FRM Financial Risk Meter for Emerging Markets
نویسندگان
چکیده
منابع مشابه
Emerging Markets Financial Openness and Financial Development
We examine the effect of financial openness on the development of financial systems in a panel of 35 emerging markets during the period of 1976 to 2003. A group of indicators including variables from banking sector, stock market, and national capital accounts are used as measures of financial openness and financial development. In addition, aggregate index measures are developed to incorporate ...
متن کاملEmerging Markets and Financial Intermediaries
Over the last fifteen years, emerging economies have experienced abrupt changes in bond spreads and large movements in capital flows. We propose a simple general equilibrium model where international investors hire fund managers to invest their capital either in the bonds of an emerging economy or in a riskless asset. We model the emerging economy as a small-open economy subject to an aggregate...
متن کاملFinancial Stability: an Emerging Markets Perspective
It is a pleasure to participate in this meeting and to speak about the lessons for monetary policy the current crisis is teaching us. The big difference between the current crisis with previous ones in emerging economies is that this time “it was not our fault.” The evidence on the performance of emerging countries facing an unprecedented global downturn shows that some lessons have been proper...
متن کاملFinancial integration and emerging markets capital structure
0378-4266/$ see front matter 2010 Published by doi:10.1016/j.jbankfin.2010.10.017 ⇑ Corresponding author at: School of Business an Integration Studies, Trinity College Dublin, College G +353 1 8961522; fax: +353 1 6799503. E-mail addresses: [email protected] (B.M. Lucey), qzha This paper investigates the impact of country-level financial integration on corporate financing choices in emerging econom...
متن کاملRisk Arbitrage in Emerging Markets
Risk arbitrage is one of the investment strategies commonly employed by hedge funds and financial investment firms. In essence, it constitutes a bet on whether a merger deal is consummated. Several academic studies have found that risk arbitrage trading strategies are able to generate sustainable positive returns. However, these studies have been largely confined to risk arbitrage investments i...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2021
ISSN: 1556-5068
DOI: 10.2139/ssrn.3785488