Monetary Policy Analysis in Emerging Markets: The Modelling of Conditional Volatility in Mexico and other Developing Countries - Couverture souple

Mendoza-Velazquez, Alfonso

 
9783639122763: Monetary Policy Analysis in Emerging Markets: The Modelling of Conditional Volatility in Mexico and other Developing Countries
Couverture souple
ISBN 10 : 3639122763 ISBN 13 : 9783639122763
Editeur : VDM Verlag, 2009

Synopsis

This book presents a collection of studies on the volatility of financial and economic assets in Emerging Markets (EM) under different monetary policy frameworks. The first part of the book examines some stylised features in EM such as the fear of floating, the lack of credibility and the effect of central bank intervention on exchange rates under different monetary regimes including Inflation Targeting (IT). The second part of the book discusses the relationship between interest rates, investments, inflation and output in both levels and conditional volatility. A final study investigates sub-sovereign debt markets and financial contagion using a new model capturing fractional integration in volatility. Special focus is devoted to Mexico and other developing countries in Latin America.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

This book presents a collection of studies on the volatility of financial and economic assets in Emerging Markets (EM) under different monetary policy frameworks. The first part of the book examines some stylised features in EM such as the fear of floating, the lack of credibility and the effect of central bank intervention on exchange rates under different monetary regimes including Inflation Targeting (IT). The second part of the book discusses the relationship between interest rates, investments, inflation and output in both levels and conditional volatility. A final study investigates sub-sovereign debt markets and financial contagion using a new model capturing fractional integration in volatility. Special focus is devoted to Mexico and other developing countries in Latin America.

Biographie de l'auteur

Dr. Mendoza has worked on emerging markets volatility and international finance, including monetary policy, financial crisis contagion and sovereign debt. His current research includes credit risk of local goverments. He has taught finance for different Universities including York and the University of Liverpool in the UK.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
VDM Verlag
Date d'édition
2009
Langue
anglais
ISBN 10 
3639122763
ISBN 13 
9783639122763
Reliure
Broché
Nombre de pages
228
Coordonnées du fabricant
non disponible
Personne responsable
non disponible