List Of Contributors ix PART I A PERSPECTIVE ON THE FINANCIAL CRISIS AND GLOBAL RISK MANAGEMENT Introduction To Risk Management Post Financial Crisis: A Period Of Monetary Easing 3 (12) Jonathan A. Batten Niklas F. Wagner Complexity Analysis And Risk Management In Finance 15 (26) Charilaos Mertzanis The Effects Of Macroeconomic News Announcements During The Global Financial Crisis 41 (18) Pilar Abad Helena Chulia PART II RISK AND INTEGRATION IN A POST-CRISIS SETTING The Pro-Cyclical Impact Of Basel III Regulatory Capital On Bank Capital Risk 59 (24) Guoxiang Song Nonparametric Expectile Regression For Conditional Autoregressive Expected Shortfall Estimation 83 (14) Marcelo Brutti Righi Yi Yang Paulo Sergio Ceretta The Impact Of External Shocks On Stock Prices In The East Asian Domestic Banking Sector 97 (56) Masahiro Inoguchi Measuring Financial Integration: Evidence From Ten Industries In A "US-Emerging World" 153 (28) Michael Donadelli PART III MONETARY POLICY AND CREDIT IN A POST-CRISIS SETTING Will Quantitative Easing Enhance Or Drain The Availability Of Funds To Financial Markets? 181 (12) Yasushi Suzuki Money Demand Causality For Ten Asian Countries: Evidence From Linear And Nonlinear Causality Tests 193 (18) Ahdi Noomen Ajmi Nicholas Apergis Product Market Competition And Inflation Persistence 211 (10) Amr Sadek Hosny Unlocking Credit 221 (34) Ike Mathur Isaac Marcelin PART IV COUNTRY STUDIES ON MONETARY POLICY, CREDIT, AND FINANCIAL INTERMEDIARIES Monetary Policy And Bank Liquidity In China 255 (22) Nan Shi Xin Sun Fan Zhang Monetary Policy And Bank Credit Risk In Vietnam Pre And Post Global Financial Crisis 277 (14) Xuan Vinh Vo Phuc Canh Nguyen Analysis Of Factors Influencing And Controlling Excess Cash And Short-Term Bank Loans In Taiwan 291 (26) Ma-Ju Wang Yi-Ting Chang Bank Competition, Managerial Efficiency And The Interest Rate Pass-Through In India 317 (24) Jugnu Ansari Ashima Goyal Financial Architecture And Monetary Policy Transmission Mechanism In Kenya 341 (26) Roseline Nyakerario Misati Alfred Shem Ouma Kethi Ngoka-Kisinguh PART V COUNTRY STUDIES ON MARKETS AND RISK The Dim Sum Bond Market In Hong Kong 367 (22) Ike Mathur Soumen De Sentiment And Beta Herding In The Borsa Istanbul (BIST) 389 (12) Nazmi Demir Syed F. Mahmud M. Nihat Solakoglu Testing For Rational Speculative Bubbles In The Brazilian Residential Real-Estate Market 401 (16) Marcelo M. de Oliveira Alexandre C. L. Almeida Challenges In The Application Of Extreme Value Theory In Emerging Markets: A Case Study Of Pakistan 417 (22) Jamshed Y. Uppal Syeda Rabab Mudakkar Index 439