Financial Economics and Econometrics

ISBN-13: 9781032070179 / Angielski / Miękka / 2021 / 730 str.

Nikiforos T. Laopodis

Opis

Financial Economics and Econometrics provides an overview of the core topics in theoretical and empirical finance, with an emphasis on applications and interpreting results.

Spis treści

Part I Characteristics of financial data and univariate models  1. Introduction to Financial Economics and Econometrics 2. How to Write a Research Paper 3. The Characteristics of Financial Series 4. Univariate Properties of Financial Time Series 5. Short- and Long-run Relationships among Time Series  Part II Asset returns  6. The Efficient Market Hypothesis and Tests 7. The Capital Asset Pricing Model and its Variants 8. Multifactor Models and the Arbitrage Pricing Theory  Part III Interest rates, yields and spreads  9. The Risks and the Term Structure of Interest Rates 10. Yields, Spreads and Exchange Rates  Part IV Volatility and correlation  11. Volatility Modeling and Forecasting 12. Correlation Modeling  Part V Topics in financial management  13. Capital Structure and Dividend Decisions 14. Mergers, acquisitions and corporate restructurings 15. Contemporary Topics in Financial Economics