborg, Bert Scholtens -- Fiscal policy surveillance in the enlarged European Union : procedural checks or simple arithmetic? / Nico Groenendijk -- Governance by supranational interdependence : domestic policy change in the Turkish financial services industry / Caner Bakir -- The development of financial derivatives markets in an expanded EU / Jing Chi, Martin Young -- Financial liberalization and business cycles : the experience of the new EU member states / Lúcio Vinhas de Souza -- Common factors in Euro-denominated emerging market bond spreads / Patrick McGuire, Martijn Schrijvers -- Romanian financial markets / Michael Skully, Kym Brown -- Conditional contemporaneous correlations among European emerging markets / Seppo Pynnönen -- The links between central, east European and western security markets / Roy Kouwenberg, Albert Mentink -- The relations between emerging European and developed stock markets before and after the Russian crisis of 1997-1998 / Brian M. Lucey, Svitlana Voronkova -- Trading versus non-trading returns : evidence from Russia and the U.K. / Uri Ben-Zion, Niklas Wagner -- Foreign direct investment in emerging and transition european countries / Steven Globerman, Daniel Shapiro, Yao Tang -- Foreign direct investment, stock exchange development, and economic growth in central and eastern Europe / Yusaf H. Akbar, Heather Elms, Tej S. Dhakar -- The impact of fiscal variables on risk premiums in central and eastern European countries / Dalia Grigonyte -- The impact of EU enlargement on FDI Flows / Klámán Kalotay -- Monetary policy operational frameworks compared : euro area versus some non-euro area countries / Orazio Mastroeni -- What accession countries need to know about the ECB : a comparative analysis of the independence of the ECB, the Bundesbank and the Reichsbank / Richard A. Werner.
    Additional Edition: ISBN 9780762312641
    Language: English
    URL: Volltext  (URL des Erstveröffentlichers)
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  • 2
    Online Resource
    Online Resource
    Basingstoke, Hampshire ; New York, NY : Palgrave Macmillan
    UID:
    b3kat_BV044204246
    Format: 1 Online-Ressource (XXVI, 411 Seiten) , Illustrationen, Diagramme
    ISBN: 9781137025098
    Content: "Advances in Financial Risk Management: Corporates, Intermediaries and Portfolios is essential reading to those interested in better understanding developments in the post-Global Financial Crisis (GFC) environment. There are seventeen papers that provide the latest research on measuring, managing and pricing financial risk, allocated into three very broad perspectives: risk management in non-financial corporations; in financial intermediaries such as banks, which must comply with regulatory standards on measuring and managing risk; and finally within the context of a portfolio of securities of different credit quality and marketability. This unique compilation of papers provides an expansive view of the latest techniques available to academics and practitioners to measure and manage risk"..
    Additional Edition: Erscheint auch als Druck-Ausgabe, gebunden ISBN 978-1-137-02508-1
    Additional Edition: Erscheint auch als Druck-Ausgabe, kartoniert ISBN 978-1-349-43874-7
    Language: English
    Subjects: Economics
    RVK:
    Keywords: Finanzmanagement ; Risikomanagement
    URL: Volltext  (URL des Erstveröffentlichers)
    Author information: Wagner, Niklas F. 1969-
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  • 3
    Book
    Book
    Amsterdam [u.a.] :JAI,
    UID:
    almafu_BV014551886
    Format: X, 554 S. : graph. Darst.
    Edition: 1. ed.
    ISBN: 0-7623-0858-3
    Series Statement: Research in international business and finance 16
    Language: English
    Subjects: Economics
    RVK:
    RVK:
    RVK:
    Keywords: Risikomanagement ; Finanzierung ; Währungsrisiko ; Risikomanagement ; Zinsänderungsrisiko ; Risikomanagement ; Kreditmarkt ; Anlagepolitik ; Risikomanagement ; Aufsatzsammlung ; Aufsatzsammlung ; Aufsatzsammlung
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  • 4
    Online Resource
    Online Resource
    Bingley : Emerald
    UID:
    gbv_1652232087
    Format: XI, 433 S.
    Edition: Online-Ausg. Online-Ressource Emerald insight
    ISBN: 9781780526164
    Series Statement: Contemporary studies in economic and financial analysis 94
    Content: This edited volume will highlight recent research in derivatives modelling and markets in a post-crisis world across a number of dimensions or themes. The book addresses the following main areas: derivatives models & pricing, model application & performance backtesting, new products & market features. Particular themes encompass: - continuous and discrete time modeling, - statistical arbitrage models, - arbitrage-free pricing, risk-neutral implied densities, - equilibrium pricing approaches (including e.g. co-integration), - applications of methods in computational statistics including simulation, - computationally intense techniques for pricing, estimation and backtesting, - complex derivative products, - credit and counterparty risk, - innovative market and product structures.
    Additional Edition: ISBN 9781780526171
    Additional Edition: ISBN 9781780526164
    Additional Edition: Erscheint auch als Druck-Ausgabe ISBN 9781780526164
    Language: English
    Subjects: Economics
    RVK:
    URL: Volltext  (lizenzpflichtig)
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  • 5
    UID:
    gbv_175111161X
    Format: 1 Online-Ressource(XXVI, 411 p.)
