In this age of international terrorism and international economic contagion, it is clear that globalization in its broadest sense - i.e., the breaking down of barriers - is often a double-edged sword. The world economy of the early twenty-first century offers substantial growth potential and...

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 book comprises the papers presented and discussed at the SAA conference, held 24-25 November 2008. It offers an exchange of views on technical and implemental issues of financial models relevant for strategic asset allocation"--Provided by publisher