Dynamic Models and their Applications in Emerging Markets

Buch | Hardcover

139 Seiten

2005
Palgrave Macmillan (Verlag)
978-1-4039-9152-2 (ISBN)

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This book is a collection of six studies on behaviour of financial and economic variables in emerging and Euro markets. The studies cover examination of the behaviour of interest rates, banks' credit and default risks, sovereign bond markets, effectiveness of inflation targeting, and dynamics of external debt and growth.

This book is a collection of six studies on behaviour of financial and economic variables in emerging and Euro markets. It includes the latest empirical studies on 32 emerging economies. The studies cover examination of the behaviour of interest rates, banks' credit and default risks, sovereign bond markets, effectiveness of inflation targeting, and dynamics of external debt and growth. There is currently no single book that addresses all these issues. This is a valuable book for all those who are working on emerging markets.

CHRISTOPHE GODLEWSKI Research Fellow in Management and Finance, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université Robert Schuman (Strasbourg III), France EDGARDO JOVERO Professor of Economics, Universidad Complutense de Madrid, Spain ALFONSO MENDOZA Professor of Economics and Finance, Escuela de Economía, Universidad de Guanajuato, Mexico REBECA MUÑOZ TORRES Researcher, Department of Economics, University of Leicester, UK BEN NOWMAN Director of Finance and Financial Services Research Cluster, and Principal Lecturer, Westminster Business School, University of Westminster, UK KADOM SHUBBER Senior Lecturer in Finance, Westminster Business School, University of Westminster, UK HARRY THAPAR Senior Lecturer in Finance, Westminster Business School, University of Westminster, UK

List of Figures and Tables Preface Acknowledgements Notes on the Contributors Introduction; S.Motamen-Samadian Continuous Time Dynamic Modelling of Interest Rates in Emerging Markets; B.Nowman & K.Shubber Excess Credit Risk and Banks' Default Risk: An Application of Default Predictions Models to Banks from Emerging Market Economies; C.Godlewski Modelling Long Memory and Risk Premia in Latin American Sovereign Bond Markets; A.Mendoza Econometric Modelling of the Euro Using Two Factor Continuous Time Dynamic Interest Rate Models; B.Nowman & H.Thapar Inflation Targeting in Emerging Economies: A Comparative Sacrifice Ratio Analysis; R.Muñoz Torres External Debt Dynamics and Growth: A Neo Keynesian Perspective; E.Jovero

Erscheint lt. Verlag	3.6.2005
Reihe/Serie	Centre for the Study of Emerging Markets Series
Zusatzinfo	XI, 139 p.
Verlagsort	Gordonsville
Sprache	englisch
Maße	140 x 216 mm
Themenwelt	Wirtschaft ► Betriebswirtschaft / Management ► Finanzierung
	Wirtschaft ► Betriebswirtschaft / Management ► Rechnungswesen / Bilanzen
	Betriebswirtschaft / Management ► Spezielle Betriebswirtschaftslehre ► Bankbetriebslehre
	Wirtschaft ► Volkswirtschaftslehre ► Finanzwissenschaft
	Wirtschaft ► Volkswirtschaftslehre ► Makroökonomie
ISBN-10	1-4039-9152-9 / 1403991529
ISBN-13	978-1-4039-9152-2 / 9781403991522
Zustand	Neuware