A Study Of Correlation Between Selected Asian European And American Stock Exchange Market PDF Download
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| Author | : Abhishek Tripathi |
| Publisher | : |
| Total Pages | : 9 |
| Release | : 2014 |
| Genre | : |
| ISBN | : |
Download A Study of Correlation Between Selected Asian, European and American Stock Exchange Market Book in PDF, ePub and Kindle
Due to Liberalization there will be emergence in stock markets. It has been observed that there has been increasing interdependence between most of the developed and emerging stock markets since the 1987 Stock Market Crash. This interdependence intensified after the 1997 Asian Financial Crisis. Objective of this paper is to examine the co-movement between selected stock market of different economies such as Asian, European and USA stock markets by using correlation technique. With the help of this technique we are able to identify the correlation between USA & European market, Asian & European market and Asian and USA markets. To examine the relationship among selected Asian countries, European and United States of America we are able to identify the correlation between return index of selected stock exchange.
| Author | : Stoyanka Ivanova |
| Publisher | : |
| Total Pages | : 0 |
| Release | : 2012 |
| Genre | : Economics |
| ISBN | : |
Download Correlation Between Stock Prices and Exchange Rates in Selected European and Asian Countries Book in PDF, ePub and Kindle
| Author | : Dr GangineniDhanaiah |
| Publisher | : Archers & Elevators Publishing House |
| Total Pages | : |
| Release | : |
| Genre | : Antiques & Collectibles |
| ISBN | : 9386501899 |
Download A Study On Volatility And Co-Movement Of Selected Sectoral Indices Of National Stock Exchange Of India Book in PDF, ePub and Kindle
| Author | : Saif Siddiqui |
| Publisher | : |
| Total Pages | : 24 |
| Release | : 2015 |
| Genre | : |
| ISBN | : |
Download Stock Markets Integration Book in PDF, ePub and Kindle
In the background of globalization, economic assimilation and integration among countries and their financial markets is evident. The interdependency among major world stock markets has also increased. This paper examines the relationships between selected Asian and US stock markets. It covers the period, 19/10/1999 to 25/04/2008, using daily closing data of twelve stock markets to investigate. The research methodology employed includes testing for stationarity, implementation of the Granger Causality test and Johansen Cointegration test. Stock markets under study are found to be integrated. The degree of correlation between all the markets, but Japan, varies between moderate to high. The findings also prove that stock markets returns are not normally distributed. The time series understudy also show non-stationary patterns. Furthermore, it provided that no stock market is playing a very dominant role in influencing other markets. The US influence is not as noticeable as in the earlier researches. Comparing this study with previous ones, It can be said that stock market integration in relation with US markets is time varying. The results of the present paper are useful for investors in management of their existing international portfolios.
| Author | : Michael Devereux |
| Publisher | : Taylor & Francis |
| Total Pages | : 342 |
| Release | : 2011-05-03 |
| Genre | : Business & Economics |
| ISBN | : 1136847626 |
Download The Dynamics of Asian Financial Integration Book in PDF, ePub and Kindle
The ongoing global financial crisis has manifested a remarkable degree of global financial integration—and its implications—for emerging Asian financial markets. The current crisis will not and should not deter the progress that the region has made toward financial openness and integration. However, events like this clearly demonstrate that financial liberalization and integration is not without risks. Hence, emerging Asian economies' growing financial ties have motivated us to look closer at the repercussions of increased financial integration and evaluate the benefits of risk sharing and better access to international capital markets against the costs of cross-border financial contagion. The crisis also presents a timely opportunity for the region’s policy makers to rethink their strategies for financial deregulation and liberalization and to reconsider a next step to integrate emerging East Asia’s financial markets further. However, doing so requires deeper understanding of financial market integration. While much has been said in both academic and policy circles about financial globalization and regional financial integration as separate areas of study, existing research has been relatively silent on the dynamics between these two distinctive forces. The book addresses this gap in financial literature and assesses financial integration in emerging East Asia at both regional and global levels. The publication studies the factors driving the progress of regional financial integration in relation to financial globalization and identifies the relevant policy challenges facing emerging market economies in the region. Chapters look into three broad aspects of regional and global financial market integration: (i) measurement of regional and global financial integration, (ii) understanding dynamics of regional financial integration versus global financial integration, and (iii) welfare implications from regional financial market integration amid financial globalization. Against this context, academics, policy makers, and other readers will appreciate the rigorous research contribution provided by the book.
