Risk and Return in Asian Emerging Markets

Risk and Return in Asian Emerging Markets
Title Risk and Return in Asian Emerging Markets PDF eBook
Author N. Cakici
Publisher Springer
Pages 212
Release 2014-08-13
Genre Business & Economics
ISBN 1137359072

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Risk and Return in Asian Emerging Markets offers readers a firm insight into the risk and return characteristics of leading Asian emerging market participants by comparing and contrasting behavioral model variables with predictive forecasting methods.

Risk and Return in Asian Emerging Markets

Risk and Return in Asian Emerging Markets
Title Risk and Return in Asian Emerging Markets PDF eBook
Author N. Cakici
Publisher Springer
Pages 347
Release 2014-08-13
Genre Business & Economics
ISBN 1137359072

Download Risk and Return in Asian Emerging Markets Book in PDF, Epub and Kindle

Risk and Return in Asian Emerging Markets offers readers a firm insight into the risk and return characteristics of leading Asian emerging market participants by comparing and contrasting behavioral model variables with predictive forecasting methods.

Getting Started in Emerging Markets

Getting Started in Emerging Markets
Title Getting Started in Emerging Markets PDF eBook
Author Christopher Poillon
Publisher John Wiley & Sons
Pages 222
Release 2001-05-17
Genre Business & Economics
ISBN 0471436682

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How every investor can seize the huge potential of overseas emerging markets This book offers a clear roadmap to navigating emerging markets. In clear terms every investor can understand, it explains what an emerging market is, why investors should invest in them, and what the risks are in particular markets, including Latin America, East Asia, and China. The book offers a systematic process that can be easily followed for successful investing in emerging markets.

Value-at-Risk and Extreme Returns in Asian Stock Markets

Value-at-Risk and Extreme Returns in Asian Stock Markets
Title Value-at-Risk and Extreme Returns in Asian Stock Markets PDF eBook
Author Andre Carvalhal
Publisher
Pages 24
Release 2009
Genre
ISBN

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The purpose of this paper is to use the extreme value theory to analyze ten Asian stock markets, identifying which type of extreme value asymptotic distribution better fits historical extreme market events. Understanding the influence of extreme market events is of great importance for risk managers. Our empirical tests indicate that the return distributions are not characterized by normality and that the minima and the maxima of the return series may be satisfactorily modeled within an extreme value framework. The average waiting time for an index to present a daily return below/above a specific threshold is generally larger for Asian major markets than for Asian emerging markets. We also compute VaR estimates using extreme value theory and compare the results with the empirical and normal VaR estimates. The results suggest that the extreme value method of estimating VaR is a more conservative approach to determining capital requirements than traditional methods.

The Pricing of Risky Assets on an Asian Emerging Market

The Pricing of Risky Assets on an Asian Emerging Market
Title The Pricing of Risky Assets on an Asian Emerging Market PDF eBook
Author Yan-ki Ho
Publisher
Pages 28
Release 1990
Genre Capital assets pricing model
ISBN

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Emerging Stock Markets

Emerging Stock Markets
Title Emerging Stock Markets PDF eBook
Author Christopher Barry
Publisher Wiley
Pages 126
Release 2000-04-14
Genre Business & Economics
ISBN 9780943205458

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Emerging Stock Markets: Risk, Return, and Performance is a compendium of historical data currently available about the performance of securities in emerging markets. As a result, it will be an invaluable aid to the investor or investment manager trying to make informed decisions about investing in emerging market assets. The authors provide monthly stock return data for more than two dozen countries in the Emerging Markets Data Base maintained by the International Finance Corporation. Without such data, analysis of this fascinating asset class has been frustrated.

Predictable Risk and Returns in Emerging Markets

Predictable Risk and Returns in Emerging Markets
Title Predictable Risk and Returns in Emerging Markets PDF eBook
Author Campbell R. Harvey
Publisher
Pages 66
Release 1994
Genre Capital assets pricing model
ISBN

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The emergence of new equity markets in Europe, Latin America, Asia, the Mideast and Africa provides a new menu of opportunities for investors. These markets exhibit high expected returns as well as high volatility. Importantly, the low correlations with developed countries' equity markets significantly reduces the unconditional portfolio risk of a world investor. However, standard global asset pricing models, which assume complete integration of capital markets, fail to explain the cross-section of average returns in emerging countries. An analysis of the predictability of the returns reveals that emerging market returns are more likely than developed countries to be influenced by local information.