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Applied financial modelling / / Paresh Kumar Narayan and Jonathan Batten, guest editors
| Applied financial modelling / / Paresh Kumar Narayan and Jonathan Batten, guest editors |
| Pubbl/distr/stampa | Bradford : , : Emerald Publishing Limited, , 2021 |
| Descrizione fisica | 1 online resource (353 pages) |
| Disciplina | 332.015195 |
| Collana | Studies in Economics and Finance |
| Soggetto topico | Finance - Mathematical models |
| ISBN | 1-80117-779-1 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Cover -- Construction of infrastructure index for Indonesia -- Understanding Indonesia's exchange rate behavior -- Non-core deposit of Indonesian banking -- Fiscal sustainability in India: evidence from Markov switching and threshold regression models -- Crude palm oil prices and default risk: an analysis of Indonesia's listed agricultural firms -- Digital trade facilitation and bilateral trade in selected Asian countries -- Does bank regulation and supervision impedes the efficiency of microfinance institutions to eradicate poverty? Evidence from ASEAN-5 countries -- Do foreign banks in India respond to global monetary policy shocks? A SVAR analysis -- Do surges in foreign direct investment inflows lead to surges in economic growth? Evidence from developing countries -- Global value chain embeddedness, labour productivity and employment in the Asia-Pacific countries -- Institutions, human capital and economic growth in developing countries -- Testing deviations from PPP and UIP: evidence from BRICS economies -- Do government expenditures and institutions drive growth? Evidence from developed and developing economies -- Stability versus fragility: new evidence from 84 banks -- COVID-19 pandemic and cryptocurrency markets: an empirical analysis from a linear and nonlinear causal relationship -- The nexus between the exchange rates and interest rates: evidence from BRIICS economies during the COVID-19 pandemic -- Do government expenditure reduce income inequality: evidence from developing and developed countries -- Impact of digital financial inclusion on ASEAN banking stability: implications for the post-Covid-19 era. |
| Record Nr. | UNINA-9910794514303321 |
| Bradford : , : Emerald Publishing Limited, , 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Applied financial modelling / / Paresh Kumar Narayan and Jonathan Batten, guest editors
| Applied financial modelling / / Paresh Kumar Narayan and Jonathan Batten, guest editors |
| Pubbl/distr/stampa | Bradford : , : Emerald Publishing Limited, , 2021 |
| Descrizione fisica | 1 online resource (353 pages) |
| Disciplina | 332.015195 |
| Collana | Studies in Economics and Finance |
| Soggetto topico | Finance - Mathematical models |
| ISBN | 1-80117-779-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Cover -- Construction of infrastructure index for Indonesia -- Understanding Indonesia's exchange rate behavior -- Non-core deposit of Indonesian banking -- Fiscal sustainability in India: evidence from Markov switching and threshold regression models -- Crude palm oil prices and default risk: an analysis of Indonesia's listed agricultural firms -- Digital trade facilitation and bilateral trade in selected Asian countries -- Does bank regulation and supervision impedes the efficiency of microfinance institutions to eradicate poverty? Evidence from ASEAN-5 countries -- Do foreign banks in India respond to global monetary policy shocks? A SVAR analysis -- Do surges in foreign direct investment inflows lead to surges in economic growth? Evidence from developing countries -- Global value chain embeddedness, labour productivity and employment in the Asia-Pacific countries -- Institutions, human capital and economic growth in developing countries -- Testing deviations from PPP and UIP: evidence from BRICS economies -- Do government expenditures and institutions drive growth? Evidence from developed and developing economies -- Stability versus fragility: new evidence from 84 banks -- COVID-19 pandemic and cryptocurrency markets: an empirical analysis from a linear and nonlinear causal relationship -- The nexus between the exchange rates and interest rates: evidence from BRIICS economies during the COVID-19 pandemic -- Do government expenditure reduce income inequality: evidence from developing and developed countries -- Impact of digital financial inclusion on ASEAN banking stability: implications for the post-Covid-19 era. |
| Record Nr. | UNINA-9910806890603321 |
| Bradford : , : Emerald Publishing Limited, , 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
European fixed income markets [[electronic resource] ] : money, bond, and interest rate derivatives / / [edited by] Jonathan A. Batten, Thomas A. Fetherston, and Peter G. Szilagyi
| European fixed income markets [[electronic resource] ] : money, bond, and interest rate derivatives / / [edited by] Jonathan A. Batten, Thomas A. Fetherston, and Peter G. Szilagyi |
| Pubbl/distr/stampa | Chichester, West Sussex, England, : Wiley, c2004 |
| Descrizione fisica | 1 online resource (506 p.) |
| Disciplina | 332/.041/094 |
| Altri autori (Persone) |
BattenJonathan
FetherstonThomas A SzilagyiPeter G. <1976-> |
| Collana | Wiley finance series |
| Soggetto topico |
Capital market - Europe
Capital market - European Union countries Fixed-income securities - Europe Fixed-income securities - European Union countries |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-280-26943-X
9786610269433 0-470-09287-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
European Fixed Income Markets; Contents; Contributors; SECTION I PERSPECTIVE ON EUROPEAN FIXED INCOME AND DERIVATIVE MARKETS; 1 Introduction to the Volume; 1.1 Overview; 1.2 Chapter overview; References; 2 The Euro Area Bond Market: Integration and Development Under Monetary Union; 2.1 Introduction; 2.2 Theoretical underpinnings of financial integration; 2.3 Bond market development under monetary union; 2.4 Proposals and initiatives for reducing market fragmentation; 2.5 Conclusion; References; 3 Perspective on the Emerging European Financial Markets; 3.1 Introduction
3.2 Financial structures in emerging Europe 3.3 International bank borrowing; 3.4 International debt issues; 3.5 Domestic debt issues; 3.6 Conclusion; References; 4 Perspectives on European Derivative Markets; 4.1 Introduction and a brief history of the European derivative markets; 4.2 Europe's major derivative markets; 4.3 An overview of the contracts traded on EUREX and Euronext. Liffe; 4.4 Europe's other derivative markets; 4.5 What the future holds; 5 Benchmark Yield Curves in the Euro Market; 5.1 Introduction; 5.2 Characteristics of benchmark yield curves 5.3 Benchmark tipping in European bond markets 5.4 Government securities as benchmarks; 5.5 Interest rate swaps compete for benchmark status; 5.6 Prospects for other nongovernment benchmarks; References; 6 Some Facts on Pfandbrief Products in Europe; 6.1 Introduction; 6.2 Covered bonds, Pfandbrief products, and securitization; 6.3 The German traditional and jumbo Pfandbrief markets; 6.4 The French "Obligations Foncieres"; 6.5 The Spanish "Cedulas Hipotecarias"; 6.6 The Luxembourg "Lettres de Gage"; 6.7 Common aspects of Pfandbriefe products 6.8 Aspects characterizing the "quality" of Pfandbrief products 6.9 Conclusions and prospects; References; SECTION II COUNTRY STUDIES; 7 Austria; 7.1 Introduction; 7.2 Regulation; 7.3 Credit ratings; 7.4 Taxation; 7.5 Austrian Stock Exchange (Wiener Börse); 7.6 The Austrian bond market; 7.7 Conclusion; References; 8 Belgium; 8.1 