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.

List of 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

About the author

Nikiforos T. Laopodis is a finance professor in the School of Business and Economics at the American College of Greece, Athens, Greece.

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.

Product details

• Authors: Nikiforos T. Laopodis, Nikiforos T. (The American College of Gr Laopodis, Nikiforos T. (The American College of Greece Laopodis
• Publisher: Taylor & Francis Ltd.
• Languages: English
• Product format: Hardback
• Released: 31.12.2021
• EAN: 9781032070186
• ISBN: 978-1-0-3207018-6
• No. of pages: 730
• Series: Routledge Advanced Texts in Economics and Finance
• Subjects: Social sciences, law, business > Business > Economics; Business & Economics / Investments & Securities / General, BUSINESS & ECONOMICS / Economics / General, BUSINESS & ECONOMICS / Finance / General, BUSINESS & ECONOMICS / Economics / Microeconomics, BUSINESS & ECONOMICS / Corporate Finance / General, BUSINESS & ECONOMICS / Econometrics, BUSINESS & ECONOMICS / Finance / Financial Engineering, Corporate Finance, Applied mathematics, Investment & securities, Econometrics, Finance and accounting, Econometrics and economic statistics, Credit & Credit Institutions