Investment Opportunities and the Impact of Interaction Between Global Integration, International Capital Flows and Price Movements in Emerging Stock Markets. Emerging stock markets now represent an integral component of international investment portfolios comprising billions of dollars. But stocks in these markets are perceived as excessively volatile and frequently inconsistent with economic fundamentals. This project investigates the linkage between emerging stock prices and both local and glo ....Investment Opportunities and the Impact of Interaction Between Global Integration, International Capital Flows and Price Movements in Emerging Stock Markets. Emerging stock markets now represent an integral component of international investment portfolios comprising billions of dollars. But stocks in these markets are perceived as excessively volatile and frequently inconsistent with economic fundamentals. This project investigates the linkage between emerging stock prices and both local and global economic influences; develops quantifiable time-varying measures of capital market integration based on fundamentals allowing ranking across markets; and explores how integration levels are affected by capital flows. The project will benefit the investment community and governments in understanding, and modelling, the impact of policy and trade flows on market integration and the consequent effect on stock markets.Read moreRead less
Investment Evaluation and Price Formation in Markets for Oil and Mineral Resources. The project will examine and quantify price movements and the associated risk of mineral and oil prices leading to the development of better risk management models. The findings will help Australian exporters and importers understand and manage price risks more effectively. The investment community also benefits from the quantification of these risks, in particular, managers of large pension and mutual funds. The ....Investment Evaluation and Price Formation in Markets for Oil and Mineral Resources. The project will examine and quantify price movements and the associated risk of mineral and oil prices leading to the development of better risk management models. The findings will help Australian exporters and importers understand and manage price risks more effectively. The investment community also benefits from the quantification of these risks, in particular, managers of large pension and mutual funds. The aim of the proposed models is better forecasting of global mineral and oil price movements leading to improved management of economic policy in this important sector. Read moreRead less