Introduction; 8.2 History and structure of the Belgian public debt; 8.3 Government bonds; 8.4 Corporate bonds; 8.5 Derivative products; References; 9 Czech Republic; 9.1 Introduction; 9.2 Financial market regulation; 9.3 Financial market participants 9.4 Money and fixed income instruments 9.5 Conclusion; References; 10 Denmark; 10.1 Introduction; 10.2 History and structure of the Danish bond market; 10.3 The Danish government bond market; 10.4 The market for Danish mortgage-backed securities; 10.5 Other fixed income instruments; 10.6 Market participants, regulation, and trading; References; 11 An Empirical Study of the Term Structure of Interest Rates in Denmark (1993-2002); 11.1 Introduction; 11.2 The EHTS and its testable implications; 11.3 Empirical results for Denmark (1993-2002); 11 .4 Concluding remarks; References 12 Finland, Iceland, Norway, and Sweden |
| Record Nr. | UNINA-9910455914103321 |
| Chichester, West Sussex, England, : Wiley, c2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
European fixed income markets [[electronic resource] ] : money, bond, and interest rate derivatives / / [edited by] Jonathan A. Batten, Thomas A. Fetherston, and Peter G. Szilagyi
| European fixed income markets [[electronic resource] ] : money, bond, and interest rate derivatives / / [edited by] Jonathan A. Batten, Thomas A. Fetherston, and Peter G. Szilagyi |
| Pubbl/distr/stampa | Chichester, West Sussex, England, : Wiley, c2004 |
| Descrizione fisica | 1 online resource (506 p.) |
| Disciplina | 332/.041/094 |
| Altri autori (Persone) |
BattenJonathan
FetherstonThomas A SzilagyiPeter G. <1976-> |
| Collana | Wiley finance series |
| Soggetto topico |
Capital market - Europe
Capital market - European Union countries Fixed-income securities - Europe Fixed-income securities - European Union countries |
| ISBN |
1-280-26943-X
9786610269433 0-470-09287-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
European Fixed Income Markets; Contents; Contributors; SECTION I PERSPECTIVE ON EUROPEAN FIXED INCOME AND DERIVATIVE MARKETS; 1 Introduction to the Volume; 1.1 Overview; 1.2 Chapter overview; References; 2 The Euro Area Bond Market: Integration and Development Under Monetary Union; 2.1 Introduction; 2.2 Theoretical underpinnings of financial integration; 2.3 Bond market development under monetary union; 2.4 Proposals and initiatives for reducing market fragmentation; 2.5 Conclusion; References; 3 Perspective on the Emerging European Financial Markets; 3.1 Introduction
3.2 Financial structures in emerging Europe 3.3 International bank borrowing; 3.4 International debt issues; 3.5 Domestic debt issues; 3.6 Conclusion; References; 4 Perspectives on European Derivative Markets; 4.1 Introduction and a brief history of the European derivative markets; 4.2 Europe's major derivative markets; 4.3 An overview of the contracts traded on EUREX and Euronext. Liffe; 4.4 Europe's other derivative markets; 4.5 What the future holds; 5 Benchmark Yield Curves in the Euro Market; 5.1 Introduction; 5.2 Characteristics of benchmark yield curves 5.3 Benchmark tipping in European bond markets 5.4 Government securities as benchmarks; 5.5 Interest rate swaps compete for benchmark status; 5.6 Prospects for other nongovernment benchmarks; References; 6 Some Facts on Pfandbrief Products in Europe; 6.1 Introduction; 6.2 Covered bonds, Pfandbrief products, and securitization; 6.3 The German traditional and jumbo Pfandbrief markets; 6.4 The French "Obligations Foncieres"; 6.5 The Spanish "Cedulas Hipotecarias"; 6.6 The Luxembourg "Lettres de Gage"; 6.7 Common aspects of Pfandbriefe products 6.8 Aspects characterizing the "quality" of Pfandbrief products 6.9 Conclusions and prospects; References; SECTION II COUNTRY STUDIES; 7 Austria; 7.1 Introduction; 7.2 Regulation; 7.3 Credit ratings; 