
- 730 pages
- English
- ePUB (mobile friendly)
- Available on iOS & Android
Financial Economics and Econometrics
About this book
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.
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Information
Table of contents
- Cover
- Half Title Page
- Series Page
- Title Page
- Copyright Page
- Dedication Page
- Contents
- List of figures
- List of tables
- List of boxes
- Preface
- Acknowledgments
- Part I Characteristics of financial data and univariate models
- Part II Asset returns
- Part III Interest rates, yields and spreads
- Part IV Volatility and correlation
- Part V Topics in financial management
- Index