Coverart for item
The Resource Handbook of frontier markets, Volume 2, Evidence from Middle East North Africa and international comparative studies, edited by P. Andrikopoulos, G.N. Gregoriou, V. Kallinterakis, (electronic book)

Handbook of frontier markets, Volume 2, Evidence from Middle East North Africa and international comparative studies, edited by P. Andrikopoulos, G.N. Gregoriou, V. Kallinterakis, (electronic book)

Label
Handbook of frontier markets, Volume 2, Evidence from Middle East North Africa and international comparative studies
Title
Handbook of frontier markets
Title number
Volume 2
Title part
Evidence from Middle East North Africa and international comparative studies
Statement of responsibility
edited by P. Andrikopoulos, G.N. Gregoriou, V. Kallinterakis
Title variation
Evidence from Middle East North Africa and international comparative studies
Contributor
Editor
Subject
Language
eng
Cataloging source
NhCcYBP
Dewey number
332.673
Index
index present
LC call number
HG4538
LC item number
.H36 2016 vol. 2
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
  • handbooks
http://library.link/vocab/relatedWorkOrContributorName
  • Andrikopoulos, Panagiotis
  • Gregoriou, G.N.
  • Kallinterakis, V.
  • EBSCOhost
http://library.link/vocab/subjectName
  • Investments, Foreign
  • Investments
  • Investments, Foreign
  • Investments
Label
Handbook of frontier markets, Volume 2, Evidence from Middle East North Africa and international comparative studies, edited by P. Andrikopoulos, G.N. Gregoriou, V. Kallinterakis, (electronic book)
Instantiates
Publication
Note
Print version cataloged as a monographic set
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 -- Middle East North Africa (MENA)-Gulf Cooperation Council (GCC); Chapter 1 -- Herding in Middle Eastern Frontier Markets: Are Local and Global Factors Important?; 1 -- Introduction; 2 -- The Empirical Model; 3 -- Data and Findings; 4 -- Conclusions; References; Chapter 2 -- An Application of Style Analysis to Middle East and North African (MENA) Hedge Funds; 1 -- Introduction; 2 -- Literature Review; 3 -- Data; 4 -- Methodology; 5 -- Results; 6 -- Conclusions
  • AcknowledgmentsReferences; Appendix: Style Indexes; Chapter 3 -- Stock Prices and Crude Oil Shocks: The Case of GCC Countries; 1 -- Introduction; 2 -- The Model; 3 -- Empirical Analysis; 3.1 -- Data and Hypotheses Tested; 3.2 -- Discussion of the Results; 4 -- Conclusions; References; Chapter 4 -- Signaling and Lifecycle Theories in the Banking Sectors of GCC Frontier Markets: An Empirical Assessment; 1 -- Introduction; 2 -- Literature Review; 2.1 -- Theories of Dividend Policy; 2.2 -- Empirical Studies; 3 -- Methodology: Event Study and the Market Model; 3.1 -- Data Collection and Sample of Study
  • 3.2 -- Regression, Variables, and Hypotheses4 -- Empirical Results and Analysis; 4.1 -- Descriptive Analysis; 4.2 -- The Results of the Event Study; 4.3 -- Lifecycle Theory and Regression Analysis; 5 -- Conclusions; References; Section B -- Risk and Diversification; Chapter 5 -- Are Frontier Markets Worth the Risk?; 1 -- Introduction; 2 -- Literature Review; 3 -- Data Set; 4 -- Methodology; 4.1 -- Long Memory; 4.2 -- The ARFIMA-FIGARCH Model; 5 -- Empirical Results; 6 -- Summary and Conclusions; References; Chapter 6 -- Nuances of Investing in Frontier Equity Markets; 1 -- The Frontier Market Paradigm
  • 1.1 -- Rising Stars1.2 -- Microcaps; 1.3 -- Fallen Angels; 2 -- Frontier Market Performance; 3 -- Macro Framework; 4 -- A Better Measure of Frontier Market Returns; 5 -- Individual Countries Versus Baskets; 6 -- Liquidity Pools; 7 -- Conclusions; References; Chapter 7 -- Measuring Market Risk in the Light of Basel III: New Evidence From Frontier Markets; 1 -- Introduction; 2 -- Literature Review; 3 -- Value at Risk and the Capital Requirement for Market Risks; 3.1 -- Defining Value at Risk; 3.2 -- VaR Estimation in the Banking Regulation; 3.3 -- The Estimation Models; 3.3.1 -- Historical Simulation Models