| Author | : Paul J.J. Welfens |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 411 |
| Release | : 2011-02-14 |
| Genre | : Business & Economics |
| ISBN | : 3642162746 |
Download Financial Market Integration and Growth Book in PDF, ePub and Kindle
Financial capital, whether mediated through the financial market or Foreign Direct Investment has been a key factor in European economic growth. This book examines the interaction between European and global financial integration and analyses the dynamics of the monetary sector and the real economy in Europe. The key analytical focus is on the theoretical and empirical dynamics of financial markets in Europe, however, it also provides regional case studies of key institutional developments and lessons from foreign direct investment. There is a broad range of findings for Central, Eastern and Western Europe as well as EU Partner Countries. Crucially the analysis includes new approaches and options for solving the transatlantic banking crisis and suggests policy innovations for a world with unstable financial markets.
| Author | : Stephane Goutte |
| Publisher | : World Scientific |
| Total Pages | : 355 |
| Release | : 2020-04-28 |
| Genre | : Business & Economics |
| ISBN | : 981121025X |
Download Risk Factors And Contagion In Commodity Markets And Stocks Markets Book in PDF, ePub and Kindle
The link between commodities prices and the business cycle, including variables such as real GDP, industrial production, unemployment, inflation, and market uncertainty, has often been debated in the macroeconomic literature. To quantify the impact of commodities on the economy, one can distinguish different modeling approaches. First, commodities can be represented as the pinnacle of cross-sectional financial asset prices. Second, price fluctuations due to seasonal variations, dramatic market changes, political and regulatory decisions, or technological shocks may adversely impact producers who use commodities as input. This latter effect creates the so-called 'commodities risk'. Additionally, commodities price fluctuations may spread to other sectors in the economy, via contagion effects. Besides, stronger investor interest in commodities may create closer integration with conventional asset markets; as a result, the financialization process also enhances the correlation between commodity markets and financial markets.Our objective in this book, Risk Factors and Contagion in Commodity Markets and Stocks Markets, lies in answering the following research questions: What are the interactions between commodities and stock market sentiment? Do some of these markets move together overtime? Did the financialization in energy commodities occur after the 2008 Global Financial Crisis? These questions are essential to understand whether commodities are driven only by their fundamentals, or whether there is also a systemic component influenced by the volatility present within the stock markets.
| Author | : Sharma, Renuka |
| Publisher | : IGI Global |
| Total Pages | : 496 |
| Release | : 2022-06-30 |
| Genre | : Business & Economics |
| ISBN | : 1668455307 |
Download Handbook of Research on Stock Market Investment Practices and Portfolio Management Book in PDF, ePub and Kindle
For the first time since the Great Depression, financial market issues threatened to derail global economic growth. This global financial crisis forced a reconsideration of systemic vulnerabilities with knowledge of numerous investment options and portfolio management strategies becoming more critical than ever before. A complete study of investment choices and portfolio management approaches in both the developing and developed worlds is required to achieve stability and sustainability. The Handbook of Research on Stock Market Investment Practices and Portfolio Management gives a thorough view on the recent developments in investment options and portfolio management strategies in global stock markets. Learning about the many investment options and portfolio management strategies available in the event of a worldwide catastrophe is critical. Covering topics such as AI-based technical analysis, marketing theory, and sharing economy, this major reference work is an excellent resource for investors, traders, economists, business leaders and executives, marketers, students and faculty of higher education, librarians, researchers, and academicians.
| Author | : Simon Grima |
| Publisher | : Emerald Group Publishing |
| Total Pages | : 232 |
| Release | : 2020-09-02 |
| Genre | : Business & Economics |
| ISBN | : 1839096063 |
Download Contemporary Issues in Business, Economics and Finance Book in PDF, ePub and Kindle
Contemporary Studies in Economic and Financial Analysis (CSEF 104) dedicates 16 chapters in articles and studies on Contemporary Issues of Business Economics and Finance. Authors contributed from the International Applied Social Science Congress, held in Turkey.
| Author | : Mr.Fabian Lipinsky |
| Publisher | : International Monetary Fund |
| Total Pages | : 46 |
| Release | : 2014-02-26 |
| Genre | : Business & Economics |
| ISBN | : 148432014X |
Download Asia’s Stock Markets Book in PDF, ePub and Kindle
Stock markets play a key role in corporate financing in Asia. However, despite their increasing importance in terms of size and cross-border investment activity, the region’s markets are reputed to be more “idiosyncratic” and less reliant on economic and corporate fundamentals in their pricing. Using a model that draws on international asset pricing and economic theory, as well as accounting literature, we find evidence of greater idiosyncratic influences in the pricing of Asia’s stock markets, compared to their G-7 counterparts, beyond the identified systematic factors and local fundamentals. We also show proof of a significant relationship between the strength of implementation of securities regulations and the “noise” in stock pricing, which suggests that improvements in the regulation of securities markets in Asia could enhance the role of stock markets as stable and reliable sources of financing into the future.
