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Market Risk Analysis: Practical Financial Econometrics, Volume 2 Carol Alexander
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Part of their country-specific macroeconomic risks with foreign investors through cross-border ownership of financial markets. Consequently, given and capital gains on financial markets. Alexander's series covers common and practical econometric models. Volume II provides a detailed understanding of financial econometrics, with a unique focus on applications to asset pricing, fund management and market risk analysis. Market Risk Analysis, Practical Financial Econometrics 2nd edition, Carol Alexander. Handbook of Statistics 11: Econometrics | 978-0-444-89577-6 | Elsevier Browse books > Handbook of Statistics 11: Econometrics . A country by country analysis reveals pro-cyclicality of capital gains for the majority of countries. Volatility analysis of Stock markets is an important area of study. Financial analysts and investors are concerned about the fluctuating returns of their investments due to the market risk and variation in the market price speculation as well as the instable business performance (Alexander 1999). Quantitative models are used in financial econometrics to decipher the investor's attitude towards the risks and returns as well towards the volatility as well. Consistent with the title, the second volume in Ms. If domestic capital markets are partly owned by foreign investors, a pro-cyclical co-movement of capital gains with GDP growth brings about wealth stabilisation.2.