Handbook of frontier markets. evidence from Asia and international comparative studies / Volume 2 :

Handbook of Frontier Markets: Evidence from Asia and International Comparative Studies provides novel insights from academic perspectives about the behavior of investors and prices in several frontier markets. It explores finance issues usually reserved for developed and emerging markets in order to...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Otros Autores: Andrikopoulos, Panagiotis (Editor ), Gregoriou, G. N. (Editor ), Kallinterakis, V. (Editor )
Formato: Electrónico eBook
Idioma:Inglés
Publicado: London : Academic Press, [2016]
Temas:
Investments, Foreign > Middle East.
Investments > Middle East.
Investments, Foreign > Africa, North.
Investments > Africa, North.
Investissements �etrangers > Afrique du Nord.
Investissements > Afrique du Nord.
BUSINESS & ECONOMICS > Finance.
Investments.
Investments, Foreign.
North Africa.
Middle East.
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Cover ; Title Page; Copyright Page; Contents; List of Contributors; About the Editors; About the Contributors; Acknowledgment; Section A
  • Middle East North Africa (MENA)-Gulf Cooperation Council (GCC); Chapter 1
  • Herding in Middle Eastern Frontier Markets: Are Local and�Global Factors Important?; 1
  • Introduction; 2
  • The Empirical Model; 3
  • Data and Findings; 4
  • Conclusions; References; Chapter 2
  • An Application of Style Analysis to Middle East and North African (MENA) Hedge Funds; 1
  • Introduction; 2
  • Literature Review; 3
  • Data; 4
  • Methodology; 5
  • Results; 6
  • Conclusions.
  • AcknowledgmentsReferences; Appendix: Style Indexes; Chapter 3
  • Stock Prices and Crude Oil Shocks: The Case of GCC Countries; 1
  • Introduction; 2
  • The Model; 3
  • Empirical Analysis; 3.1
  • Data and Hypotheses Tested; 3.2
  • Discussion of the Results; 4
  • Conclusions; References; Chapter 4
  • Signaling and Lifecycle Theories in the Banking Sectors of GCC Frontier Markets: An Empirical Assessment; 1
  • Introduction; 2
  • Literature Review; 2.1
  • Theories of Dividend Policy; 2.2
  • Empirical Studies; 3
  • Methodology: Event Study and the Market Model; 3.1
  • Data Collection and Sample of Study.
  • 3.2
  • Regression, Variables, and Hypotheses4
  • Empirical Results and Analysis; 4.1
  • Descriptive Analysis; 4.2
  • The Results of the Event Study; 4.3
  • Lifecycle Theory and Regression Analysis; 5
  • Conclusions; References; Section B
  • Risk and Diversification; Chapter 5
  • Are Frontier Markets Worth the Risk?; 1
  • Introduction; 2
  • Literature Review; 3
  • Data Set; 4
  • Methodology; 4.1
  • Long Memory; 4.2
  • The ARFIMA-FIGARCH Model; 5
  • Empirical Results; 6
  • Summary and Conclusions; References; Chapter 6
  • Nuances of Investing in Frontier Equity Markets; 1
  • The Frontier Market Paradigm.
  • 1.1
  • Rising Stars1.2
  • Microcaps; 1.3
  • Fallen Angels; 2
  • Frontier Market Performance; 3
  • Macro Framework; 4
  • A Better Measure of Frontier Market Returns; 5
  • Individual Countries Versus Baskets; 6
  • Liquidity Pools; 7
  • Conclusions; References; Chapter 7
  • Measuring Market Risk in the Light of Basel III: New Evidence From Frontier Markets; 1
  • Introduction; 2
  • Literature Review; 3
  • Value at Risk and the Capital Requirement for�Market Risks; 3.1
  • Defining Value at Risk; 3.2
  • VaR Estimation in the Banking Regulation; 3.3
  • The Estimation Models; 3.3.1
  • Historical Simulation Models.
  • 3.3.2
  • Parametric Models3.3.3
  • GARCH Models; 3.3.4
  • EWMA Models; 3.3.5
  • TGARCH Models; 3.4
  • The Opportunity Cost of Regulation; 4
  • The Results of the Empirical Analysis; 4.1
  • Investment Opportunity in Frontier Markets; 4.2
  • The Capital Requirement and VaR Models within the Context of Frontier Markets; 4.3
  • The Effects of Stressed VaR in Capital Requirements for�Market Risk in Frontier Markets; 5
  • Conclusions; Acknowledgment; References; Chapter 8
  • Investing on the Edge: Exploring the Opportunities for Diversification in Frontier Markets; 1
  • Introduction.
  • 2
  • Selective Review of the Literature.

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