International Financial Markets : Volume 1 (Paperback)

Introduction. Part 1: Commodities Finance and Market Performance. 1. Forecasting Price Distributions in the German Electricity Market. 2. Forecasting crude oil price dynamics based on investor attention: Evidence from the ARMAX and ARMAX-GARCH models. Part 2: International Economics and Finance. 3. Contagion Dynamics on Financial Networks. 4. Quantifying Informational Linkages in a Global Model of Currency Spot Markets. 5. Smooth break, non-linearity, and speculative bubbles: New evidence of the G7 stock markets. 6. The Continuum-GMM Estimation: Theory and Application. 7. Seasonal long memory in intra-day volatility and trading volume of Dow Jones stocks. Part 3: Meta-Analysis in Economics and Finance. 8. The Disinflation Effect of Central Bank Independence: A Comparative Meta-analysis between Transition Economies and the Rest of the World. 9. Is there really causality between inflation and inflation uncertainty?. 10. More R&D with tax incentives? A meta-analysis. 11. Political Cycles: What Does a Meta-Analysis Reveal about?. 12. Market Efficiency in Asian and Australasian Stock Markets: A Fresh Look at the Evidence. Index