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Handbook of frontier markets : = the...

Andrikopoulos, Panagiotis,

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Handbook of frontier markets : = the African, European and Asian evidence /

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Handbook of frontier markets :/ edited by P. Andrikopoulos, G.N. Gregoriou, V. Kallinterakis.
其他題名:	the African, European and Asian evidence /
其他作者:	Andrikopoulos, Panagiotis,
面頁冊數:	1 online resource (xxi, 282 pages)
內容註:	Cover; Title page; Copyright page; Contents; List of Contributors; About the Editors; About the Contributors; Acknowledgment; Section A -- Africa; Chapter 1 -- Testing for the Weak-Form Market Efficiency of the Dar es Salaam Stock Exchange ; 1 -- Introduction; 2 -- The Random Walk Theory and the Efficient Market Hypothesis; 3 -- Empirical Literature Review on Weak-Form Market Efficiency; 4 -- Data Sources; 5 -- Methodology; 5.1 -- Augmented Dickey-Fuller Test; 5.2 -- The Variance Ratio Test; 5.3 -- Ranks- and Signs-Based Variance Ratio Tests; 6 -- Analyses and Presentation of the Results.
內容註:	6.1 -- Descriptive Statistics and Diagnostics6.2 -- Augmented Dickey-Fuller Test Results; 6.3 -- Variance Ratio Test Results; 6.4 -- Ranks- and Signs-Based Variance Ratio Tests; 6.5 -- Summary of the Findings; 7 -- Conclusions and Recommendations; References; Chapter 2 -- Stock Returns and Inflation: The Case of Botswana ; 1 -- Introduction; 2 -- Literature Review; 3 -- Overview of the Economy of Botswana; 4 -- Data and Methodology; 4.1 -- Data; 4.2 -- Methodology; 5 -- Results; 6 -- Conclusions; References.
內容註:	Chapter 3 -- Modeling and Forecasting Stock Market Volatility in Frontier Markets: Evidence From Four European and Four A... 1 -- Introduction; 2 -- Background Information; 2.1 -- Importance of Volatility Forecastinga; 2.2 -- Emerging Markets or Country Samples; 2.3 -- Modeling of Volatility Forecasting; 3 -- Data; 4 -- Methodology; 4.1 -- ARCH Effects; 4.2 -- Generalized Autoregressive Conditional Heteroscedasticity (GARCH); 4.3 -- Exponential GARCH (EGARCH); 4.4 -- Component GARCH (CGARCH); 4.5 -- Comparisons of Forecast Performance; 5 -- Findings and Discussions; 6 -- Conclusions and Further Research.
內容註:	2.1 -- Data Sources and Descriptive Statistics3 -- Hypotheses and Methodology; 3.1 -- Hypothesis 1; 3.2 -- Hypothesis 2; 3.3 -- Methodology; 3.4 -- Robustness Testing; 4 -- Results; 4.1 -- Robustness Tests; 5 -- Discussions; 5.1 -- Decision Fatigue in Africa; 5.2 -- Loss Aversion in Developed Markets; 6 -- Conclusions; References; Appendix 1: Time-Varying Correlations of US with African Markets; Appendix 2: Time-Varying Correlations of US with Developed Markets; Section B -- Europe; Chapter 7 -- An Assessment of the Real Development Prospects of the EU 28 Frontier Equity Markets ; 1 -- Introduction.
內容註:	2 -- A Comparative Analysis of the EU 10 Frontier Markets.
標題:	Investments, Foreign - Africa. -
電子資源:	https://www.sciencedirect.com/science/book/9780128037768
ISBN:	9780128038406

Handbook of frontier markets : = the African, European and Asian evidence /
Handbook of frontier markets :the African, European and Asian evidence /edited by P. Andrikopoulos, G.N. Gregoriou, V. Kallinterakis. - 1 online resource (xxi, 282 pages)

Includes bibliographical references and index.

Cover; Title page; Copyright page; Contents; List of Contributors; About the Editors; About the Contributors; Acknowledgment; Section A -- Africa; Chapter 1 -- Testing for the Weak-Form Market Efficiency of the Dar es Salaam Stock Exchange ; 1 -- Introduction; 2 -- The Random Walk Theory and the Efficient Market Hypothesis; 3 -- Empirical Literature Review on Weak-Form Market Efficiency; 4 -- Data Sources; 5 -- Methodology; 5.1 -- Augmented Dickey-Fuller Test; 5.2 -- The Variance Ratio Test; 5.3 -- Ranks- and Signs-Based Variance Ratio Tests; 6 -- Analyses and Presentation of the Results.

Handbook of Frontier Markets: The European and African Evidence 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.

ISBN: 9780128038406Subjects--Topical Terms:

895841
Investments, Foreign
--Africa.Index Terms--Genre/Form:

542853
Electronic books.

LC Class. No.: HG5993

Dewey Class. No.: 332.67/309172

Handbook of frontier markets : = the African, European and Asian evidence /
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505 8 $a Chapter 3 -- Modeling and Forecasting Stock Market Volatility in Frontier Markets: Evidence From Four European and Four A... 1 -- Introduction; 2 -- Background Information; 2.1 -- Importance of Volatility Forecastinga; 2.2 -- Emerging Markets or Country Samples; 2.3 -- Modeling of Volatility Forecasting; 3 -- Data; 4 -- Methodology; 4.1 -- ARCH Effects; 4.2 -- Generalized Autoregressive Conditional Heteroscedasticity (GARCH); 4.3 -- Exponential GARCH (EGARCH); 4.4 -- Component GARCH (CGARCH); 4.5 -- Comparisons of Forecast Performance; 5 -- Findings and Discussions; 6 -- Conclusions and Further Research.
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