Financial economics and econometrics. (2021)

• Record Type: Book
• Further Information: Note: Nikiforos T. Laopodis.
• Authors: Laopodis, Nikiforos, 1961-
• Contents: 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
• Edition: 1st
• Publisher Details: London : Routledge
• Publication Date: 2021
• Extent: 1 online resource, illustrations (colour)
• Subjects: 332; Finance; Finance -- Econometric models; Econometrics
• Languages: English
• ISBNs: 9781000506082; 9781000506051; 9781003205005
• Related ISBNs: 9781032070186; 9781032070179
• Notes: Note: Includes bibliographical references and index.; Note: Description based on CIP data; resource not viewed.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.