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Pricing vulnerable basket spread options with liquidity risk
In this paper, we investigate the pricing of vulnerable basket options and basket spread options with stochastic liquidity risk. A liquidity-adjusted...
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Integrating market conditions into regulatory decisions on microfinance interest rates: does competition matter?
Microfinance rapidly developed and commercialized, exacerbating competition and the attention paid to profits. In response, many governments have...
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Liquidity Fissures in the Corporate Bond Markets
In this chapter, we conduct another case study. In particular, we will move from a retrospective of the VolmageddonVolmageddonVolpocalypse to a...
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The ABC’s of the ARP: understanding alternative risk premium
Alternative risk premium (ARP) has experienced significant growth as an investment category in recent years. While considerable educational efforts...
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Bonds
Bonds are the most well known representatives of fixed income investmentsfixed income investment. In this chapter we present the characteristics of...
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Three Ring Circus
The stock market surge continued in 1997, but optimism within the Private Bank faded amid an exodus of MBAs who had been recruited from leading...
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Global Climate Change and Local Fiscal Intervention
This chapter presents the constitutional status of overlap** fiscal functions assigned to government at different levels in India with a view to...
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The Bangladesh Pension System
This descriptive piece discusses the multidimensional aspects of the prevailing pension system in Bangladesh and provides a visionary roadmap for...
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The ABC’s of the alternative risk premium: academic roots
This paper is the second of a two-part series that provides essential context for any serious study of alternative risk premium (ARP) strategies....
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Swiss National Bank and Swiss Franc’s Role in Global Financial Markets
The Swiss National Bank (SNB) is Switzerland’s reliable, conservative, and independent central bank. Its mandate is to ensure price stability with...
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Exotic Options
A standard option has some well-defined properties:
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Money Market Funds Reform
Born out of the US Q regulation (which capped the interest one could earn on deposit accounts) in the 1970s in the US, the contemporary money market...
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The New Money: The Utility of Cryptocurrencies and the Need for a New Monetary Policy
Since its inception in 2008, cryptocurrencies are gaining adoption globally. Even though its utility may vary, the primary purpose of...
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China’s Financial Deepening and Its ‘Belt and Road’ Funding Dilemma in a Global Context
In this chapter, the contemporary development of the Chinese financial market is presented. Financial opening and liberalization of capital flows are...
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Predicting Country Equity Returns: Data, Methods, and Empirical Evidence
This chapter aims to provide a comprehensive review of the current literature on the cross-section of country equity returns. It focuses on three...
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The Effectiveness of the ‘Belt and Road’ Initiative in Tackling China’s Economic Slowdown and Its Financial Implications Within a Policy Trilemma Context
The research question is to what extent the Belt and Road initiative (BRI) plan will be effective in hel** China bounce back from its economic...
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The Context of Investing
This chapter presents an analysis of the exterior context in which investing, company building, finance, and economics are currently operating. It...
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Shadow Banking in Asia
The Asia region is a very interesting playfield from a shadow banking industry perspective. Not only is there the Chinese shadow banking market with...
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Financing the Sustainable Development Goals (SDGs): The Socio-Economic Role of Awqaf (Endowments) in Bangladesh
The deadline of achieving Millennium Development Goals (MDGs) has ended in 2015 and now the world is targeting to realize another set of...
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Sustainable Development and Eco-Capitalism
The transition to a low-carbon economyLow-carbon economy, transition to posits the challenge of how to transform finance-led capitalism into a more...