Tail Risk Spillover in Asia Pacific Stock Market

Tail Risk Spillover in Asia Pacific Stock Market
Author: Tom Fong
Publisher:
Total Pages:
Release: 2017
Genre:
ISBN:


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Tail Risk Spillover in Asia Pacific Stock Market
Language: en
Pages:
Authors: Tom Fong
Categories:
Type: BOOK - Published: 2017 - Publisher:

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Extreme-Downside-Risk Spillover from the United States and Japan to Asian-Pacific Stock Markets
Language: en
Pages: 30
Authors: Lu Liu
Categories:
Type: BOOK - Published: 2018 - Publisher:

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This paper proposes a probit approach to measure and forecast extreme downside risks in Asian Pacific markets given information on extreme negative shocks in th
Transmission of Volatility Across Asia-Pacific Stock Markets
Language: en
Pages: 20
Authors: Amarnath Mitra
Categories:
Type: BOOK - Published: 2015 - Publisher:

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In finance literature, volatility is synonymous with the measure of risk. Spillover of volatility refers to the transmission of disturbances or shock from one m
Information Leadership in the Advanced Asia-Pacific Stock Markets
Language: en
Pages: 33
Authors: Suk-Joong Kim
Categories:
Type: BOOK - Published: 2005 - Publisher:

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This paper investigates the nature of the stock market linkages in the advanced Asia-Pacific stock markets of Australia, Hong Kong, Japan and Singapore with the
Asia’s Stock Markets from the Ground Up
Language: en
Pages: 274
Authors: Herald van der Linde
Categories: Business & Economics
Type: BOOK - Published: 2021-10-15 - Publisher: Marshall Cavendish International Asia Pte Ltd

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A summary of how stock markets work for those looking to invest. This book is a practical guide to Asia’s stock markets for a general audience. It is for peop