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Financial Economics and Econometrics (Paperback)
Loot Price: R2,195
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Financial Economics and Econometrics (Paperback)
Series: Routledge Advanced Texts in Economics and Finance
Expected to ship within 9 - 15 working days
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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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