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The Resource Dynamic models and their applications in emerging markets, edited by Sima Motamen-Samadian, (electronic book)

Dynamic models and their applications in emerging markets, edited by Sima Motamen-Samadian, (electronic book)

Label
Dynamic models and their applications in emerging markets
Title
Dynamic models and their applications in emerging markets
Statement of responsibility
edited by Sima Motamen-Samadian
Contributor
Subject
Language
eng
Summary
This book provides new insights into the application of dynamic models to emerging markets. Each chapter focuses on a a different topic and examines the behaviour of financial and economic variables in a large number of emerging economies in Eastern Europe, Latin America, and Asia. The studies reveal the most appropriate model specifications that should be used in analyzing the behaviour of variables such as interest rates in both emerging and non-emerging markets, banks' credit and default risk, sovereign bond risk, inflation, external debt and growth in emerging markets. The results have important implications for pricing of securities in financial markets and strategy of banks and other financial institutions and policy makers. This book is valuable for all those working on financial markets and emerging economies, in partcular those who are working on dynamic models at universities, financial institutions, central banks, and other national and international agencies
Member of
Cataloging source
UK-WkNB
Index
no index present
Literary form
non fiction
http://library.link/vocab/relatedWorkOrContributorName
Motamen-Samadian, Sima
http://library.link/vocab/subjectName
  • Finance
  • Credit
  • Investments
  • Risk management
Label
Dynamic models and their applications in emerging markets, edited by Sima Motamen-Samadian, (electronic book)
Instantiates
Publication
Contents
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. Munoz Torres -- External Debt Dynamics and Growth: A Neo Keynesian Perspective / E. Jovero
Control code
9780230599598
Extent
152 p.
Form of item
electronic
Governing access note
Users can print and/or download individual articles/chapters and other individual items from Palgrave Connect ebooks, limited to no more than one chapter per title per authorised user
Isbn
9780230599598
Isbn Type
(ebk)
Specific material designation
remote
Type of computer file
PDF
Label
Dynamic models and their applications in emerging markets, edited by Sima Motamen-Samadian, (electronic book)
Publication
Contents
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. Munoz Torres -- External Debt Dynamics and Growth: A Neo Keynesian Perspective / E. Jovero
Control code
9780230599598
Extent
152 p.
Form of item
electronic
Governing access note
Users can print and/or download individual articles/chapters and other individual items from Palgrave Connect ebooks, limited to no more than one chapter per title per authorised user
Isbn
9780230599598
Isbn Type
(ebk)
Specific material designation
remote
Type of computer file
PDF

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