Stock market or macroeconomic volatility? An econometric approach


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  • Product Description

In 2007, as the US subprime mortgage market began to fall down, which reached its peak with the catastrophic collapse of the Lehman Brothers, no one was aware of that this was going to be the worst financial crisis since the Great Depression. Evaluating the advantages and disadvantages connected with financial globalization demands a pure understanding of the influence of international market integration and financial volatility. This work therefore focuses on the analysis of the integration of stock markets and forecast performances of stock market and macroeconomic volatility for the period of last global, financial crisis. It has explores the effects of financial volatility during the last global crisis. Moreover, it underlies the importance of stock market volatility during financial crises and introduces another important tool to assess the volatility clustering behavior, namely macroeconomic volatility.

Product Specifications
SKU :COC64398
AuthorKaya Tokmakcioglu
Number of Pages164
Publishing Year2013-07-10T00:00:00.000
Edition1 st
Book TypeBusiness & management
Country of ManufactureIndia
Product BrandLAP LAMBERT Academic Publishing
Product Packaging InfoBox
In The Box1 Piece
Product First Available On ClickOnCare.com2015-07-08 00:00:00
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