Book Details


Financial Economics and Econometrics / Nikiforos T. Laopodis

Publication year: 2022

ISBN: 9781032070179

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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.

Subject: Econometrics, Finance, Financial Mathematics, Mathematical Economics, Corporate Finance, Credit & Credit Institutions, Investment & Securities, Mathematical Finance