Financial Economics and Econometrics

Taylor & Francis

Financial Economics and EconometricsAuthor(s): Nikiforos T. Laopodis\nFormat: Hardback\nPublisher: Taylor & Francis Ltd, United Kingdom\nImprint: Routledge\nISBN-13: 9781032070186, 978-1032070186\nSynopsis\nFinancial Economics and Econometrics provides an overview of the core topics in theoretical and empirical finance, with an emphasis on applications and interpreting results. \n\nStructured 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 suppo.