Financial economics and econometrics
Financial Economics and Econometrics provides an overview of the core topics in theoretical and empirical finance, with an emphasis on applications and interpreting results. Structured in five parts, the book covers financial data and univariate models; asset returns; interest rates, yields and spreads; volatility and correlation; and corporate finance and policy. Each chapter begins with a theory in financial economics, followed by econometric methodologies which have been used to explore the …
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- Full title :Financial economics and econometrics / Nikiforos T. Laopodis.
Summary
Financial Economics and Econometrics provides an overview of the core topics in theoretical and empirical finance, with an emphasis on applications and interpreting results. Structured in five parts, the book covers financial data and univariate models; asset returns; interest rates, yields and spreads; volatility and correlation; and corporate finance and policy. Each chapter begins with a theory in financial economics, followed by econometric methodologies which have been used to explore the theory. Next, the chapter presents empirical evidence and discusses seminal papers on the topic. Boxes offer insights on how an idea can be applied to other disciplines such as management, marketing and medicine, showing the relevance of the material beyond finance. Readers are supported with plenty of worked examples and intuitive explanations throughout the book, while key takeaways, test your knowledge' and test your intuition' features at the end of each chapter also aid student learning. Digital supplements including PowerPoint slides, computer codes supplements, an Instructor's Manual and Solutions Manual are available for instructors. This textbook is suitable for upper-level undergraduate and graduate courses on financial economics, financial econometrics, empirical finance and related quantitative areas.
Read More ↓Edition Statements
- Publication Date:©2022
Publication Statements
- Publisher(s):Routledge
- Place of Publication:Abingdon, Oxon
- Language:eng
- Publication Date:©2022
The Physical Object
- Description:1 online resource
Edition Identifiers
- ISBN:9781000506082, 1000506088, 9781003205005, 1003205003, 9781000506051, 1000506053
- DOI:10.4324/9781003205005
- oclc:on1284876351
- LC Classification:HG101
- Dewey Decimal:332
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