The Dynamics of Emerging Stock Markets: Empirical Assessments and Implications / Edition 1

by Mohamed El Hedi Arouri, Fredj Jawadi, Duc Khuong Nguyen

Overview

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 sk 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 sk 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.

Product Details

ISBN-13:	9783790823882
Publisher:	Physica-Verlag HD
Publication date:	12/28/2009
Series:	Contributions to Management Science
Edition description:	2010
Pages:	205
Product dimensions:	6.10(w) x 9.25(h) x 0.02(d)

Table of Contents

Emerging Markets: Overview and Performance Analysis.- Dynamic Process of Financial Reforms.- Asset Pricing Models.- Threshold Sk Price Adjustments.- Evolving Sk Market Efficiency.- Sk Market Volatility.- Globalization and Market Integration.- Dynamics of Market Integration and International Asset Pricing.- International Financial Crisis and Contagion.