Emerging markets have received a particular attention of
academic researchers and practitioners since they decided to open
their domestic capital markets to foreign participants about three
decades ago. At the same time, we remark that theoretical and
empirical research in emerging stock markets has been particularly
challenged by their fast changes in nature and size under the
effects of financial liberalization and reforms. This evolving
feature has particularly led to a commensurate increase in
sophistication of modeling techniques used for understanding
financial markets.
In this spirit, the book aims at providing the audience a
comprehensive understanding of emerging stock markets in various
aspects using modern financial econometric methods. It addresses
the empirical techniques needed by economic agents to analyze the
dynamics of these markets and illustrates how they can be applied
to the actual data. On the other hand, it presents and discusses
new research findings and their implications.
General
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