Econometric Analysis of Financial Markets
Title | Econometric Analysis of Financial Markets PDF eBook |
Author | Jürgen Kaehler |
Publisher | Springer Science & Business Media |
Pages | 232 |
Release | 2012-12-06 |
Genre | Business & Economics |
ISBN | 3642486665 |
This collection of papers represents the state of the art in the applicationof recent econometric methods to the analysis of financial markets. From a methodological point of view the main emphasis is on cointegration analysis and ARCH modelling. In cointegration analysis the links between long-runcomponents of time series are studied. The methods used can be applied to the determination of equilibrium relationships between the variables, whereas ARCH models are concerned with the measurement and analysis of changing variances in time series. These econometric models have been the most significant innovations for the empirical analysis of financial time series in recent years. Other econometric methods and models applied in the papers include factor analysis, vector autoregressions, and Markov-switching models. The papers cover a wide range of issues and theories in financial and international economics: the term structure ofinterest rates, exchange-rate determination, target-zone dynamics, stock-market efficiency, and option pricing.
Econometric Analysis of International Financial Markets
Title | Econometric Analysis of International Financial Markets PDF eBook |
Author | Thomas Dimpfl |
Publisher | |
Pages | 0 |
Release | 2010 |
Genre | |
ISBN |
International Financial Markets
Title | International Financial Markets PDF eBook |
Author | Julien Chevallier |
Publisher | Routledge |
Pages | 426 |
Release | 2019-06-28 |
Genre | Business & Economics |
ISBN | 1351669214 |
This book provides an up-to-date series of advanced chapters on applied financial econometric techniques pertaining the various fields of commodities finance, mathematics & stochastics, international macroeconomics and financial econometrics. International Financial Markets: Volume I provides a key repository on the current state of knowledge, the latest debates and recent literature on international financial markets. Against the background of the "financialization of commodities" since the 2008 sub-primes crisis, section one contains recent contributions on commodity and financial markets, pushing the frontiers of applied econometrics techniques. The second section is devoted to exchange rate and current account dynamics in an environment characterized by large global imbalances. Part three examines the latest research in the field of meta-analysis in economics and finance. This book will be useful to students and researchers in applied econometrics; academics and students seeking convenient access to an unfamiliar area. It will also be of great interest established researchers seeking a single repository on the current state of knowledge, current debates and relevant literature.
Econometric Analyses of International Housing Markets
Title | Econometric Analyses of International Housing Markets PDF eBook |
Author | Rita Yi Man Li |
Publisher | Routledge |
Pages | 199 |
Release | 2016-03-31 |
Genre | Business & Economics |
ISBN | 1317587928 |
This book explores how econometric modelling can be used to provide valuable insight into international housing markets. Initially describing the role of econometrics modelling in real estate market research and how it has developed in recent years, the book goes on to compare and contrast the impact of various macroeconomic factors on developed and developing housing markets. Explaining the similarities and differences in the impact of financial crises on housing markets around the world, the author's econometric analysis of housing markets across the world provides a broad and nuanced perspective on the impact of both international financial markets and local macro economy on housing markets. With discussion of countries such as China, Germany, UK, US and South Africa, the lessons learned will be of interest to scholars of Real Estate economics around the world.
Econometric Analyses of International Housing Markets
Title | Econometric Analyses of International Housing Markets PDF eBook |
Author | Rita Yi Man Li |
Publisher | |
Pages | 189 |
Release | 2016 |
Genre | Housing |
ISBN | 9781315743035 |
Financial Econometrics
Title | Financial Econometrics PDF eBook |
Author | Peijie Wang |
Publisher | Routledge |
Pages | 337 |
Release | 2008-09-19 |
Genre | Business & Economics |
ISBN | 1134091451 |
This book provides an essential toolkit for all students wishing to know more about the modelling and analysis of financial data. Applications of econometric techniques are becoming increasingly common in the world of finance and this second edition of an established text covers the following key themes:- unit roots, cointegration and other develop
Global Capital Markets
Title | Global Capital Markets PDF eBook |
Author | Maurice Obstfeld |
Publisher | Cambridge University Press |
Pages | 382 |
Release | 2004-02-19 |
Genre | Business & Economics |
ISBN | 9780521633178 |
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