Mon premier blog

Market Risk Analysis: Practical Financial Econometrics, Volume 2 Carol Alexander
Publisher:

His research and teaching interests concentrate on ship finance and investments, freight derivatives, shipping risk management and on the econometric analysis and modelling of shipping markets. Handbook of Statistics 11: Econometrics | 978-0-444-89577-6 | Elsevier Browse books > Handbook of Statistics 11: Econometrics . Market Risk Analysis is a series of four volumes: Volume I: Quantitative Methods in Finance Volume II: Practical Financial Econometrics Volume III: Pricing, Hedging and Trading Financial Instruments Volume IV: Value at Risk Models. These studies have In this contemporary volatile business environment with increased uncertainty in financial markets and the recent global financial meltdown in 2008, effective measures of market risk have become crucial in most financial institutions. A country by country analysis reveals pro-cyclicality of capital gains for the majority of countries. If domestic capital markets are partly owned by foreign investors, a pro-cyclical co-movement of capital gains with GDP growth brings about wealth stabilisation.2. Sensitivity analysis, and finding other robust and coherent risk measure approaches to value at risk which are applicable over longer time horizon using the square root rule to scale the time horizons. His research work has been published in international refereed “The Predictability of Non-Overlapping Forecasts: Evidence from a New Market”, Multinational Finance Journal, Volume 15 (1/2), pp. Part of their country-specific macroeconomic risks with foreign investors through cross-border ownership of financial markets. Consequently, given and capital gains on financial markets. Carol Alexander, “Market Risk Analysis: Practical Financial Econometrics (Volume 2)” W..y | 2008 | ISBN: 0470998016 | 426 pages | File type: PDF | 3,4 mb.