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Informationen zum Autor CHRISTOPHE GODLEWSKI Research Fellow in Management and Finance, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université Robert Schuman (Strasbourg III), FranceEDGARDO JOVERO Professor of Economics, Universidad Complutense de Madrid, SpainALFONSO MENDOZA Professor of Economics and Finance, Escuela de Economía, Universidad de Guanajuato, MexicoREBECA MUÑOZ TORRES Researcher, Department of Economics, University of Leicester, UKBEN NOWMAN Director of Finance and Financial Services Research Cluster, and Principal Lecturer, Westminster Business School, University of Westminster, UKKADOM SHUBBER Senior Lecturer in Finance, Westminster Business School, University of Westminster, UKHARRY THAPAR Senior Lecturer in Finance, Westminster Business School, University of Westminster, UK Klappentext This book is a collection of six studies on behaviour of financial and economic variables in emerging and Euro markets. It includes the latest empirical studies on 32 emerging economies. The studies cover examination of the behaviour of interest rates, banks' credit and default risks, sovereign bond markets, effectiveness of inflation targeting, and dynamics of external debt and growth. There is currently no single book that addresses all these issues. This is a valuable book for all those who are working on emerging markets. Zusammenfassung This book is a collection of six studies on behaviour of financial and economic variables in emerging and Euro markets. The studies cover examination of the behaviour of interest rates, banks' credit and default risks, sovereign bond markets, effectiveness of inflation targeting, and dynamics of external debt and growth. Inhaltsverzeichnis List of Figures and Tables Preface Acknowledgements Notes on the Contributors Introduction; S.Motamen-Samadian Continuous Time Dynamic Modelling of Interest Rates in Emerging Markets; B.Nowman & K.Shubber Excess Credit Risk and Banks' Default Risk: An Application of Default Predictions Models to Banks from Emerging Market Economies; C.Godlewski Modelling Long Memory and Risk Premia in Latin American Sovereign Bond Markets; A.Mendoza Econometric Modelling of the Euro Using Two Factor Continuous Time Dynamic Interest Rate Models; B.Nowman & H.Thapar Inflation Targeting in Emerging Economies: A Comparative Sacrifice Ratio Analysis; R.Muñoz Torres External Debt Dynamics and Growth: A Neo Keynesian Perspective; E.Jovero...
List of contents
List of Figures and Tables Preface Acknowledgements Notes on the Contributors Introduction; S.Motamen-Samadian Continuous Time Dynamic Modelling of Interest Rates in Emerging Markets; B.Nowman & K.Shubber Excess Credit Risk and Banks' Default Risk: An Application of Default Predictions Models to Banks from Emerging Market Economies; C.Godlewski Modelling Long Memory and Risk Premia in Latin American Sovereign Bond Markets; A.Mendoza Econometric Modelling of the Euro Using Two Factor Continuous Time Dynamic Interest Rate Models; B.Nowman & H.Thapar Inflation Targeting in Emerging Economies: A Comparative Sacrifice Ratio Analysis; R.Muñoz Torres External Debt Dynamics and Growth: A Neo Keynesian Perspective; E.Jovero
