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Excessive accumulation of foreign exchange reserves has emerged as an incredible monetary tool particularly after the East Asian crisis of 1997 which somehow seems able not only to stimulate economy but also to stabilize most vulnerable variables like exchange rate, debts and deficits. However...
Persistent link: https://www.econbiz.de/10011938272
The mutual funds' returns, inter alia, are dependent on fund managers' performance. This makes human capital efficiency very central for consistent risk-adjusted performance. The persistence in performance becomes more critical during periods of high turbulence, like the one we are experiencing...
Persistent link: https://www.econbiz.de/10013205800
This study tries to calculate value at risk at Asian emerging stock markets of daily, weekly and monthly stock returns by calculating its log returns. This study also ranks equity markets on the basis on Sharpe ratio and risk adjusted returns. This process helps investors to gauge these stock...
Persistent link: https://www.econbiz.de/10012115211