Info
- Utilizzare la checkbox di selezione a fianco di ciascun documento per attivare le funzionalità di stampa, invio email, download nei formati disponibili del (i) record.
Behavioral finance and accounting / / guest editor, Yiuman Tse
| Behavioral finance and accounting / / guest editor, Yiuman Tse |
| Pubbl/distr/stampa | [Bingley, UK] : , : Emerald Insight, , 2013 |
| Descrizione fisica | 1 online resource (75 pages) : illustrations |
| Altri autori (Persone) | TseYiuman |
| Collana | International journal of accounting & information management |
| Soggetto topico |
Management information systems
Information technology Accounting Investments - Psychological aspects Investments - Decision making |
| ISBN | 1-78350-552-4 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910790998903321 |
| [Bingley, UK] : , : Emerald Insight, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Behavioral finance and accounting / / guest editor, Yiuman Tse
| Behavioral finance and accounting / / guest editor, Yiuman Tse |
| Pubbl/distr/stampa | [Bingley, UK] : , : Emerald Insight, , 2013 |
| Descrizione fisica | 1 online resource (75 pages) : illustrations |
| Altri autori (Persone) | TseYiuman |
| Collana | International journal of accounting & information management |
| Soggetto topico |
Management information systems
Information technology Accounting Investments - Psychological aspects Investments - Decision making |
| ISBN | 1-78350-552-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910808084103321 |
| [Bingley, UK] : , : Emerald Insight, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
International financial markets / / editors, Hung-gay Fung and Yiuman Tse
| International financial markets / / editors, Hung-gay Fung and Yiuman Tse |
| Pubbl/distr/stampa | Bingley, UK : , : Emerald Group Publishing Limited, , 2013 |
| Descrizione fisica | 1 online resource (195 p.) |
| Disciplina | 332.042 |
| Altri autori (Persone) |
FungHung-gay
TseYiuman |
| Collana | Frontiers of economics and globalization |
| Soggetto topico |
Investments, Foreign
Money market Foreign exchange |
| Soggetto genere / forma | Electronic books. |
| ISBN | 1-78190-312-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
FRONT COVER; INTERNATIONAL FINANCIAL MARKETS; COPYRIGHT PAGE; CONTENTS; ABOUT THE SERIES: FRONTIERS OF ECONOMICS AND GLOBALIZATION; ABOUT THE EDITORS; LIST OF CONTRIBUTORS; PREFACE; 1 THE INFORMATION VALUE OF EXCESSIVE SPECULATIVE TRADES ON PRICE VOLATILITY IN OIL FUTURES MARKETS; 1 Introduction; 2 Literature review; 3 Methods; 3.1 The rationale for the speculative ratio: A numerical example; 3.2 Volatility modeling; 3.3 Volatility measures; 4 Data and empirical results; 5 Conclusion; References; 2 THE LEADING ROLE OF THE CHINESE FUTURES IN THE WORLD COMMODITY FUTURES MARKETS; 1 Introduction
2 Methodology3 Data; 4 Empirical results; 5 Conclusion; References; 3 A GLOBAL CHINESE RENMINBI BOND MARKET: THE DIM SUM BOND MARKET; 1 Introduction; 2 Policies that encourage the global use of RMB; 2.1 RMB bilateral local currency swap programs; 2.2 Offshore RMB policies; 3 Dim sum bond market; 3.1 General characteristics; 3.2 Landmark issues; 3.3 Credit ratings; 3.4 Issuers; 3.5 Top 25 dim sum bond bookrunners/managers; 4 Concluding remarks; References; 4 INVESTMENT IN THE GLOBAL REAL ESTATE MARKET; 1 Introduction; 2 Impact of real estate in the financial crisis of 2008-2009 3 Size of commercial real estate market and forecasts for growth4 General real estate market; 5 Direct real estate market; 6 Securitized real estate markets; 7 Market efficiency in real estate; 8 Real estate associated with Islamic banking policies; 9 Conclusion; References; 5 SOVEREIGN CREDIT DEFAULT SWAP; 1 Sovereign credit default swap; 1.1 History; 1.2 Major market participants; 1.3 Trading; 1.4 Sovereign CDS of emerging economies; 1.5 Sovereign CDS of the developed countries; 1.6 Uses of sovereign CDS instrument; 1.7 Historical trends of sovereign CDS spreads 1.8 Determinants of sovereign CDS spreads and yield curves2 Price discovery of sovereign CDS; 2.1 Risk issue; 3 Conclusion; References; 6 MANAGING RISK IN SOVEREIGN BOND PORTFOLIOS: THE IMPACT OF SOVEREIGN AND CALL RISKS ON DURATION; 1 Introduction; 2 Empirical methodology; 3 Data; 4 Empirical results; 4.1 Impact of the sovereign and call risks on duration of bonds; 4.2 Impact of sovereign and call risks on duration