Overview
- Provides sophisticated modelling techniques for fast changing markets
- Offers comprehensive understanding of modern financial econometric methods
- Presents and discusses new research findings and their implications
Part of the book series: Contributions to Management Science (MANAGEMENT SC.)
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Table of contents (9 chapters)
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Front Matter
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Back Matter
Keywords
About this book
Emerging markets have received a particular attention of academic researchers and practitioners since they decided to open their domestic capital markets to foreign participants about three decades ago. At the same time, we remark that theoretical and empirical research in emerging stock markets has been particularly challenged by their fast changes in nature and size under the effects of financial liberalization and reforms. This evolving feature has particularly led to a commensurate increase in sophistication of modeling techniques used for understanding financial markets.
In this spirit, the book aims at providing the audience a comprehensive understanding of emerging stock markets in various aspects using modern financial econometric methods. It addresses the empirical techniques needed by economic agents to analyze the dynamics of these markets and illustrates how they can be applied to the actual data. On the other hand, it presents and discusses new research findings and their implications.
Authors and Affiliations
Bibliographic Information
Book Title: The Dynamics of Emerging Stock Markets
Book Subtitle: Empirical Assessments and Implications
Authors: Mohamed El Hedi Arouri, Fredj Jawadi, Duc Khuong Nguyen
Series Title: Contributions to Management Science
DOI: https://doi.org/10.1007/978-3-7908-2389-9
Publisher: Physica Heidelberg
eBook Packages: Business and Economics, Economics and Finance (R0)
Copyright Information: Physica-Verlag Heidelberg 2010
Hardcover ISBN: 978-3-7908-2388-2Published: 04 February 2010
Softcover ISBN: 978-3-7908-2815-3Published: 04 May 2012
eBook ISBN: 978-3-7908-2389-9Published: 24 December 2009
Series ISSN: 1431-1941
Series E-ISSN: 2197-716X
Edition Number: 1
Number of Pages: XV, 205
Number of Illustrations: 30 b/w illustrations
Topics: Finance, general, International Economics, Business Taxation/Tax Law, Business and Management, general