An examination of the variation in equity market returns and volatility in the Asia Pacific region
In: Working papers in economics and econometrics 333
16 Ergebnisse
Sortierung:
In: Working papers in economics and econometrics 333
In: International journal of forecasting, Band 18, Heft 1, S. 45-65
ISSN: 0169-2070
SSRN
Working paper
In: Journal of International Financial Markets, Institutions and Money, Forthcoming
SSRN
In: The quarterly review of economics and finance, Band 47, Heft 5, S. 667-687
ISSN: 1062-9769
In: Agenda: a journal of policy analysis & reform, Band 10, Heft 1
ISSN: 1447-4735
In: The Manchester School, Band 64, Heft S1, S. 51-65
ISSN: 1467-9957
SSRN
Working paper
SSRN
Working paper
In: Australian Journal of Management, Band 37, Heft 1
SSRN
In: Review of Pacific Basin Financial Markets and Policies, Band 2, Heft 2, S. 205-229
ISSN: 1793-6705
This paper investigates share price linkages between Chinese corporations' foreign-designated B shares and the numerically dominant domestic A shares of the same companies. Chinese share return seasonalities are examined and the suggested satellite trading relationships are subsequently tested in order to provide an understanding of the linkages between A and B shares. The seasonality results along with arbitrage activity in the market for Chinese A and B shares suggest that a dominant-satellite relationship is likely to exist whereby the A share market is the dominant market for price formation and the B share market is the satellite. The paper identifies significant price linkages from the A to B share markets which are nevertheless weaker in an economic sense than might be expected.
In: Australian journal of public administration, Band 62, Heft 2, S. 87-100
ISSN: 1467-8500
Little is known about risk management in the public sector. This study reports on a survey of senior officers in Australian Commonwealth companies and statutory authorities concerning their practice and attitudes towards the use of derivative instruments for risk management. Using a variety of tests, the most important issue identified by respondents concerning the use of derivatives is for budgeting purposes. Of note, respondents rank commonly cited reasons advanced in the private sector, such as reduced bankruptcy costs and taxation, as being relatively unimportant, which is consistent with arguments advanced in the paper. The results also indicate that there are significant differences in the level of importance in some issues regarding derivatives use across public sector organisations, particularly those differentiated by a documented risk management plan. The study also documents for the first time the extent of derivatives use in the Australian public sector.
In: Australian journal of public administration: the journal of the Royal Institute of Public Administration Australia, Band 62, Heft 2, S. 87-100
ISSN: 0313-6647
In: AHURI Final Report No. 288, Australian Housing and Urban Research Institute Limited, Melbourne, DOI:10.18408/ahuri-7110101
SSRN
In: AHURI Final Report No. 290, Australian Housing and Urban Research Institute Limited, Melbourne, doi:10.18408/ahuri-821031; ISBN 978-1-925334-54-8 (2017)
SSRN