TY  - BOOK
AU  - Laopodis,Nikiforos T.
TI  - Financial economics and econometrics
T2  - Routledge advanced texts in economics and finance
SN  - 9781032070179 [paperback]
PY  - 2022///
CY  - New York, NY
PB  - Routledge, 
KW  - Finance
KW  - Econometric models
KW  - Econometrics
N1  - Includes bibliographical references and index; 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 -- 6 The efficient market hypothesis and tests -- 7 The capital asset pricing model and its variants -- 8 Some financial comments on multifactor models -- 9 The risks and the term structure of interest rates -- 10 Yields, spreads and exchange rates -- 11 Volatility modeling and forecasting -- 12 Correlation modeling -- 13 Capital structure and dividend decisions -- 14 Mergers, acquisitions and corporate restructurings -- 15 Contemporary topics in financial economics.; Adult
N2  - "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"--Provided by the publisher
ER  -