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Risk management post financial crisis : a period of monetary easing /

This volume provides further insights to post-crisis developments in the global economic and financial environment. It includes papers from leading authors from central banks, world-renowned universities and international organizations. Topics and issues addressed include: an overview of advances in...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Otros Autores: Batten, Jonathan (Editor ), Wagner, Niklas F., 1969- (Editor )
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Bingley : Emerald, 2014.
Edición:First edition.
Colección:Contemporary studies in economic and financial analysis ; v. 96.
Temas:
Acceso en línea:Texto completo
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Tabla de Contenidos:
  • 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.