Information Spillovers And Market Integration In International Finance:Empirical Analyses

Information Spillovers And Market Integration In International Finance:Empirical Analyses（World Scientific Studies in International Economics）

国际金融中的信息溢出与市场整合：实证分析
政治经济学

原价：

￥ 2447.00

售价：

发货周期：预计3-5周发货

作者

Kim Suk-Joong

出版社

World Scientific Publishing

出版时间

2017年11月24日

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ＩＳＢＮ

9789813223578

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页码

350

语种

英文

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暂无评分

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图书简介

This book volume brings together carefully selected scholarly works covering four inter-related topic areas in international finance. The first section deals with the efficacy and determinants of central bank currency interventions by the Bank of Japan and the Reserve Bank of Australia, the two of the most active central banks in the currency markets in the 1990s and the 2000s. This is followed by chapters that investigate the nature of information processing following domestic and foreign macroeconomic announcements. The third section provides the investigations into the evolving nature of financial market integration and information leadership of major financial centers. The final section presents the studies on the role sovereign credit ratings play in attracting international capital investments. The comprehensive empirical evidence provided in this book helps readers understand how international financial markets have evolved in their linkages and how information processing occurs in relation to sovereign rating events and other information arrivals. Key Features: o Provides important empirical evidence on a number of crucial aspects of International Financial markets o Easily accessible by advanced undergraduate and post graduate students in International Finance o Uses non-propriety data that can be used for replication training for research students

Central Bank Intervention in Foreign Exchange Markets: The Determinants of Foreign Exchange Intervention by Central Banks: Evidence from Australia (S-J Kim and J Sheen); Intraday Timing of AUD Intervention by the Reserve Bank of Australia: Evidence from Microstructural Analyses (P Andersen and S-J Kim); Interventions in the Yen-Dollar Spot Market: A Story of Price, Volatility and Volume (S-J Kim and J Sheen); Secrecy of Bank of Japan’s Yen intervention: Evidence of Efficacy from Intra-Daily Data (S-J Kim and A Le); The Role of Macroeconomic News in the Financial Markets: Macroeconomic News Announcements and the Role of Expectations: Evidence for US Bond, Stock and Foreign Exchange Markets (S-J Kim, M McKenzie and R Faff); The Spillover Effects of US and Japanese Public Information News in Advanced Asia-Pacific Stock Markets (S-J Kim); Minute-by-Minute Dynamics of the Australian Bond Futures Market in Response to New Macroeconomic Information (S-J Kim and J Sheen); The Efficiency of the Information Processing in the Australian Dollar Market: Price Discovery Following Scheduled and Unscheduled News (Lawrence Daniel, S-J Kim and Michael McKenzie); International Financial Market Linkages and Integration: Information Leadership in the Advanced Asia-Pacific Stock Markets: Return, Volatility and Volume Information Spillovers from the US and Japan (S-J Kim); Dynamic Stock Market Integration Driven by the European Monetary Union: An Empirical Analysis (S-J Kim, F Moshirian and E Wu); Dynamics of Bond Market Integration between Established and New European Union Countries (S-J Kim, B Lucey and E Wu); Evolution of International Stock and Bond Market Integration: Influence of the European Monetary Union (S-J Kim, F Moshirian and E Wu); Sovereign Credit Rating and International Capital Flows: Sovereign Credit Ratings, Capital Flows and Financial Sector Development in Emerging Markets (S-J Kim and E Wu); International Bank Flows to Emerging Markets: Influence f Sovereign Credit Ratings and Their Regional Spillover Effects (S-J Kim and E Wu); The Impacts of Sovereign Ratings on Stock and Bond Market Co-Movements in Emerging Countries (Rachel Christopher, Suk-Joong Kim and Eliza Wu); The Effects of Ratings-Contingent Regulation on International Bank Lending Behavior: Evidence from the Basel 2 Accord (Iftekhar Hasan, Suk-Joong Kim and Eliza Wu);

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