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  • © 2005

Risk Management in Emerging Markets

Palgrave Macmillan

Part of the book series: Centre for the Study of Emerging Markets Series (CSEM)

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  • ISBN: 978-0-230-59636-8
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Table of contents (8 chapters)

  1. Front Matter

    Pages i-xv
  2. Introduction

    • Sima Motamen-Samadian
    Pages 1-4
  3. Value at Risk: Does it Work in Emerging Markets?

    • Chuntao Yu, Bob Davidson, Mohamed Nurullah
    Pages 137-163
  4. Back Matter

    Pages 165-167

About this book

This book provides a thorough analysis of risk management in emerging markets. A collection of eight studies, each chapter examines the range of risks 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 Risk models to emerging markets.

Keywords

  • emerging markets
  • hedging
  • management
  • risk management
  • value-at-risk

About the authors

MAZIN A. M. AL JANABI Associate Professor of Finance and Banking, School of Business Administration, Al Akhawayn University, Morocco BOB DAVIDSON Principal Lecturer in Finance, Division of Risk, Caledonian Business School, UK MOHAMMED DERRABI Associate Professor, School of Business Administration, Al Akhawayn University, Morocco ORLA GOUGH Chair of Department of Finance and Business Law, Westminster Business School, University of Westminster, UK OCTAVE JOKUNG Associate Professor, Edhec Business School, France DEVENDRA G. KODWANI Lecturer, Finance , Open University Business School, UK MICHEL LESEURE Lecturer, Technology and Operations Management, Aston Business School, Aston University, UK ALI MALIK Visiting Lecturer, Westminster Business School, University of Westminster, UK MOHAMED NURULLAH Lecturer, Division of Risk, Caledonian Business School, UK TOMASZ P. WINSIEWSKI Senior Lecturer, Department of Finance, Auckland University of Technology, New Zealand CHUNTAO YU Consultant, PricewaterhouseCooper, China

Bibliographic Information

Buying options

eBook USD 99.00
Price excludes VAT (USA)
  • ISBN: 978-0-230-59636-8
  • Instant PDF download
  • Readable on all devices
  • Own it forever
  • Exclusive offer for individuals only
  • Tax calculation will be finalised during checkout
Hardcover Book USD 125.00
Price excludes VAT (USA)