Handbook of Global Financial Markets:Transformations, Dependence, and Risk Spillovers
Editor
- Sabri Boubaker(EM Normandie, France & University Paris Est, France)Duc Khuong Nguyen(IPAG Business School, France & Indiana University, USA)
Abstract
Individual chapters are listed in the "Chapters" tab
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Book Chapters
The following chapters of this book are listed in IDEAS- Marcelle Chauvet & Bo-Yu Chen, 2019. "International Stock Markets Linkages: A Dynamic Factor Model Approach," World Scientific Book Chapters, in: Sabri Boubaker & Duc Khuong Nguyen (ed.), HANDBOOK OF GLOBAL FINANCIAL MARKETS Transformations, Dependence, and Risk Spillovers, chapter 1, pages 3-38, World Scientific Publishing Co. Pte. Ltd..
- Thomas J. Flavin, 2019. "From Bulls to Bears: Stock–Bond Comovements in European Markets," World Scientific Book Chapters, in: Sabri Boubaker & Duc Khuong Nguyen (ed.), HANDBOOK OF GLOBAL FINANCIAL MARKETS Transformations, Dependence, and Risk Spillovers, chapter 2, pages 39-55, World Scientific Publishing Co. Pte. Ltd..
- K. Thomas Liaw, 2019. "Brexit and Contagion in Global Financial Markets," World Scientific Book Chapters, in: Sabri Boubaker & Duc Khuong Nguyen (ed.), HANDBOOK OF GLOBAL FINANCIAL MARKETS Transformations, Dependence, and Risk Spillovers, chapter 3, pages 57-73, World Scientific Publishing Co. Pte. Ltd..
- Mohamed Zaki & Babis Theodoulidis & David Diaz, 2019. "Ontology-Driven Framework for Stock Market Monitoring and Surveillance," World Scientific Book Chapters, in: Sabri Boubaker & Duc Khuong Nguyen (ed.), HANDBOOK OF GLOBAL FINANCIAL MARKETS Transformations, Dependence, and Risk Spillovers, chapter 4, pages 75-103, World Scientific Publishing Co. Pte. Ltd..
- Besma HKIRI & Azza BEJAOUI & Sondes BEN SALEM, 2019. "Volatility Spillovers and Comovements between MENA Markets during Political Turbulent Times," World Scientific Book Chapters, in: Sabri Boubaker & Duc Khuong Nguyen (ed.), HANDBOOK OF GLOBAL FINANCIAL MARKETS Transformations, Dependence, and Risk Spillovers, chapter 5, pages 105-148, World Scientific Publishing Co. Pte. Ltd..
- Igor Alexandre Clemente de Morais & Guilherme Ribeiro de Macêdo & Marcia Regina Godoy & Leonardo Berteli Piveta, 2019. "Measuring the Contagion Effect in Emerging Markets," World Scientific Book Chapters, in: Sabri Boubaker & Duc Khuong Nguyen (ed.), HANDBOOK OF GLOBAL FINANCIAL MARKETS Transformations, Dependence, and Risk Spillovers, chapter 6, pages 149-164, World Scientific Publishing Co. Pte. Ltd..
- Walid Ben Omrane & Robert Welch & Xinyao Zhou, 2019. "Macroeconomic News and Exchange Rate Volatility: Evidence of Unstable Effect," World Scientific Book Chapters, in: Sabri Boubaker & Duc Khuong Nguyen (ed.), HANDBOOK OF GLOBAL FINANCIAL MARKETS Transformations, Dependence, and Risk Spillovers, chapter 7, pages 167-198, World Scientific Publishing Co. Pte. Ltd..
- David E. Allen & Petko Kalev & Shelton Peiris & Abhay K. Singh, 2019. "Currency Spillover Effects between the US Dollar and Some Major Currencies and Exchange Rate Forecasts Based on Neural Nets," World Scientific Book Chapters, in: Sabri Boubaker & Duc Khuong Nguyen (ed.), HANDBOOK OF GLOBAL FINANCIAL MARKETS Transformations, Dependence, and Risk Spillovers, chapter 8, pages 199-220, World Scientific Publishing Co. Pte. Ltd..
- Somar Alomhamad & Anil V. Mishra, 2019. "Financial Integration of Foreign Exchange and Money Markets: Evidence from MENA," World Scientific Book Chapters, in: Sabri Boubaker & Duc Khuong Nguyen (ed.), HANDBOOK OF GLOBAL FINANCIAL MARKETS Transformations, Dependence, and Risk Spillovers, chapter 9, pages 221-253, World Scientific Publishing Co. Pte. Ltd..
