skip to content
Handbook of frontier markets. Volume 2 : evidence from Asia and international comparative studies Preview this item
ClosePreview this item
Checking...

Handbook of frontier markets. Volume 2 : evidence from Asia and international comparative studies

Author: Panagiotis Andrikopoulos; G N Gregoriou; V Kallinterakis
Publisher: London : Academic Press, [2016] ©2016
Edition/Format:   eBook : Document : EnglishView all editions and formats
Summary:
Handbook of Frontier Markets: Evidence from Asia and International Comparative Studies 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  Read more...
Rating:

(not yet rated) 0 with reviews - Be the first.

Subjects
More like this

 

Find a copy online

Links to this item

Find a copy in the library

&AllPage.SpinnerRetrieving; Finding libraries that hold this item...

Details

Genre/Form: Electronic books
Additional Physical Format: Print version:
Handbook of frontier markets. Volume 2.
London : Academic Press, [2016]
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Panagiotis Andrikopoulos; G N Gregoriou; V Kallinterakis
ISBN: 9780128094914 0128094915
OCLC Number: 956654071
Description: 1 online resource (xxiii, 401 pages)
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.
Responsibility: edited by P. Andrikopoulos, G.N. Gregoriou, V. Kallinterakis.

Abstract:

Handbook of Frontier Markets: Evidence from Asia and International Comparative Studies 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.

Reviews

Editorial reviews

Publisher Synopsis

"This is a very comprehensive handbook for graduate students, researchers, and practitioners who are interested in financial aspects of frontier markets. The book documents experiences of countries Read more...

 
User-contributed reviews
Retrieving GoodReads reviews...
Retrieving DOGObooks reviews...

Tags

Be the first.
Confirm this request

You may have already requested this item. Please select Ok if you would like to proceed with this request anyway.

Linked Data


Primary Entity

<http://www.worldcat.org/oclc/956654071> # Handbook of frontier markets. Volume 2 : evidence from Asia and international comparative studies
    a schema:MediaObject, schema:CreativeWork, schema:Book ;
    library:oclcnum "956654071" ;
    library:placeOfPublication <http://id.loc.gov/vocabulary/countries/enk> ;
    schema:about <http://experiment.worldcat.org/entity/work/data/3792776365#Topic/investments_foreign> ; # Investments, Foreign
    schema:about <http://experiment.worldcat.org/entity/work/data/3792776365#Topic/investments_africa_north> ; # Investments--Africa, North
    schema:about <http://experiment.worldcat.org/entity/work/data/3792776365#Topic/investments_foreign_middle_east> ; # Investments, Foreign--Middle East
    schema:about <http://experiment.worldcat.org/entity/work/data/3792776365#Place/middle_east> ; # Middle East.
    schema:about <http://experiment.worldcat.org/entity/work/data/3792776365#Topic/investments_foreign_africa_north> ; # Investments, Foreign--Africa, North
    schema:about <http://dewey.info/class/332.673/e23/> ;
    schema:about <http://experiment.worldcat.org/entity/work/data/3792776365#Topic/investments> ; # Investments
    schema:about <http://experiment.worldcat.org/entity/work/data/3792776365#Topic/business_&_economics_finance> ; # BUSINESS & ECONOMICS--Finance
    schema:about <http://experiment.worldcat.org/entity/work/data/3792776365#Topic/investments_middle_east> ; # Investments--Middle East
    schema:about <http://experiment.worldcat.org/entity/work/data/3792776365#Place/africa_north> ; # Africa, North.
    schema:bookFormat schema:EBook ;
    schema:copyrightYear "2016" ;
    schema:datePublished "2016" ;
    schema:description "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."@en ;
    schema:description "Handbook of Frontier Markets: Evidence from Asia and International Comparative Studies 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."@en ;
    schema:editor <http://experiment.worldcat.org/entity/work/data/3792776365#Person/gregoriou_g_n> ; # G. N. Gregoriou
    schema:editor <http://experiment.worldcat.org/entity/work/data/3792776365#Person/kallinterakis_v> ; # V. Kallinterakis
    schema:editor <http://experiment.worldcat.org/entity/work/data/3792776365#Person/andrikopoulos_panagiotis> ; # Panagiotis Andrikopoulos
    schema:exampleOfWork <http://worldcat.org/entity/work/id/3792776365> ;
    schema:genre "Electronic books"@en ;
    schema:inLanguage "en" ;
    schema:isSimilarTo <http://worldcat.org/entity/work/data/3792776365#CreativeWork/handbook_of_frontier_markets_volume_2> ;
    schema:name "Handbook of frontier markets. Volume 2 : evidence from Asia and international comparative studies"@en ;
    schema:productID "956654071" ;
    schema:url <http://site.ebrary.com/id/11246940> ;
    schema:url <http://ebookcentral.proquest.com/lib/ucm/detail.action?docID=4635671> ;
    schema:url <http://www.sciencedirect.com/science/book/9780128092002> ;
    schema:url <https://ezproxy.saskpolytech.ca/login?url=http://www.sciencedirect.com/science/book/9780128092002> ;
    schema:url <http://site.ebrary.com/lib/georgemason/docDetail.action?docID=11246940> ;
    schema:url <http://public.eblib.com/choice/publicfullrecord.aspx?p=4635671> ;
    schema:url <http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=1145083> ;
    schema:workExample <http://worldcat.org/isbn/9780128094914> ;
    wdrs:describedby <http://www.worldcat.org/title/-/oclc/956654071> ;
    .


