Globalization, Gating, and Risk Finance

Index

• 2007–2008 financial crisis

a

• acquisitions see mergers and acquisitions (M&As)
• AIIB see Asian Infrastructure Investment Bank
• anti‐dumping
  • China
• arbitrage, interest rates
• arbitrage pricing theory (APT), Capital Assets Pricing Model (CAPM)
• ARCH–GARCH volatility models
  • empirical evidence
  • introduction to
• ARMA see autoregressive moving average
• Arrow–Pratt framework
  • applications
  • consumer price index (CPI)
  • foreign bond pricing
  • foreign exchange (FX)
  • global investment pricing
  • purchasing power parity (PPP)
  • relative purchasing power parity
• Arrow–Pratt index of risk aversion
• Asia
  • see also China; Japan
  • Asian assets
  • Asian country betas
  • Asian financial crisis (1997–1998)
  • Asian large banks
  • Asia’s ‘Tigers’
  • banking sector
  • bond market development
  • debt
  • economic development
  • economic growth
  • exchange rate
  • financial sector development
  • financial systems’ characteristics
  • foreign direct investment (FDI)
  • foreign exchange (FX) reserves
  • foreign exchange (FX) risk
  • imports/exports
  • international trade
  • investment risks
  • market volatility
  • mergers and acquisitions (M&As)
  • nominal effective exchange rates (NEERs)
  • portfolio investment with Asian assets
  • real effective exchange rates (REERs)
  • risks, investment
  • state‐owned enterprises (SOEs)
  • stock market development
  • trade
• Asian financial crisis (1997–1998)
• Asian indexes, foreign exchange (FX)
• Asian Infrastructure Investment Bank (AIIB)
• assets approach
  • covered interest parity (CIP)
  • exchange rate or foreign exchange (FX) rate
  • interest rates
  • macroeconomic ...