- Mazin A. M. Al Janabi, 2019. "Coherent Asset Allocations with Liquidity-Adjusted Value-at-Risk Method: Review of Theoretical Algorithms and Applications," World Scientific Book Chapters, in: Sabri Boubaker & Duc Khuong Nguyen (ed.), HANDBOOK OF GLOBAL FINANCIAL MARKETS Transformations, Dependence, and Risk Spillovers, chapter 10, pages 257-274, World Scientific Publishing Co. Pte. Ltd..
- Julien Chevallier, 2019. "Low Carbon Indexing and Correlation Indices: Implications for Portfolio Management," World Scientific Book Chapters, in: Sabri Boubaker & Duc Khuong Nguyen (ed.), HANDBOOK OF GLOBAL FINANCIAL MARKETS Transformations, Dependence, and Risk Spillovers, chapter 11, pages 275-296, World Scientific Publishing Co. Pte. Ltd..
- Guldem Gokcek, 2019. "Alternative Approach to Risk Mitigation," World Scientific Book Chapters, in: Sabri Boubaker & Duc Khuong Nguyen (ed.), HANDBOOK OF GLOBAL FINANCIAL MARKETS Transformations, Dependence, and Risk Spillovers, chapter 12, pages 297-314, World Scientific Publishing Co. Pte. Ltd..
- Peter Julian Cayton & Kin-Yip Ho, 2019. "The Impact of News Sentiment on Financial Risk: An Extreme Value Approach," World Scientific Book Chapters, in: Sabri Boubaker & Duc Khuong Nguyen (ed.), HANDBOOK OF GLOBAL FINANCIAL MARKETS Transformations, Dependence, and Risk Spillovers, chapter 13, pages 315-334, World Scientific Publishing Co. Pte. Ltd..
- Muhammad Shahbaz & Syed Jawad Hussain Shahzad & Sandrine Kablan & Shawkat Hammoudeh, 2019. "Do Commodity Prices Cause Financial Instability in the United States? A Time-Varying Perspective through Rolling Window Bootstrap Approach," World Scientific Book Chapters, in: Sabri Boubaker & Duc Khuong Nguyen (ed.), HANDBOOK OF GLOBAL FINANCIAL MARKETS Transformations, Dependence, and Risk Spillovers, chapter 14, pages 335-357, World Scientific Publishing Co. Pte. Ltd..
- Conall O’ Sullivan & Vassilios G. Papavassiliou, 2019. "Measuring and Analyzing Liquidity and Volatility Dynamics in the Euro-Area Government Bond Market," World Scientific Book Chapters, in: Sabri Boubaker & Duc Khuong Nguyen (ed.), HANDBOOK OF GLOBAL FINANCIAL MARKETS Transformations, Dependence, and Risk Spillovers, chapter 15, pages 361-400, World Scientific Publishing Co. Pte. Ltd..
- Tobias Basse & Thomas Bürkle & Frederik Kunze & Christoph Wegener, 2019. "Bank Dividend Policy and the European Debt Crisis: Is Sovereign Credit Risk of Relevance?," World Scientific Book Chapters, in: Sabri Boubaker & Duc Khuong Nguyen (ed.), HANDBOOK OF GLOBAL FINANCIAL MARKETS Transformations, Dependence, and Risk Spillovers, chapter 16, pages 401-410, World Scientific Publishing Co. Pte. Ltd..
- Franck Martin & Jiangxingyun Zhang, 2019. "Impact of QE on European Sovereign Bond Market Equilibrium," World Scientific Book Chapters, in: Sabri Boubaker & Duc Khuong Nguyen (ed.), HANDBOOK OF GLOBAL FINANCIAL MARKETS Transformations, Dependence, and Risk Spillovers, chapter 17, pages 411-466, World Scientific Publishing Co. Pte. Ltd..
- Angela Armakolla & Raphael Douady & Jean-Paul Laurent, 2019. "Repurchase Agreements and the European Sovereign Debt Crises: The Role of European Clearinghouses," World Scientific Book Chapters, in: Sabri Boubaker & Duc Khuong Nguyen (ed.), HANDBOOK OF GLOBAL FINANCIAL MARKETS Transformations, Dependence, and Risk Spillovers, chapter 18, pages 467-492, World Scientific Publishing Co. Pte. Ltd..
- Imad A. Moosa, 2019. "The Environmental Kuznets Curve: Is There a Financial Analogue?," World Scientific Book Chapters, in: Sabri Boubaker & Duc Khuong Nguyen (ed.), HANDBOOK OF GLOBAL FINANCIAL MARKETS Transformations, Dependence, and Risk Spillovers, chapter 19, pages 495-512, World Scientific Publishing Co. Pte. Ltd..
