000 03578cam a22004458i 4500
001 22138621
003 OSt
005 20241018175823.0
008 210716s2022 enk b 001 0 eng
010 _a 2021031001
020 _a9781032070179 [paperback]
040 _aDLC
_beng
_erda
_cDLC
042 _apcc
082 0 0 _223
100 1 _aLaopodis, Nikiforos T.,
_d1961-
_eauthor.
245 1 0 _aFinancial economics and econometrics /
_cNikiforos T. Laopodis.
260 _aNew York, NY :
_bRoutledge,
_cc2022.
263 _a2112
300 _axxxv, 729 pages :
_billustrations (black and white) ;
_c22 cm.
336 _2rdacontent
_atext
337 _2rdamedia
_aunmediated
338 _2rdacarrier
_avolume
490 0 _aRoutledge advanced texts in economics and finance
504 _aIncludes bibliographical references and index.
505 _a1 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.
520 _a"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
521 _aAdult
541 _xBiore, Christopher
_yCollege of Business and Accountancy
_zBSBA-Financial Management
541 _xBiore, Christopher
_yCollege of Business and Accountancy
_zBusiness / Management
546 _aText in English
650 0 _aFinance.
650 0 _aFinance
_xEconometric models.
650 0 _aEconometrics.
906 _a7
_bcbc
_corignew
_d1
_eecip
_f20
_gy-gencatlg
942 _2ddc
_cBK
998 _cJanna [new]
_d11/06/2023
998 _cJanna [added]
_d11/06/2023
999 _c11936
_d11936