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Market Risk Analysis: Practical Financial Econometrics, Volume 2 Carol Alexander
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Part of their country-specific macroeconomic risks with foreign investors through cross-border ownership of financial markets. If domestic capital markets are partly owned by foreign investors, a pro-cyclical co-movement of capital gains with GDP growth brings about wealth stabilisation.2. A country by country analysis reveals pro-cyclicality of capital gains for the majority of countries. Market Risk Analysis is a series of four volumes: Volume I: Quantitative Methods in Finance Volume II: Practical Financial Econometrics Volume III: Pricing, Hedging and Trading Financial Instruments Volume IV: Value at Risk Models. Volume II: Practical Financial Econometrics. Description: Written by leading market risk academic, Professor Carol Alexander, Practical Financial Econometrics forms part two of the Market Risk Analysis four volume set. Market Risk Analysis is a series of four volumes: Volume I: Quantitative Methods in Finance. Consequently, given and capital gains on financial markets. Handbook of Statistics 11: Econometrics | 978-0-444-89577-6 | Elsevier Browse books > Handbook of Statistics 11: Econometrics . Volume III: Pricing, Hedging and Trading Financial Instruments.