Empirical Finance

Name: Empirical Finance
SKU: 2135865
Price: 299.00 NZD
Availability: InStock

Modelling and Analysis of Emerging Financial and Stock Markets

By:

Format:

Paperback / softback

Series:

Contributions to Economics

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Description

The emphasis of this book is on understanding special characteristics of the financial systems of emerging markets, where the existence of market imperfections such as asymmetric information, adverse selection and moral hazard can cause financial market failures. Considering the Thai stock market as an example, this book provides an econometric study of a typical Asian financial system. Many contemporary techniques and models are used in this study, including simple multivariate regression, multi-factor model, exponential smoothing, Holt Winters models, and GARCH type models. The findings of the existence of rational bubbles, anomalies, volatility and other characteristics reveal evidence of inefficiency in the Thai stock market. Based on these results, the book includes justifications for public policies in such economies and makes suggestions for further research areas.

Release date NZ

August 26th, 2004

Author

Audiences

Professional & Vocational
Tertiary Education (US: College)

Edition

Softcover reprint of the original 1st ed. 2004

Illustrations

XIV, 201 p.

Pages

201

Series

Contributions to Economics

Dimensions

156x234x11

ISBN-13

9783790815511

Product ID

2135865

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