- Sumru Altug & Cem Çakmakli & Rüveyda Nur Gözen, 2019. "The Interaction of Real and Financial Markets in the Global Economy: What Role Does China Play?," World Scientific Book Chapters, in: Sabri Boubaker & Duc Khuong Nguyen (ed.), HANDBOOK OF GLOBAL FINANCIAL MARKETS Transformations, Dependence, and Risk Spillovers, chapter 20, pages 513-550, World Scientific Publishing Co. Pte. Ltd..
- Arindam Bandopadhyaya & Jinglin Yang, 2019. "The Impact of Technology on the Financial Services Industry," World Scientific Book Chapters, in: Sabri Boubaker & Duc Khuong Nguyen (ed.), HANDBOOK OF GLOBAL FINANCIAL MARKETS Transformations, Dependence, and Risk Spillovers, chapter 21, pages 551-570, World Scientific Publishing Co. Pte. Ltd..
- Shashi Jeevita Matadeen & Boopen Seetanah, 2019. "Assessment of the Economic Impact of Stock Market Development: An African Perspective," World Scientific Book Chapters, in: Sabri Boubaker & Duc Khuong Nguyen (ed.), HANDBOOK OF GLOBAL FINANCIAL MARKETS Transformations, Dependence, and Risk Spillovers, chapter 22, pages 571-589, World Scientific Publishing Co. Pte. Ltd..
- İlkay Şendeniz-Yüncü & Levent Akdeniz & Kürşat Aydoğan, 2019. "Optimal Financial Structure and Economic Growth in Emerging Markets," World Scientific Book Chapters, in: Sabri Boubaker & Duc Khuong Nguyen (ed.), HANDBOOK OF GLOBAL FINANCIAL MARKETS Transformations, Dependence, and Risk Spillovers, chapter 23, pages 591-609, World Scientific Publishing Co. Pte. Ltd..
- Maria Lucia Passador, 2019. "Crowdf(o)unding, in Context," World Scientific Book Chapters, in: Sabri Boubaker & Duc Khuong Nguyen (ed.), HANDBOOK OF GLOBAL FINANCIAL MARKETS Transformations, Dependence, and Risk Spillovers, chapter 24, pages 611-645, World Scientific Publishing Co. Pte. Ltd..
- Luis Alfonso Dau & Elizabeth M Moore & Katharine Petrich & Max Abrahms, 2019. "Terrorism and Resilience: How Family Businesses Respond to Terrorist Activity," World Scientific Book Chapters, in: Sabri Boubaker & Duc Khuong Nguyen (ed.), HANDBOOK OF GLOBAL FINANCIAL MARKETS Transformations, Dependence, and Risk Spillovers, chapter 25, pages 647-668, World Scientific Publishing Co. Pte. Ltd..
- Marc Desban & Souad Lajili Jarjir, 2019. "Asset Pricing of Individual Stocks in Periods of Crisis," World Scientific Book Chapters, in: Sabri Boubaker & Duc Khuong Nguyen (ed.), HANDBOOK OF GLOBAL FINANCIAL MARKETS Transformations, Dependence, and Risk Spillovers, chapter 26, pages 671-688, World Scientific Publishing Co. Pte. Ltd..
- Juan C. Arismendi Zambrano, 2019. "Higher-Order Tail Moments in Asset-Pricing Theory," World Scientific Book Chapters, in: Sabri Boubaker & Duc Khuong Nguyen (ed.), HANDBOOK OF GLOBAL FINANCIAL MARKETS Transformations, Dependence, and Risk Spillovers, chapter 27, pages 689-741, World Scientific Publishing Co. Pte. Ltd..
- Evren Arik & Ömür Süer, 2019. "What Do We Know About Local Bias of Individual Investors? A Literature Review," World Scientific Book Chapters, in: Sabri Boubaker & Duc Khuong Nguyen (ed.), HANDBOOK OF GLOBAL FINANCIAL MARKETS Transformations, Dependence, and Risk Spillovers, chapter 28, pages 743-766, World Scientific Publishing Co. Pte. Ltd..
- Silvia Grandi & Fabio M. Parenti, 2019. "Does Geography Matter in Finance? Frontiers, Polarizations, Alternatives and Power Dynamics for Financial Analysis," World Scientific Book Chapters, in: Sabri Boubaker & Duc Khuong Nguyen (ed.), HANDBOOK OF GLOBAL FINANCIAL MARKETS Transformations, Dependence, and Risk Spillovers, chapter 29, pages 767-788, World Scientific Publishing Co. Pte. Ltd..
More about this item
Keywords
Market Integration; Risk Management; Risk Assessment; Financial Uncertainty; Volatility; Financial Markets; Financial Development; Country Risks; Sovereign Debt Markets;All these keywords.
JEL classification:
- F37 - International Economics - - International Finance - - - International Finance Forecasting and Simulation: Models and Applications
Statistics
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