Emerging Markets and the Global Economy. A Handbook

Content: 
Emerging Markets and the Global Economy, Page i
Emerging Markets and the Global Economy, Page iii
Copyright, Page iv
Foreword, Pages xv-xvi
Acknowledgments, Page xvii
About the Editors, Page xix
List of Contributors, Pages xxi-xxvii
Author Biographies, Pages xxix-xlix
Chapter 1 - Robust Measures of Hybrid Emerging Market Mutual Funds Performance, Pages 2-15, Mohamed A. Ayadi
Chapter 2 - Emerging Countries Sovereign Rating Adjustment using Market Information: Impact on Financial Institutions’ Investment Decisions, Pages 17-49, Dominique Guégan, Bertrand K. Hassani, Xin Zhao
Chapter 3 - Emerging Markets Banks Performance Evidence from China’s Banks in Hong Kong, Pages 51-65, Xiaoxi Zhang, Kevin Daly
Chapter 4 - Determinants of the Real Rate of Return: Evidence from Cross-Country Panel Data, Pages 67-98, Marcelo Sánchez
Chapter 5 - Understanding the Relationship Between Liquidity and Inflation in the Post Crisis Period in India: from Bank Dealers’ Perspectives, Pages 99-113, Rituparna Das, Michael C.S. Wong
Chapter 6 - Demographic Transition and Savings Behavior in Mauritius, Pages 115-141, Rafael Munozmoreno, Verena Tandrayen-Ragoobur, Boopendra Seetanah, Raja Vinesh Sannassee
Chapter 7 - An Investigation of the Deviation from the Market Efficiency and its Implications for Capital Market Development: The DSE Evidence, Pages 143-159, A.S.M. Sohel Azad, Amirul Ahsan, Victor Fang
Chapter 8 - An Econometric Analysis of the Impact of Oil Prices on Stock Markets in Gulf Cooperation Countries, Pages 161-178, Mohamed El Hedi Arouri, Christophe Rault
Chapter 9 - Trading Intensity and Informed Trading in the Tunis Stock Exchange, Pages 179-200, Rabaa Karaa, Skander Slim, Dorra Mezzez Hmaied
Chapter 10 - Energy Sector Companies of the BRICS: Systematic and Specific Financial Risks and Value at Risk, Pages 201-240, Marcelo Bianconi, Joe A. Yoshino
Chapter 11 - Developed and Emerging Equity Market Tail Risk: Is it Constant?, Pages 241-270, Stefan Straetmans, Bertrand Candelon
Chapter 12 - Measuring Systemic Risk in Emerging Markets Using CoVaR, Pages 271-307, Anastassios A. Drakos, Georgios P. Kouretas
Chapter 13 - An Empirical Study on Mutual Funds Performance Persistence in China, Pages 309-325, Dawei Chen, Christopher Gan, Baiding Hu
Chapter 14 - Cultural Behavioral Finance in Emerging Markets, Pages 327-346, Brian M. Lucey, Michael Dowling
Chapter 15 - Early Warning System for Financial Crisis: Statistical Classification Approach, Pages 347-369, Young Min Kim, Kyong Joo Oh, Tae Yoon Kim
Chapter 16 - Comovements and Volatility Spillovers Between Oil Prices and Stock Markets: Further Evidence for Oil-Exporting and Oil-Importing Countries, Pages 371-382, Khaled Guesmi
Chapter 17 - Collateral in Emerging Economies, Pages 383-411, Elmas Yaldız Hanedar, Eleonora Broccardo, Flavio Bazzana
Chapter 18 - Tactical Risk Analysis in Emerging Markets in the Wake of the Credit Crunch and Ensuing Sub-prime Financial Crisis, Pages 413-446, Mazin A.M. Al Janabi
Chapter 19 - Volatility and Spillover Effects of Central and Eastern Europe: Impact of EU Enlargement, Pages 448-482, A. Golab, D.E. Allen, R. Powell, G. Yap
Chapter 20 - Price Jump Behavior During Financial Distress: Intuition, Analysis, and a Regulatory Perspective, Pages 483-507, Jan Novotný, Jan Hanousek
Chapter 21 - Are Emerging Markets Exposed to Contagion from the United States: Evidence from Stock and Sovereign Bond Markets, Pages 509-536, Hakimzadi Wagan, Zulfiqar Ali
Chapter 22 - Assessing the Effects of the Global Financial Crisis on the East Asian Equity Markets, Pages 537-554, Tran Phuong Thao, Kevin Daly, Craig Ellis
Chapter 23 - Contagion versus Interdependence: The Case of the BRIC Countries During the Subprime Crises, Pages 555-582, Mrabet Zouhair, Charfeddine Lanouar, Ahdi Noomen Ajmi
Chapter 24 - On the Importance of Trend Gaps in Assessing Equity Market Correlations, Pages 583-601, Jarkko Peltomäki, Michael Graham
Chapter 25 - Stock Market Co-movement in ASEAN and China, Pages 603-622, Hooi Hooi Lean, Russell Smyth
Chapter 26 - Stock and Bond Markets Co-movements in Selected MENA Countries: A Dynamic Coherence Function Approach, Pages 623-642, Jamel Boukhatem, Zied Ftiti
Chapter 27 - Equity Market Comovements Among Selected Emerging Countries from Long- and Short-Run Perspectives, Pages 643-664, Jamel Jouini, Jihed Majdoub, Ines Ben Bouhouch
Chapter 28 - Stock Market Volatility and Contagion Effects in the Financial Crisis: The Case of South-Eastern Europe, Pages 665-700, Theodore Syriopoulos
Chapter 29 - Emerging Market Stocks in Global Portfolios: A Hedging Approach, Pages 701-724, Imad Moosa, Vikash Ramiah
Chapter 30 - The Behavior of International Stock Market Excess Returns in an Increasingly Integrated World, Pages 725-748, Michael Donadelli
Chapter 31 - Determinants of International Financial Integration of GCC Markets, Pages 749-771, Abdullah R. Alotaibi, Anil V. Mishra
Chapter 32 - Asset Return and Volatility Spillovers Between Big Commodity Producing Countries, Pages 773-793, Perry Sadorsky
Chapter 33 - Correlation and Network Structure of International Financial Markets in Times of Crisis, Pages 795-810, Leonidas Sandoval
Chapter 34 - Financial Development and its Effects on Economic Growth: A Dynamic Analysis, Pages 811-824, Christophe Rault, Anamaria Sova, Robert Sova, Guglielmo Maria Caporale
Chapter 35 - Financial Market Integration of ASEAN-5 with China and India, Pages 825-859, Kee Tuan Teng, Siew Hwa Yen, Soo Y. Chua, Hooi Hooi Lean
Index, Pages 861-875