  • 3.3.2 -- Parametric Models3.3.3 -- GARCH Models; 3.3.4 -- EWMA Models; 3.3.5 -- TGARCH Models; 3.4 -- The Opportunity Cost of Regulation; 4 -- The Results of the Empirical Analysis; 4.1 -- Investment Opportunity in Frontier Markets; 4.2 -- The Capital Requirement and VaR Models within the Context of Frontier Markets; 4.3 -- The Effects of Stressed VaR in Capital Requirements for Market Risk in Frontier Markets; 5 -- Conclusions; Acknowledgment; References; Chapter 8 -- Investing on the Edge: Exploring the Opportunities for Diversification in Frontier Markets; 1 -- Introduction
  • 2 -- Selective Review of the Literature
Control code
99981981381
Dimensions
unknown
Extent
1 online resource ( xxiii, 401 p.) :
File format
unknown
Form of item
online
Isbn
9780128094914
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, Volume 2, Evidence from Middle East North Africa and international comparative studies, edited by P. Andrikopoulos, G.N. Gregoriou, V. Kallinterakis, (electronic book)
Publication
Note
Print version cataloged as a monographic set
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 -- Middle East North Africa (MENA)-Gulf Cooperation Council (GCC); Chapter 1 -- Herding in Middle Eastern Frontier Markets: Are Local and Global Factors Important?; 1 -- Introduction; 2 -- The Empirical Model; 3 -- Data and Findings; 4 -- Conclusions; References; Chapter 2 -- An Application of Style Analysis to Middle East and North African (MENA) Hedge Funds; 1 -- Introduction; 2 -- Literature Review; 3 -- Data; 4 -- Methodology; 5 -- Results; 6 -- Conclusions
  • AcknowledgmentsReferences; Appendix: Style Indexes; Chapter 3 -- Stock Prices and Crude Oil Shocks: The Case of GCC Countries; 1 -- Introduction; 2 -- The Model; 3 -- Empirical Analysis; 3.1 -- Data and Hypotheses Tested; 3.2 -- Discussion of the Results; 4 -- Conclusions; References; Chapter 4 -- Signaling and Lifecycle Theories in the Banking Sectors of GCC Frontier Markets: An Empirical Assessment; 1 -- Introduction; 2 -- Literature Review; 2.1 -- Theories of Dividend Policy; 2.2 -- Empirical Studies; 3 -- Methodology: Event Study and the Market Model; 3.1 -- Data Collection and Sample of Study
  • 3.2 -- Regression, Variables, and Hypotheses4 -- Empirical Results and Analysis; 4.1 -- Descriptive Analysis; 4.2 -- The Results of the Event Study; 4.3 -- Lifecycle Theory and Regression Analysis; 5 -- Conclusions; References; Section B -- Risk and Diversification; Chapter 5 -- Are Frontier Markets Worth the Risk?; 1 -- Introduction; 2 -- Literature Review; 3 -- Data Set; 4 -- Methodology; 4.1 -- Long Memory; 4.2 -- The ARFIMA-FIGARCH Model; 5 -- Empirical Results; 6 -- Summary and Conclusions; References; Chapter 6 -- Nuances of Investing in Frontier Equity Markets; 1 -- The Frontier Market Paradigm
  • 1.1 -- Rising Stars1.2 -- Microcaps; 1.3 -- Fallen Angels; 2 -- Frontier Market Performance; 3 -- Macro Framework; 4 -- A Better Measure of Frontier Market Returns; 5 -- Individual Countries Versus Baskets; 6 -- Liquidity Pools; 7 -- Conclusions; References; Chapter 7 -- Measuring Market Risk in the Light of Basel III: New Evidence From Frontier Markets; 1 -- Introduction; 2 -- Literature Review; 3 -- Value at Risk and the Capital Requirement for Market Risks; 3.1 -- Defining Value at Risk; 3.2 -- VaR Estimation in the Banking Regulation; 3.3 -- The Estimation Models; 3.3.1 -- Historical Simulation Models
  • 3.3.2 -- Parametric Models3.3.3 -- GARCH Models; 3.3.4 -- EWMA Models; 3.3.5 -- TGARCH Models; 3.4 -- The Opportunity Cost of Regulation; 4 -- The Results of the Empirical Analysis; 4.1 -- Investment Opportunity in Frontier Markets; 4.2 -- The Capital Requirement and VaR Models within the Context of Frontier Markets; 4.3 -- The Effects of Stressed VaR in Capital Requirements for Market Risk in Frontier Markets; 5 -- Conclusions; Acknowledgment; References; Chapter 8 -- Investing on the Edge: Exploring the Opportunities for Diversification in Frontier Markets; 1 -- Introduction
  • 2 -- Selective Review of the Literature
Control code
99981981381
Dimensions
unknown
Extent
1 online resource ( xxiii, 401 p.) :
File format
unknown
Form of item
online
Isbn
9780128094914
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

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