Handbook of Global Financial Markets:Transformations, Dependence, and Risk Spillovers

Edited by Sabri Boubaker and Duc Khuong Nguyen

in World Scientific Books from World Scientific Publishing Co. Pte. Ltd.

Abstract: The objective of this handbook is to provide the readers with insights about current dynamics and future potential transformations of global financial markets. We intend to focus on four main areas: Dynamics of Financial Markets; Financial Uncertainty and Volatility; Market Linkages and Spillover Effects; and Extreme Events and Financial Transformations and address the following critical issues, but not limited to: market integration and its implications; crisis risk assessment and contagion effects; financial uncertainty and volatility; role of emerging financial markets in the global economy; role of complex dynamics of economic and financial systems; market linkages, asset valuation and risk management; exchange rate volatility and firm-level exposure; financial effects of economic, political and social risks; link between financial development and economic growth; country risks; and sovereign debt markets.

Keywords: Market Integration; Risk Management; Risk Assessment; Financial Uncertainty; Volatility; Financial Markets; Financial Development; Country Risks; Sovereign Debt Markets (search for similar items in EconPapers)
JEL-codes: F37 (search for similar items in EconPapers)
Date: 2019
ISBN: 9789813236646
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Chapters in this book:

Ch 1 International Stock Markets Linkages: A Dynamic Factor Model Approach , pp 3-38

Marcelle Chauvet and Bo-Yu Chen

Ch 2 From Bulls to Bears: Stock–Bond Comovements in European Markets , pp 39-55

Thomas Flavin

Ch 3 Brexit and Contagion in Global Financial Markets , pp 57-73

K. Thomas Liaw

Ch 4 Ontology-Driven Framework for Stock Market Monitoring and Surveillance , pp 75-103

Mohamed Zaki, Babis Theodoulidis and David Diaz

Ch 5 Volatility Spillovers and Comovements between MENA Markets during Political Turbulent Times , pp 105-148

Besma Hkiri, Azza Bejaoui and Sondes BEN Salem

Ch 6 Measuring the Contagion Effect in Emerging Markets , pp 149-164

Igor Alexandre Clemente de Morais, Guilherme Ribeiro de Macêdo, Marcia Regina Godoy and Leonardo Berteli Piveta

Ch 7 Macroeconomic News and Exchange Rate Volatility: Evidence of Unstable Effect , pp 167-198

Walid Ben Omrane, Robert Welch and Xinyao Zhou

Ch 8 Currency Spillover Effects between the US Dollar and Some Major Currencies and Exchange Rate Forecasts Based on Neural Nets , pp 199-220

David Allen, Petko Kalev, Shelton Peiris and Abhay K. Singh

Ch 9 Financial Integration of Foreign Exchange and Money Markets: Evidence from MENA , pp 221-253

Somar Alomhamad and Anil Mishra

Ch 10 Coherent Asset Allocations with Liquidity-Adjusted Value-at-Risk Method: Review of Theoretical Algorithms and Applications , pp 257-274

Mazin A. M. Al Janabi

Ch 11 Low Carbon Indexing and Correlation Indices: Implications for Portfolio Management , pp 275-296

Julien Chevallier

Ch 12 Alternative Approach to Risk Mitigation , pp 297-314

Guldem Gokcek

Ch 13 The Impact of News Sentiment on Financial Risk: An Extreme Value Approach , pp 315-334

Peter Julian Cayton and Kin-Yip Ho

Ch 14 Do Commodity Prices Cause Financial Instability in the United States? A Time-Varying Perspective through Rolling Window Bootstrap Approach , pp 335-357

Muhammad Shahbaz, Syed Jawad Hussain Shahzad, Akassi Kablan and Shawkat Hammoudeh

Ch 15 Measuring and Analyzing Liquidity and Volatility Dynamics in the Euro-Area Government Bond Market , pp 361-400

Conall O’ Sullivan and Vassilios Papavassiliou

Ch 16 Bank Dividend Policy and the European Debt Crisis: Is Sovereign Credit Risk of Relevance? , pp 401-410

Tobias Basse, Thomas Bürkle, Frederik Kunze and Christoph Wegener

Ch 17 Impact of QE on European Sovereign Bond Market Equilibrium , pp 411-466

Franck Martin and Jiangxingyun Zhang

Ch 18 Repurchase Agreements and the European Sovereign Debt Crises: The Role of European Clearinghouses , pp 467-492

Angela Armakolla, Raphael Douady and Jean-Paul Laurent

Ch 19 The Environmental Kuznets Curve: Is There a Financial Analogue? , pp 495-512

Imad A. Moosa

Ch 20 The Interaction of Real and Financial Markets in the Global Economy: What Role Does China Play? , pp 513-550

Sumru Altug, Cem Çakmaklı and Rüveyda Nur Gözen

Ch 21 The Impact of Technology on the Financial Services Industry , pp 551-570

Arindam Bandopadhyaya and Jinglin Yang

Ch 22 Assessment of the Economic Impact of Stock Market Development: An African Perspective , pp 571-589

Shashi Jeevita Matadeen and Boopen Seetanah

Ch 23 Optimal Financial Structure and Economic Growth in Emerging Markets , pp 591-609

İlkay Şendeniz-Yüncü, Levent Akdeniz and Kürşat Aydoğan

Ch 24 Crowdf(o)unding, in Context , pp 611-645

Maria Lucia Passador

Ch 25 Terrorism and Resilience: How Family Businesses Respond to Terrorist Activity , pp 647-668

Luis Alfonso Dau, Elizabeth M Moore, Katharine Petrich and Max Abrahms

Ch 26 Asset Pricing of Individual Stocks in Periods of Crisis , pp 671-688

Marc Desban and Souad Lajili Jarjir

Ch 27 Higher-Order Tail Moments in Asset-Pricing Theory , pp 689-741

Juan Arismendi Zambrano

Ch 28 What Do We Know About Local Bias of Individual Investors? A Literature Review , pp 743-766

Evren Arik and Ömür Süer

Ch 29 Does Geography Matter in Finance? Frontiers, Polarizations, Alternatives and Power Dynamics for Financial Analysis , pp 767-788

Silvia Grandi and Fabio M. Parenti

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