7.4 Taxation; 7.5 Austrian Stock Exchange (Wiener Börse); 7.6 The Austrian bond market; 7.7 Conclusion; References; 8 Belgium; 8.1 Introduction; 8.2 History and structure of the Belgian public debt; 8.3 Government bonds; 8.4 Corporate bonds; 8.5 Derivative products; References; 9 Czech Republic; 9.1 Introduction; 9.2 Financial market regulation; 9.3 Financial market participants 9.4 Money and fixed income instruments 9.5 Conclusion; References; 10 Denmark; 10.1 Introduction; 10.2 History and structure of the Danish bond market; 10.3 The Danish government bond market; 10.4 The market for Danish mortgage-backed securities; 10.5 Other fixed income instruments; 10.6 Market participants, regulation, and trading; References; 11 An Empirical Study of the Term Structure of Interest Rates in Denmark (1993-2002); 11.1 Introduction; 11.2 The EHTS and its testable implications; 11.3 Empirical results for Denmark (1993-2002); 11 .4 Concluding remarks; References 12 Finland, Iceland, Norway, and Sweden |
| Record Nr. | UNINA-9910780380803321 |
| Chichester, West Sussex, England, : Wiley, c2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
European fixed income markets [[electronic resource] ] : money, bond, and interest rate derivatives / / [edited by] Jonathan A. Batten, Thomas A. Fetherston, and Peter G. Szilagyi
| European fixed income markets [[electronic resource] ] : money, bond, and interest rate derivatives / / [edited by] Jonathan A. Batten, Thomas A. Fetherston, and Peter G. Szilagyi |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Chichester, West Sussex, England, : Wiley, c2004 |
| Descrizione fisica | 1 online resource (506 p.) |
| Disciplina | 332/.041/094 |
| Altri autori (Persone) |
BattenJonathan
FetherstonThomas A SzilagyiPeter G. <1976-> |
| Collana | Wiley finance series |
| Soggetto topico |
Capital market - Europe
Capital market - European Union countries Fixed-income securities - Europe Fixed-income securities - European Union countries |
| ISBN |
1-280-26943-X
9786610269433 0-470-09287-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
European Fixed Income Markets; Contents; Contributors; SECTION I PERSPECTIVE ON EUROPEAN FIXED INCOME AND DERIVATIVE MARKETS; 1 Introduction to the Volume; 1.1 Overview; 1.2 Chapter overview; References; 2 The Euro Area Bond Market: Integration and Development Under Monetary Union; 2.1 Introduction; 2.2 Theoretical underpinnings of financial integration; 2.3 Bond market development under monetary union; 2.4 Proposals and initiatives for reducing market fragmentation; 2.5 Conclusion; References; 3 Perspective on the Emerging European Financial Markets; 3.1 Introduction
3.2 Financial structures in emerging Europe 3.3 International bank borrowing; 3.4 International debt issues; 3.5 Domestic debt issues; 3.6 Conclusion; References; 4 Perspectives on European Derivative Markets; 4.1 Introduction and a brief history of the European derivative markets; 4.2 Europe's major derivative markets; 4.3 An overview of the contracts traded on EUREX and Euronext. Liffe; 4.4 Europe's other derivative markets; 4.5 What the future holds; 5 Benchmark Yield Curves in the Euro Market; 5.1 Introduction; 5.2 Characteristics of benchmark yield curves 5.3 Benchmark tipping in European bond markets 5.4 Government securities as benchmarks; 5.5 Interest rate swaps compete for benchmark status; 5.6 Prospects for other nongovernment benchmarks; References; 6 Some Facts on Pfandbrief Products in Europe; 6.1 Introduction; 6.2 Covered bonds, Pfandbrief products, and securitization; 6.3 The German traditional and jumbo Pfandbrief markets; 6.4 The French "Obligations Foncieres"; 6.5 The Spanish "Cedulas Hipotecarias"; 6.6 The Luxembourg "Lettres de Gage"; 6.7 Common aspects of Pfandbriefe products 6.8 Aspects characterizing the "quality" of Pfandbrief products 6.9 Conclusions and prospects; References; SECTION II COUNTRY STUDIES; 7 Austria; 7.1 Introduction; 7.2 Regulation; 7.3 Credit ratings; 7.4 Taxation; 7.5 Austrian Stock Exchange (Wiener Börse); 7.6 The Austrian bond market; 7.7 Conclusion; References; 8 Belgium; 8.1 Introduction; 8.2 History and structure of the Belgian public debt; 8.3 Government bonds; 8.4 Corporate bonds; 8.5 Derivative products; References; 9 Czech Republic; 9.1 Introduction; 9.2 Financial market regulation; 9.3 Financial market participants 9.4 Money and fixed income instruments 9.5 Conclusion; References; 10 Denmark; 10.1 Introduction; 10.2 History and structure of the Danish bond market; 10.3 The Danish government bond market; 10.4 The market for Danish mortgage-backed securities; 10.5 Other fixed income instruments; 10.6 Market participants, regulation, and trading; References; 11 An Empirical Study of the Term Structure of Interest Rates in Denmark (1993-2002); 11.1 Introduction; 11.2 The EHTS and its testable implications; 11.3 Empirical results for Denmark (1993-2002); 11 .4 Concluding remarks; References 12 Finland, Iceland, Norway, and Sweden |
| Record Nr. | UNINA-9910809443903321 |
| Chichester, West Sussex, England, : Wiley, c2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Risk management post financial crisis [[electronic resource] ] : a period of monetary easing / / edited by Niklas F. Wagner, Jonathan A. Batten
| Risk management post financial crisis [[electronic resource] ] : a period of monetary easing / / edited by Niklas F. Wagner, Jonathan A. Batten |
| Edizione | [First edition.] |
| Pubbl/distr/stampa | Bingley, England : , : Emerald, , 2014 |
| Descrizione fisica | 1 online resource (455 p.) |
| Disciplina | 339.53 |
| Altri autori (Persone) |
WagnerNiklas F. <1969->
BattenJonathan |
| Collana | Contemporary studies in economic and financial analysis |
| Soggetto topico |
Business & Economics - Accounting - Financial
Monetary economics Quantitative easing (Monetary policy) Financial risk management Global Financial Crisis, 2008-2009 |
| ISBN | 1-78441-026-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction to risk management post financial crisis : a period of monetary easing / Jonathan A. Batten, Niklas F. Wagner -- Complexity analysis and risk management in finance / Charilaos Mertzanis -- The effects of macroeconomic news announcements during the global financial crisis / Pilar Abad, Helena Chuliá -- The pro-cyclical impact of Basel III regulatory capital on bank capital risk / Guoxiang Song -- Nonparametric expectile regression for conditional autoregressive expected shortfall estimation / Marcelo Brutti Righi, Yi Yang, Paulo Sergio Ceretta -- The impact of external shocks on stock prices in the East Asian domestic banking sector / Masahiro Inoguchi -- Measuring financial integration : evidence from ten industries in a "US-emerging world" / Michael Donadelli -- Will quantitative easing enhance or drain the availability of funds to financial markets? / Yasushi Suzuki -- Money demand causality for ten Asian countries : evidence from linear and nonlinear causality tests / Ahdi Noomen Ajmi, Nicholas Apergis -- Product market competition and inflation persistence / Amr Sadek Hosny -- Unlocking credit / Ike Mathur, Isaac Marcelin -- Monetary policy and bank liquidity in China / Nan Shi, Xin Sun, Fan Zhang -- Monetary policy and bank credit risk in Vietnam pre and post global financial crisis / Xuan Vinh Vo, Phuc Canh Nguyen -- Analysis of factors influencing and controlling excess cash and short-term bank loans in Taiwan / Ma-Ju Wang, Yi-Ting Chang -- Bank competition, managerial efficiency and the interest rate pass-through in India / Jugnu Ansari, Ashima Goyal -- Financial architecture and monetary policy transmission mechanism in Kenya / Roseline Nyakerario Misati, Alfred Shem Ouma, Kethi Ngoka-Kisinguh -- The dim sum bond market in Hong Kong / Ike Mathur, Soumen De -- Sentiment and beta herding in the Borsa Istanbul (BIST) / Nazmi Demir, Syed F. Mahmud, M.Nihat Solakoglu -- Testing for rational speculative bubbles in the Brazilian residential real-estate market / Marcelo M. de Oliveira, Alexandre C.L. Almeida -- Challenges in the application of extreme value theory in emerging markets : a case study of Pakistan / Jamshed Y. Uppal, Syeda Rabab Mudakkar. |
