International Financial Markets: Volume 1

Cover
Halt Title
Series Page
Title
Copyright
Contents
About the editors
List of contributors
Introduction
PART 1 Commodities finance and market performance
	1 Forecasting price distributions in the German electricity market
	2 Forecasting crude oil price dynamics based on investor attention: evidence from the ARMAX and ARMAX-GARCH models
PART 2 International economics and finance
	3 Contagion dynamics on financial networks
	4 Quantifying informational linkages in a global model of currency spot markets
	5 Smooth break, non-linearity, and speculative bubbles: new evidence of the G7 stock markets
	6 The Continuum-GMM estimation: theory and application
	7 Seasonal long memory in intra-day volatility and trading volume of Dow Jones stocks
PART 3 Meta-analysis in economics and finance
	8 The disinflation effect of central bank independence: a comparative meta-analysis between transition economies and the rest of the world
	9 Is there really causality between inflation and inflationun certainty?
	10 More R&D with tax incentives? A meta-analysis
	11 Political cycles: what does a meta-analysis reveal about?
	12 Market efficiency in Asian and Australasian stock markets: a fresh look at the evidence
Index