Titlebook: Risk Management in Emerging Markets; Sima Motamen-Samadian Book 2005 Palgrave Macmillan, a division of Macmillan Publishers Limited 2005 e

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Introduction,be more suitable to markets and institutions in developed economies, and the growth of emerging markets in recent years has raised the need for a reexamination of the existing models and development of a new set of models that take into account the specific features of emerging economies. In this re

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Risky Production and Hedging in Emerging Markets,kground risks is preeminent. This chapter addresses the question of whether an increase in initial wealth leads an individual to hedge in the forward market in the presence of a background risk.We also analyse how far the behaviour of the decision-maker is affected by the presence and the modificati

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An Analytical Study of Option Greeks on Derivative Markets in India, futures on 12 June 2000. The futures contracts on the NSE are based on S& P (Standard and Poor’s) CNX Nifty (National index of fifty shares); and options and futures on stocks were introduced in July and November 2001 respectively. Before derivatives were introduced in Indian financial markets, the

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Global Asset Allocation: Risk and Return Trade-off on Emerging Stockmarkets,ermines the cost, the risk, the return and thus the added value created by investments. These are particularly important when considering emerging economies because of problems and barriers to capital accumulation and its allocation to the most promising activities. In developing countries, bank deb

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,Insiders’ Market Timing and Real Activity: Evidence From an Emerging Market,rivate information and exploit it profitably in security trading.. It is widely believed that the apparent informational asymmetry arises from the foreknowledge of public disclosures. Consequently, a number of studies have investigated the intensity of insider trading prior to corporate events, such

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Trading Risk Management: Practical Applications to Emerging Markets,ations and efficient risk-management policies/procedures to cope with increased risks. Nonetheless, many disastrous financial crises have hit several financial and non-financial corporations in emerging economies; even so, the developments and innovations in cash-markets instruments and derivative p

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Value at Risk: Does it Work in Emerging Markets?,Is) entail the assumption, management and pricing of risk (Cornett and Saunders, 1999). Risk facing financial intermediations, in this broader sense, encompasses credit risk, market risk, liquidity risk, gearing risk, solvency risk, operational risk and sovereign risk (Bessis, 2001; Santemero and Ba

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Book 2005 that investors face in an emerging market, and the methods that should be used to manage these risks. It includes the latest empirical studies on the role of insider trading and the extent of information efficiency of these markets, and a comprehensive assessment of the suitability of the Value at

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Risky Production and Hedging in Emerging Markets,ble commodities. This is the case when investing in emerging markets, where investors face two sources of risk: economic risk and background risk. Investors in emerging markets face non-tradable risks which add background to their investment, and when this background risk increases the investors’ willingness to hold risky assets must decrease.