| Record Nr. | UNINA-9910787916003321 |
| Bingley, England : , : Emerald, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Risk management post financial crisis : a period of monetary easing / / edited by Niklas F. Wagner, Jonathan A. Batten
| Risk management post financial crisis : a period of monetary easing / / edited by Niklas F. Wagner, Jonathan A. Batten |
| Edizione | [First edition.] |
| Pubbl/distr/stampa | Bingley, England : , : Emerald, , 2014 |
| Descrizione fisica | 1 online resource (455 p.) |
| Disciplina | 339.53 |
| Altri autori (Persone) |
WagnerNiklas F. <1969->
BattenJonathan |
| Collana | Contemporary studies in economic and financial analysis |
| Soggetto topico |
Business & Economics - Accounting - Financial
Monetary economics Quantitative easing (Monetary policy) Financial risk management Global Financial Crisis, 2008-2009 |
| ISBN | 1-78441-026-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction to risk management post financial crisis : a period of monetary easing / Jonathan A. Batten, Niklas F. Wagner -- Complexity analysis and risk management in finance / Charilaos Mertzanis -- The effects of macroeconomic news announcements during the global financial crisis / Pilar Abad, Helena Chuliá -- The pro-cyclical impact of Basel III regulatory capital on bank capital risk / Guoxiang Song -- Nonparametric expectile regression for conditional autoregressive expected shortfall estimation / Marcelo Brutti Righi, Yi Yang, Paulo Sergio Ceretta -- The impact of external shocks on stock prices in the East Asian domestic banking sector / Masahiro Inoguchi -- Measuring financial integration : evidence from ten industries in a "US-emerging world" / Michael Donadelli -- Will quantitative easing enhance or drain the availability of funds to financial markets? / Yasushi Suzuki -- Money demand causality for ten Asian countries : evidence from linear and nonlinear causality tests / Ahdi Noomen Ajmi, Nicholas Apergis -- Product market competition and inflation persistence / Amr Sadek Hosny -- Unlocking credit / Ike Mathur, Isaac Marcelin -- Monetary policy and bank liquidity in China / Nan Shi, Xin Sun, Fan Zhang -- Monetary policy and bank credit risk in Vietnam pre and post global financial crisis / Xuan Vinh Vo, Phuc Canh Nguyen -- Analysis of factors influencing and controlling excess cash and short-term bank loans in Taiwan / Ma-Ju Wang, Yi-Ting Chang -- Bank competition, managerial efficiency and the interest rate pass-through in India / Jugnu Ansari, Ashima Goyal -- Financial architecture and monetary policy transmission mechanism in Kenya / Roseline Nyakerario Misati, Alfred Shem Ouma, Kethi Ngoka-Kisinguh -- The dim sum bond market in Hong Kong / Ike Mathur, Soumen De -- Sentiment and beta herding in the Borsa Istanbul (BIST) / Nazmi Demir, Syed F. Mahmud, M.Nihat Solakoglu -- Testing for rational speculative bubbles in the Brazilian residential real-estate market / Marcelo M. de Oliveira, Alexandre C.L. Almeida -- Challenges in the application of extreme value theory in emerging markets : a case study of Pakistan / Jamshed Y. Uppal, Syeda Rabab Mudakkar. |
| Record Nr. | UNINA-9910809798403321 |
| Bingley, England : , : Emerald, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||