    Edition: 1st ed. 2013.
    ISBN: 9781137025098
    Content: The latest research on measuring, managing and pricing financial risk. Three broad perspectives are considered: financial risk in non-financial corporations; in financial intermediaries such as banks; and finally within the context of a portfolio of securities of different credit quality and marketability.
    Additional Edition: ISBN 9781137025081
    Additional Edition: ISBN 9781349438747
    Additional Edition: ISBN 9781349438730
    Additional Edition: Erscheint auch als Druck-Ausgabe ISBN 9781137025081
    Additional Edition: Erscheint auch als Druck-Ausgabe ISBN 9781349438747
    Additional Edition: Erscheint auch als Druck-Ausgabe ISBN 9781349438730
    Language: English
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  • 6
    UID:
    gbv_1655694294
    Format: 1 online resource (442 p.)
    ISBN: 9781784410261
    Series Statement: Contemporary studies in economic and financial analysis v. 96
    Content: Volume 96 of Contemporary studies in economic and financial analysis provides further insights to post-crisis developments in the global economic and financial environment. Risk management post financial crisis : a period of monetary easing includes papers from leading authors from central banks, world-renowned universities and international organisations. Topics and issues addressed by this volume include: an overview of advances in risk management in the post financial crisis environment, the impact that complexity present in financial returns now plays in measuring reporting and risk, the role that sentiment and herding plays in distorting prices in financial markets, the pro-cyclical impact of Basel III including effects on capital requirements and bank balance sheets, central bank monetary policies and bank liquidity in a world without quantitative easing, credit risk assessment and bank lending, and changes in the structure of international financial markets, including the rise and impact of financial markets in China and those financial products denominated in RMB.
    Additional Edition: ISBN 9781784410278
    Additional Edition: Erscheint auch als Druck-Ausgabe ISBN 9781784410278
    Language: English
    Author information: Wagner, Niklas F. 1969-
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  • 7
    UID:
    gbv_1650784457
    Format: Online-Ressource
    Edition: Online-Ausg.
    ISBN: 9781849503778
    Series Statement: Contemporary studies in economic and financial analysis Volume 86
    Content: Asia pacific financial markets in comparative perspective : issues and implications for the 21st century / Jonathan A. Batten, Thomas A. Fetherston -- Financial links and contagion in the 1997 Asian currency crisis : an empirical examination / Bang Nam Jeon -- Tangible and intangible non-current assets : evidence of information content during economic crisis period / Zaleha Abdul Shukor, Hamezah Md Nor, Muhd Kamil Ibrahim, Jagjit Kaur -- Return and volatility spillovers from developed to emerging capital markets : the case of South Asia / Yun Wang, Abeyratna Gunasekarage, David M. Power -- A note on the equilibrium relationships between issuers in the Asia pacific region / jonathan A. Batten, Thomas A. Fetherston, Pongsak Hoontrakul -- Country and sector effects in Asia pacific markets / Jianguo Chen, Yang Zhang, Ben R. Marshall -- US, European and Asian investors in the Japanese stock market / Akiko Kamesaka -- The options holding concentration problem : evidence from Australian listed corporations / Tyrone M. Carlin, Guy Ford -- Loss aversion asset pricing model performance : empirical evidence from five pacific-basin countries / David Ng, Mehdi Sadeghi -- A special and undervalued stock market in Taiwan / Yao-Chun Tsao, Wen-Kuei Chen -- The role of the Japanese yen in Asian exchange rate determination / Colm Kearney, Cal Muckley -- The derivation, development, and effects of financial reform in 10 countries of Eastern Asia : comparisons between pre- and post-Asia financial crisis / Shu-Ling Lin -- Developing a financial derivatives market in China / Jing Chi, Martin Young -- Encouraging growth in Asia with multi-pillar financial systems / Mukund Narayanamurti, Jonathan A. Batten -- A perspective on Japan's corporate bond market / Peter G. Szilagyi -- Corporate governance and social responsibility : combating money laundering in the Asia pacific region / Bonnie Buchanan -- A test of the response to a monetary policy regime change in New Zealand / David Tripe, John McDermott, Ben Petro -- The prospects of a regional monetary institution for the Asia Pacific / Justin W. Iu -- Does statistical dependence matter? Evidence from the USD/AUD / Craig A. Ellis -- International financial integration : an empirical investigation into Asian equity markets pre- and post-1997 Asian financial crisis / Xuan Vinh Vo, Kevin James Daly
    Content: The goal of the volume is to provide some background on the various financial market segments of the Asian Pacific region. An understanding of institutional detail (size and scope) of the relevant markets affords a view that lends or detracts from the credibility of intermarket comparisons. An exposure and understanding of institutional detail supplies information that may bear on the statistical results of the empirical analysis. The vital roles played bycapital markets of pricing capital, issuing new shares, providing a liquidity-creating secondary feature, serving as a vehicle for asset transfer, and providing a linkage to international capital markets are as important to emerging markets as to developed countries
    Additional Edition: ISBN 9780762312580
    Additional Edition: Erscheint auch als Druck-Ausgabe ISBN 9780762312580
    Language: English
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  • 8
    UID:
    gbv_328405574
    Format: viii, 394 S , graph. Darst , 26 cm
    ISBN: 0471845779
    Series Statement: Wiley finance
    Note: Enth. 18 Beitr. - Includes bibliographical references and index
    Language: English
    Keywords: Asiatisch-Pazifischer Raum ; Rentenmarkt ; Aufsatzsammlung
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  • 9
    Online Resource
    Online Resource
    Bradford : Emerald Group Publishing Limited
    UID:
    gbv_804348898
    Format: Online-Ressource (XII, 442 p) , graph. Darst.