of bonds grouped by CDS prices; 5 Conclusion; References; 7 HEAVY-TAILED DISTRIBUTION OF COMMODITY PRICES AND THE EFFECTIVENESS OF VAR MODELS; 1 Introduction 2 The extreme value theory2.1 Theoretical background and hypothesis; 2.2 EVT estimation methods; 3 Value-at-risk models; 3.1 VaR estimations; 3.2 Measuring out-of-sample performance; 4 Data; 5 Results; 5.1 Preliminary statistics; 5.2 Tests for types of distribution; 5.3 Out-of-sample performance of VaR model; 6 Conclusions; References; 8 THE IMPACT OF QUANTITATIVE EASING ON ASSET PRICE COMOVEMENT; 1 Introduction; 2 Literature review; 2.1 Quantitative easing: the programs; 2.2 Quantitative easing: the outcomes; 2.3 Quantitative easing: channels of transmission 2.4 Market comovement: contagion, fights, and decoupling |
| Record Nr. | UNINA-9910463140603321 |
| Bingley, UK : , : Emerald Group Publishing Limited, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
International financial markets [[electronic resource] /] / edited by Hung-gay Fung, Yiuman Tse
| International financial markets [[electronic resource] /] / edited by Hung-gay Fung, Yiuman Tse |
| Pubbl/distr/stampa | Bingley, UK : , : Emerald Group Publishing Limited, , 2013 |
| Descrizione fisica | 1 online resource (195 p.) |
| Disciplina | 332.042 |
| Altri autori (Persone) |
FungHung-gay
TseYiuman |
| Collana | Frontiers of economics and globalization |
| Soggetto topico |
Investments, Foreign
Money market Foreign exchange Business & Economics - International - Economics International finance International economics |
| ISBN | 1-78190-312-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | The information value of excessive speculative trades on price volatility in oil futures markets / Leo H. Chan, Chi M. Nguyen, Kam C. Chan -- The leading role of the Chinese futures in the world commodity futures markets / Hung-Gay Fung ... [et al.] -- A global Chinese Renminbi bond market : the Dim Sum bond market / Hung-Gay Fung, Derrick Tzau, Jot Yau -- Investment in the global real estate market / Gary A. Patterson -- Sovereign credit default swap / Gaiyan Zhang -- Managing risk in sovereign bond portfolios : the impact of sovereign and call risks on duration / Yan Alice Xie, Jot Yau, Hei Wai Lee -- Heavy-tailed distribution of commodity prices and the effectiveness of VaR models / Jullavut Kittiakarasakun -- The impact of quantitative easing on asset price comovement / Michael Williams -- Carbon emissions trading : what it means for individual investors / Valeria Martinez. |
| Record Nr. | UNINA-9910787512903321 |
| Bingley, UK : , : Emerald Group Publishing Limited, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
International financial markets / / edited by Hung-gay Fung, Yiuman Tse
| International financial markets / / edited by Hung-gay Fung, Yiuman Tse |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Bingley, UK : , : Emerald Group Publishing Limited, , 2013 |
| Descrizione fisica | 1 online resource (195 p.) |
| Disciplina | 332.042 |
| Altri autori (Persone) |
FungHung-gay
TseYiuman |
| Collana | Frontiers of economics and globalization |
| Soggetto topico |
Investments, Foreign
Money market Foreign exchange Business & Economics - International - Economics International finance International economics |
| ISBN | 1-78190-312-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | The information value of excessive speculative trades on price volatility in oil futures markets / Leo H. Chan, Chi M. Nguyen, Kam C. Chan -- The leading role of the Chinese futures in the world commodity futures markets / Hung-Gay Fung ... [et al.] -- A global Chinese Renminbi bond market : the Dim Sum bond market / Hung-Gay Fung, Derrick Tzau, Jot Yau -- Investment in the global real estate market / Gary A. Patterson -- Sovereign credit default swap / Gaiyan Zhang -- Managing risk in sovereign bond portfolios : the impact of sovereign and call risks on duration / Yan Alice Xie, Jot Yau, Hei Wai Lee -- Heavy-tailed distribution of commodity prices and the effectiveness of VaR models / Jullavut Kittiakarasakun -- The impact of quantitative easing on asset price comovement / Michael Williams -- Carbon emissions trading : what it means for individual investors / Valeria Martinez. |
| Record Nr. | UNINA-9910806831403321 |
| Bingley, UK : , : Emerald Group Publishing Limited, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||