Handbook of Frontier Markets
Edited by Panagiotis Andrikopoulos (),
Greg N. Gregoriou and
Kallinterakis, Vasileios "Bill"
in Elsevier Monographs from Elsevier, currently edited by J. Scott Bentley
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. Presents topics in the contexts of frontier markets and uses tests based on established methodologies from finance research Features contributing authors who are established university academics Emphasizes financial institutions and applications of financial risk models 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
Keywords: acquirer gains; ARCH effect; ARFIMA-FIGARCH; Basel Accord; capital requirements; cointegration analysis; correlation analysis; cross-sectional volatility; DCC copula; dividend policy; economic growth; emerging markets; equity performance; exchange rates; extreme correlation; financial development; foreign direct investments; foreign portfolio investments; frontier market countries; frontier markets; frontier markets development; fundamental ratios; GARCH-in-mean; Granger causality; growth-return correlation; hedge funds; herding; international diversification; international portfolio diversification; least developed countries; lifecycle theory; long memory; market risk; MENA; mergers and acquisitions; oil prices; performance; portfolio diversification; portfolio exposure; quality indicators; regime switching model; regional effects; regression analysis; remittances; return forecasting; signaling theory; spillover effect; state-space model; stock exchanges; stock market index; stressed value at risk; style analysis; target gains; value indicators; value investments; VAR-GARCH model; volatility spillover (search for similar items in EconPapers)
Date: 2016 Originally published 2016-08-11.
References: Add references at CitEc
Citations: Track citations by RSS feed
Downloads: (external link)
Full text for ScienceDirect subscribers only
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: https://EconPapers.repec.org/RePEc:eee:monogr:9780128092002
Access Statistics for this book
More books in Elsevier Monographs from Elsevier
Bibliographic data for series maintained by ().