Financial markets and the global recession
By: editors, Benjamin Naas and Joachim Lysne.
Contributors: Naas, Benjamin.; Lysne, Joachim.
Publisher: Nova Science Publishers
Published: 2009
Place of publication: Hauppauge, NY
Language: eng
ISBN-13: 9781607419211
Subjects: International finance; Capital market; Recessions
Notes: Includes indexes.
Table of contents: title: Global recession : just a glitch or is it here to stay? / George P. Boretos; title: The impacts of global recession on the world economy : an investigation with a multi-country overlapping generations simulation model / Manabu Shimasawa, Kazumasa Oguro and others; title: When risk weights increase the risk : some concerns for capital regulation / Zoltan Varsanyi; title: The role of foreign monetary authorities in the global economic crisis in terms of reducing the pressure put by declining US house prices / Hideki Nishigaki; title: The financial crisis and EMU / Ronny Norén; title: On the future of capital asset pricing models / Kateryna Shapovalova; title: Predicting stock returns in a cross section : do individual firm characteristics matter? / Kateryna Shapovalova, Alexander Subbotin; title: Volatility models : from GARCH to multi-horizon cascades / Alexander Subbotin, Thierry Chauveau, Kateryna Shapovalova; title: Leader market indexes / Emanuele Canegrati; title: The continuous-time dynamics of VIX amid the recent market turmoil / Large Minqiang Li.