Some International Financial Contributions: Empirical Results and Policy Implications
Amedeo Amato
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Amedeo Amato: Università degli Studi di Genova
Economia Internazionale / International Economics, 2018, vol. 71, issue 2, I-X
Abstract:
The contributions appearing in this issue of Economia Internazionale/International Economics deal with some relevant current questions concerning the relations between economic policy and international portfolio choices.The following topics are studied either from a general perspective or with reference to specific problems emerging in international finance: i)methodologies of assessing portfolio market risk in the BRICS economies; ii) bank competition, concentration and risk taking in banking industry; iii) the adjustment process towards equilibrium in the purchasing power parity hypothesis with particular reference to the use of linear and nonlinear attractors; iv) the accuracy of direct and indirect forecasting of cross exchange rates; v) some empirical analysis of the expectations hypothesis of the term structure of interest rates in reference to Korea after the Asian financial crises.
Keywords: Portfolio Value-at-Risk; Bank Competition; Purchasing Power Parity; Cross Exchange Rates; Expectation Hypothesis (search for similar items in EconPapers)
JEL-codes: C20 C53 C58 E43 G18 (search for similar items in EconPapers)
Date: 2018
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Persistent link: https://EconPapers.repec.org/RePEc:ris:ecoint:0823
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