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...

This encyclopaedia provides a review of banking-related questions that might be faced in the financial market. It serves as both problem-solver and trouble-shooter, as well as offering research and information for strategic planning, presentations and reporting. In addition to defining many...