    Edition: 1. ed.
    ISBN: 9781784410261
    Series Statement: Contemporary studies in economic and financial analysis v. 96
    Content: Risk Management Post Financial Crisis: A Period of Monetary Easing provides further insights into post-crisis developments in the global economic and financial environment including advances in measuring and reporting risk and liquidity. Contributions come from leading banks, international organisations and world-renowned universities
    Note: Description based upon print version of record , Enth. 20 Beitr , Cover; Risk Management Post Financial Crisis: A Period of Monetary Easing; Copyright page; Contents; List of Contributors; Part I: A Perspective on the Financial Crisis and Global Risk Management; Introduction to Risk Management Post Financial Crisis: A Period of Monetary Easing; Part I: A Perspective on the Financial Crisis and Global Risk Management; Part II: Risk and Integration in a Post-Crisis Setting; Part III: Monetary Policy and Credit in a Post-Crisis Setting; Part IV: Country Studies on Monetary Policy, Credit and Financial Intermediaries; Part V: Country Studies on Markets and Risk , NotesReferences; Complexity Analysis and Risk Management in Finance; Introduction; Complexity in Finance; Complex Financial Instruments; Complex Financial Processes; Complex Financial Systems; Complexity and Risk; Managing Complex Financial Instruments; Managing Complex Financial Processes; Managing Complex Financial Systems; Network Topology; Endogenous Risk; Conclusions; Notes; References; The Effects of Macroeconomic News Announcements during the Global Financial Crisis; Introduction; Data; Bond Data; Announcement Data; Methodology; Empirical Results; Conclusions; Notes; Acknowledgment , ReferencesPart II: Risk and Integration in a Post-Crisis Setting; The Pro-Cyclical Impact of Basel III Regulatory Capital on Bank Capital Risk; Introduction; The Model; The Effect of the Accounting Gains or Losses on the Leverage Ratio; The Effect of the Accounting Gains or Losses on the Tier 1 Capital Ratio; The Pro-Cyclicality and Interest Rate Sensitivity of Basel III Regulatory Capital Ratios; The Pro-Cyclicality of the Leverage Ratio and the Tier 1 Capital Ratio; Sources of the Pro-Cyclicality; Interest Rate Sensitivity; Implications for Bank Capital Risk Management , Pro-Cyclicality of Basel III Regulatory Capital Ratios and Bank Capital RiskInterest Rate Sensitivity of Basel III Regulatory Capital Ratios and Bank Capital Risk; Conclusions; Notes; Acknowledgment; References; Nonparametric Expectile Regression for Conditional Autoregressive Expected Shortfall Estimation; Introduction; Proposed ES Estimation Procedure; Empirical Properties of the Proposed Procedure; Simulated Data; Real Market Data; Conclusion; Notes; References; The Impact of External Shocks on Stock Prices in the East Asian Domestic Banking Sector; Introduction , Banking Sector Reforms and Bank Balance SheetsBanking Sector Reforms after 1997; Foreign Assets and Liabilities of the Banking Sector; An Overview of Domestic Bank Stock Prices and Stock Market Indices; Regression Analysis; Data and Terms; Methodology; Regression Results; Results in the 2000s before the GFC; Results in the 1990s before the Asian Crisis; Results in the 2000s during the GFC; Conclusion; Notes; Acknowledgments; References; Measuring Financial Integration: Evidence from Ten Industries in a "US-Emerging World"; Introduction; Data Description and Summary Statistics , Industry Equity Indices , Systemvoraussetzungen: Acrobat Reader.
    Additional Edition: ISBN 9781784410278
    Additional Edition: Druckausg. Risk manangement post financial crisis Bingley [u.a.] : Emerald, 2014 ISBN 9781784410278
    Language: English
    Keywords: Electronic books
    URL: Volltext  (lizenzpflichtig)
    Author information: Wagner, Niklas F. 1969-
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  • 10
    Book
    Book
    Bingley [u.a.] :Emerald,
    UID:
    almahu_BV040344305
    Format: XI, 433 S. : , graph. Darst.
    Edition: 1. ed.
    ISBN: 978-1-78052-616-4
    Series Statement: Contemporary studies in economic and financial analysis 94
    Additional Edition: Erscheint auch als Online-Ausgabe ISBN 978-1-78052-617-1
    Additional Edition: ISBN 1-78052-617-2
    Language: English
    Subjects: Economics
    RVK:
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