Related Entities

<http://experiment.worldcat.org/entity/work/data/3792776365#Person/andrikopoulos_panagiotis> # Panagiotis Andrikopoulos
    a schema:Person ;
    schema:familyName "Andrikopoulos" ;
    schema:givenName "Panagiotis" ;
    schema:name "Panagiotis Andrikopoulos" ;
    .

<http://experiment.worldcat.org/entity/work/data/3792776365#Person/gregoriou_g_n> # G. N. Gregoriou
    a schema:Person ;
    schema:familyName "Gregoriou" ;
    schema:givenName "G. N." ;
    schema:name "G. N. Gregoriou" ;
    .

<http://experiment.worldcat.org/entity/work/data/3792776365#Person/kallinterakis_v> # V. Kallinterakis
    a schema:Person ;
    schema:familyName "Kallinterakis" ;
    schema:givenName "V." ;
    schema:name "V. Kallinterakis" ;
    .

<http://experiment.worldcat.org/entity/work/data/3792776365#Place/africa_north> # Africa, North.
    a schema:Place ;
    schema:name "Africa, North." ;
    .

<http://experiment.worldcat.org/entity/work/data/3792776365#Topic/business_&_economics_finance> # BUSINESS & ECONOMICS--Finance
    a schema:Intangible ;
    schema:name "BUSINESS & ECONOMICS--Finance"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/3792776365#Topic/investments_africa_north> # Investments--Africa, North
    a schema:Intangible ;
    schema:name "Investments--Africa, North"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/3792776365#Topic/investments_foreign> # Investments, Foreign
    a schema:Intangible ;
    schema:name "Investments, Foreign"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/3792776365#Topic/investments_foreign_africa_north> # Investments, Foreign--Africa, North
    a schema:Intangible ;
    schema:name "Investments, Foreign--Africa, North"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/3792776365#Topic/investments_foreign_middle_east> # Investments, Foreign--Middle East
    a schema:Intangible ;
    schema:name "Investments, Foreign--Middle East"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/3792776365#Topic/investments_middle_east> # Investments--Middle East
    a schema:Intangible ;
    schema:name "Investments--Middle East"@en ;
    .

<http://site.ebrary.com/lib/georgemason/docDetail.action?docID=11246940>
    rdfs:comment "Online resource available to Mason students, faculty, staff and onsite patrons." ;
    .

<http://worldcat.org/entity/work/data/3792776365#CreativeWork/handbook_of_frontier_markets_volume_2>
    a schema:CreativeWork ;
    rdfs:label "Handbook of frontier markets. Volume 2." ;
    schema:description "Print version:" ;
    schema:isSimilarTo <http://www.worldcat.org/oclc/956654071> ; # Handbook of frontier markets. Volume 2 : evidence from Asia and international comparative studies
    .

<http://worldcat.org/isbn/9780128094914>
    a schema:ProductModel ;
    schema:isbn "0128094915" ;
    schema:isbn "9780128094914" ;
    .

<http://www.worldcat.org/title/-/oclc/956654071>
    a genont:InformationResource, genont:ContentTypeGenericResource ;
    schema:about <http://www.worldcat.org/oclc/956654071> ; # Handbook of frontier markets. Volume 2 : evidence from Asia and international comparative studies
    schema:dateModified "2018-01-05" ;
    void:inDataset <http://purl.oclc.org/dataset/WorldCat> ;
    .

<https://ezproxy.saskpolytech.ca/login?url=http://www.sciencedirect.com/science/book/9780128092002>
    rdfs:comment "Connect to online version from SD College Edition Book Collection - Social and Behavioural Sciences [SCBKSBS]. Restricted to current staff and students." ;
    .


Content-negotiable representations

Close Window

Please sign in to WorldCat 

Don't have an account? You can easily create a free account.