Buch, Englisch, 266 Seiten, Format (B × H): 161 mm x 240 mm, Gewicht: 570 g
Reihe: Research in Finance
Buch, Englisch, 266 Seiten, Format (B × H): 161 mm x 240 mm, Gewicht: 570 g
Reihe: Research in Finance
ISBN: 978-0-7623-0717-3
Verlag: Jai Press Inc.
This volume consists of original research articles examining timely issues in financial services, asset pricing, and hedging. The articles in the first part of the volume deal with methods for assessing the safety and soundness of banks, rationales for and economic consequences of bank mergers, valuation effects of lender environmental liability, option-theoretic explanations of the closed-end mutual fund discount, and contingent-claims analysis of price-matching refunds. Articles in the second part of the volume study consumption smoothing and the equity premium puzzle, the yield spread of tax-deductible preferred stock, fitting a jump-diffusion model of currency futures options, duration effects on hedge ratios of currency futures, and dynamics between foreign exchange and stock markets in Southeast Asian economies.
Autoren/Hrsg.
Fachgebiete
- Interdisziplinäres Wissenschaften Wissenschaften: Allgemeines Geschichte der Naturwissenschaften, Formalen Wissenschaften & Technik
- Wirtschaftswissenschaften Betriebswirtschaft Unternehmensfinanzen Finanzierung, Investition, Leasing
- Interdisziplinäres Wissenschaften Wissenschaften: Allgemeines Geschichte der Human- und Sozialwissenschaften
- Wirtschaftswissenschaften Finanzsektor & Finanzdienstleistungen Finanzsektor & Finanzdienstleistungen: Allgemeines
- Wirtschaftswissenschaften Finanzsektor & Finanzdienstleistungen Unternehmensfinanzierung
- Geisteswissenschaften Geschichtswissenschaft Geschichtliche Themen Wissenschafts- und Universitätsgeschichte
Weitere Infos & Material
List of contributors. Improved methods of treating critical issues in regulating and supervising bank safety and soundness (P.A.V.B. Swamy, T.J. Lutton and P.F. Bartholomew). Economic consequences of financial services industry consolidation (P.A.V.B. Swamy, T.J. Lutton). Secured debt and lender environmental liability (P.A. McGraw, G.S. Roberts). A contingent-claim analysis of the closed-end mutual fund discount puzzle (A.H. Chen, L.J. Merville and C. Won). The "cost" of offering price-matching refund policies: a contingent-claims perspective (S.C. Mazumdar, J. Srivastava). The effect of time complementary on consumption smoothing and the equity premium (C.M. Ahn, I. Joon Kim). A comparison of taxable and tax-deductible preferred yields (A. Murphy). Information inherent in implicit distributions (A. Doffou, J.E. Hillard). Hedging currency risk using futures (V. Bhargava, R. Brooks). Long-run and short-run dynamics between foreign exchange and stock markets: evidence from Thailand and The Philippines (M. Rahman, M. Rahman and M. Mustafa).
