Coverart for item
The Resource Handbook of frontier markets : the African, European and Asian evidence, Volume 1, edited by P. Andrikopoulos, G.N. Gregoriou, V. Kallinterakis, (electronic book)

Handbook of frontier markets : the African, European and Asian evidence, Volume 1, edited by P. Andrikopoulos, G.N. Gregoriou, V. Kallinterakis, (electronic book)

Label
Handbook of frontier markets : the African, European and Asian evidence, Volume 1
Title
Handbook of frontier markets
Title remainder
the African, European and Asian evidence
Title number
Volume 1
Statement of responsibility
edited by P. Andrikopoulos, G.N. Gregoriou, V. Kallinterakis
Contributor
Editor
Subject
Language
eng
Summary
Handbook of Frontier Markets: The European and African Evidence provides novel insights from academic perspectives about the behavior of investors and prices in several frontier markets. It explores finance issues usually reserved for developed and emerging markets in order to gauge whether these issues are relevant and how they manifest themselves in frontier markets. Frontier markets have now become a popular investment class among institutional investors internationally, with major financial services providers establishing index-benchmarks for this market-category. The anticipation for frontier markets is optimistic uncertainty, and many people believe that, given their growth rates, these markets will be economic success stories. Irrespective of their degrees of success, The Handbook of Frontier Markets can help ensure that the increasing international investment diverted to them will aid in their greater integration within the global financial system
Cataloging source
IDEBK
Dewey number
332.673
Index
index present
LC call number
HG4538
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
  • handbooks
http://library.link/vocab/relatedWorkOrContributorName
  • Andrikopoulos, Panagiotis
  • Gregoriou, G.N.
  • Kallinterakis, V.
http://library.link/vocab/subjectName
  • Investments, Foreign
  • Investments
  • Investments, Foreign
  • Investments
  • Investments, Foreign
  • Investments
Label
Handbook of frontier markets : the African, European and Asian evidence, Volume 1, edited by P. Andrikopoulos, G.N. Gregoriou, V. Kallinterakis, (electronic book)
Instantiates
Publication
Antecedent source
unknown
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
  • Cover; Title page; Copyright page; Contents; List of Contributors; About the Editors; About the Contributors; Acknowledgment; Section A -- Africa; Chapter 1 -- Testing for the Weak-Form Market Efficiency of the Dar es Salaam Stock Exchange ; 1 -- Introduction; 2 -- The Random Walk Theory and the Efficient Market Hypothesis; 3 -- Empirical Literature Review on Weak-Form Market Efficiency; 4 -- Data Sources; 5 -- Methodology; 5.1 -- Augmented Dickey-Fuller Test; 5.2 -- The Variance Ratio Test; 5.3 -- Ranks- and Signs-Based Variance Ratio Tests; 6 -- Analyses and Presentation of the Results
  • 6.1 -- Descriptive Statistics and Diagnostics6.2 -- Augmented Dickey-Fuller Test Results; 6.3 -- Variance Ratio Test Results; 6.4 -- Ranks- and Signs-Based Variance Ratio Tests; 6.5 -- Summary of the Findings; 7 -- Conclusions and Recommendations; References; Chapter 2 -- Stock Returns and Inflation: The Case of Botswana ; 1 -- Introduction; 2 -- Literature Review; 3 -- Overview of the Economy of Botswana; 4 -- Data and Methodology; 4.1 -- Data; 4.2 -- Methodology; 5 -- Results; 6 -- Conclusions; References
  • Chapter 3 -- Modeling and Forecasting Stock Market Volatility in Frontier Markets: Evidence From Four European and Four A... 1 -- Introduction; 2 -- Background Information; 2.1 -- Importance of Volatility Forecastinga; 2.2 -- Emerging Markets or Country Samples; 2.3 -- Modeling of Volatility Forecasting; 3 -- Data; 4 -- Methodology; 4.1 -- ARCH Effects; 4.2 -- Generalized Autoregressive Conditional Heteroscedasticity (GARCH); 4.3 -- Exponential GARCH (EGARCH); 4.4 -- Component GARCH (CGARCH); 4.5 -- Comparisons of Forecast Performance; 5 -- Findings and Discussions; 6 -- Conclusions and Further Research
