Part I: Econometrics of Financial Markets -- Information Asymmetry, Liquidity and the Dynamic Volume-Return Relation in Panel Data Analysis -- Density forecasts of emerging markets’ exchange rates using Monte Carlo simulation with regime switching -- Determination of the own funds requirements...

As technology advancement has increased, so to have computational applications for forecasting, modelling and trading financial markets and information, and practitioners are finding ever more complex solutions to financial challenges. Neural networking is a highly effective, trainable...

This book offers 14 contributions that examine key questions in bank decision-taking, constitution of confidence in banks and risk management practices from Early Modernity to the twentieth century. It explores how the various mechanisms of bank decision taking changed over time. Chapters also...

Part 1. Portfolio building blocks covering foreign exchange, money markets, fixed Income and derivatives Instruments -- 1 Traded Foreign Exchange Instruments -- 2 Traded Money Market Instruments -- 3 Fixed Income Instruments market condition, pricing mechanism, quoting and settlement convention...

This book presents methodologies for the Bayesian estimation of GARCH models and their application to financial risk management. The study of these models from a Bayesian viewpoint is relatively recent and can be considered very promising due to the advantages of the Bayesian approach, in...

Financial Market and Systemic Risks -- On the development of master in finance & it program in a perm state national research university.-Questions of top management to risk management.- Estimation of market resiliency from high-frequency micex shares trading data.-Market liquidity measurement...

This collection of conference papers presents a contemporary insight into key trends impacting on the global financial sector post crisis and highlights new policy and research areas affecting banks and other financial institutions. The four main themes are: financial crises, credit activity,...

This text comprises a selection of papers that provide state of the art insights into bank performance, risk and firm financing post crisis that were presented at the European Association of University Teachers of Banking and Finance Conference (otherwise known as the Wolpertinger Conference)...

This book presents an in-depth appreciation of key topics related to the behaviour of financial institutions in the crisis and stresses areas of major research interest. It covers a selection of papers specialising ranging from the analysis of bank and stock market performance in the crisis, to...