International financial markets / edited by Hung-gay Fung, Yiuman Tse.

Format:

Book

Contributor:

Fung, Hung-gay.

Tse, Yiuman.

Series:

Frontiers of economics and globalization ; v. 13.

Frontiers of economics and globalization, 1574-8715 ; v. 13

Language:

English

Subjects (All):

Investments, Foreign.

Money market.

Foreign exchange.

Physical Description:

1 online resource (195 p.)

Edition:

1st ed.

Place of Publication:

Bingley, UK : Emerald Group Publishing Limited, 2013.

Language Note:

English

Summary:

In recent years, the globalization of financial asset markets has become increasingly important and has led to closer linkages among these markets. New global investment instruments such as sovereign credit default swaps, exchange traded funds, and bond markets have been created, enabling investors to fine tune their investment portfolios to their likings. Financial investments have been further expanded to include real asset investments such as real estate investments. It is important for global investors to make proper decisions in assessing these investments in their asset allocations and for policymakers who can provide sound policy guidance to cope with the globalization of the financial markets. This volume contributes to a fresh perspective on the economic and finance research on international financial markets and also the commodity markets. It enables scholars, policymakers, and practitioners to better understand the changes and dynamics of commodity and financial asset trading following the recent global financial crisis. This volume contains a comprehensive analysis of international financial markets through a series of essays from leading researchers in the field.

Contents:

The information value of excessive speculative trades on price volatility in oil futures markets / Leo H. Chan, Chi M. Nguyen, Kam C. Chan

The leading role of the Chinese futures in the world commodity futures markets / Hung-Gay Fung ... [et al.]

A global Chinese Renminbi bond market : the Dim Sum bond market / Hung-Gay Fung, Derrick Tzau, Jot Yau

Investment in the global real estate market / Gary A. Patterson

Sovereign credit default swap / Gaiyan Zhang

Managing risk in sovereign bond portfolios : the impact of sovereign and call risks on duration / Yan Alice Xie, Jot Yau, Hei Wai Lee

Heavy-tailed distribution of commodity prices and the effectiveness of VaR models / Jullavut Kittiakarasakun

The impact of quantitative easing on asset price comovement / Michael Williams

Carbon emissions trading : what it means for individual investors / Valeria Martinez.

Notes:

Description based upon print version of record.

Includes bibliographical references.

Print version record

ISBN:

9781781903124

1781903123

OCLC:

858451186