  • 2.1 -- Data Sources and Descriptive Statistics3 -- Hypotheses and Methodology; 3.1 -- Hypothesis 1; 3.2 -- Hypothesis 2; 3.3 -- Methodology; 3.4 -- Robustness Testing; 4 -- Results; 4.1 -- Robustness Tests; 5 -- Discussions; 5.1 -- Decision Fatigue in Africa; 5.2 -- Loss Aversion in Developed Markets; 6 -- Conclusions; References; Appendix 1: Time-Varying Correlations of US with African Markets; Appendix 2: Time-Varying Correlations of US with Developed Markets; Section B -- Europe; Chapter 7 -- An Assessment of the Real Development Prospects of the EU 28 Frontier Equity Markets ; 1 -- Introduction
  • 2 -- A Comparative Analysis of the EU 10 Frontier Markets
Control code
SCIDI956521180
Dimensions
unknown
Extent
1 online resource (xxi, 282 p.)
File format
unknown
Form of item
online
Isbn
9780128038406
Level of compression
unknown
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Quality assurance targets
not applicable
Reformatting quality
unknown
Sound
unknown sound
Specific material designation
remote
Label
Handbook of frontier markets : the African, European and Asian evidence, Volume 1, edited by P. Andrikopoulos, G.N. Gregoriou, V. Kallinterakis, (electronic book)
Publication
Antecedent source
unknown
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
  • Cover; Title page; Copyright page; Contents; List of Contributors; About the Editors; About the Contributors; Acknowledgment; Section A -- Africa; Chapter 1 -- Testing for the Weak-Form Market Efficiency of the Dar es Salaam Stock Exchange ; 1 -- Introduction; 2 -- The Random Walk Theory and the Efficient Market Hypothesis; 3 -- Empirical Literature Review on Weak-Form Market Efficiency; 4 -- Data Sources; 5 -- Methodology; 5.1 -- Augmented Dickey-Fuller Test; 5.2 -- The Variance Ratio Test; 5.3 -- Ranks- and Signs-Based Variance Ratio Tests; 6 -- Analyses and Presentation of the Results
  • 6.1 -- Descriptive Statistics and Diagnostics6.2 -- Augmented Dickey-Fuller Test Results; 6.3 -- Variance Ratio Test Results; 6.4 -- Ranks- and Signs-Based Variance Ratio Tests; 6.5 -- Summary of the Findings; 7 -- Conclusions and Recommendations; References; Chapter 2 -- Stock Returns and Inflation: The Case of Botswana ; 1 -- Introduction; 2 -- Literature Review; 3 -- Overview of the Economy of Botswana; 4 -- Data and Methodology; 4.1 -- Data; 4.2 -- Methodology; 5 -- Results; 6 -- Conclusions; References
  • Chapter 3 -- Modeling and Forecasting Stock Market Volatility in Frontier Markets: Evidence From Four European and Four A... 1 -- Introduction; 2 -- Background Information; 2.1 -- Importance of Volatility Forecastinga; 2.2 -- Emerging Markets or Country Samples; 2.3 -- Modeling of Volatility Forecasting; 3 -- Data; 4 -- Methodology; 4.1 -- ARCH Effects; 4.2 -- Generalized Autoregressive Conditional Heteroscedasticity (GARCH); 4.3 -- Exponential GARCH (EGARCH); 4.4 -- Component GARCH (CGARCH); 4.5 -- Comparisons of Forecast Performance; 5 -- Findings and Discussions; 6 -- Conclusions and Further Research
  • 2.1 -- Data Sources and Descriptive Statistics3 -- Hypotheses and Methodology; 3.1 -- Hypothesis 1; 3.2 -- Hypothesis 2; 3.3 -- Methodology; 3.4 -- Robustness Testing; 4 -- Results; 4.1 -- Robustness Tests; 5 -- Discussions; 5.1 -- Decision Fatigue in Africa; 5.2 -- Loss Aversion in Developed Markets; 6 -- Conclusions; References; Appendix 1: Time-Varying Correlations of US with African Markets; Appendix 2: Time-Varying Correlations of US with Developed Markets; Section B -- Europe; Chapter 7 -- An Assessment of the Real Development Prospects of the EU 28 Frontier Equity Markets ; 1 -- Introduction
  • 2 -- A Comparative Analysis of the EU 10 Frontier Markets
Control code
SCIDI956521180
Dimensions
unknown
Extent
1 online resource (xxi, 282 p.)
File format
unknown
Form of item
online
Isbn
9780128038406
Level of compression
unknown
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Quality assurance targets
not applicable
Reformatting quality
unknown
Sound
unknown sound
Specific material designation
remote

Library Locations

Processing Feedback ...