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Essays On Financial Econometrics
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Book Synopsis Essays in Financial Economics by : Rita Biswas
Download or read book Essays in Financial Economics written by Rita Biswas and published by Emerald Group Publishing. This book was released on 2019-10-24 with total page 168 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume, dedicated to John W. Kensinger, explores a variety of topics in financial economics, including firm growth, investment risks, and the profitability of the banking industry. With its global perspective, Essays in Financial Economics is a valuable addition to the bookshelf of any researcher in finance.
Book Synopsis Essays in Financial Econometrics by : Enrique E. Carabajal
Download or read book Essays in Financial Econometrics written by Enrique E. Carabajal and published by . This book was released on 2010 with total page 154 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Three Essays in Financial Econometrics by : Sassan Alizadeh
Download or read book Three Essays in Financial Econometrics written by Sassan Alizadeh and published by . This book was released on 1999 with total page 203 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Essays in Financial Econometrics by : George Andreas Lentzas
Download or read book Essays in Financial Econometrics written by George Andreas Lentzas and published by . This book was released on 2009 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Why the World Economy Needs a Financial Crash and Other Critical Essays on Finance and Financial Economics by : Jan Toporowski
Download or read book Why the World Economy Needs a Financial Crash and Other Critical Essays on Finance and Financial Economics written by Jan Toporowski and published by Anthem Press. This book was released on 2010-12 with total page 159 pages. Available in PDF, EPUB and Kindle. Book excerpt: The essays in this volume explain the key structural features of financial inflation that give rise to financial crisis. These features include excessive reliance on finance to maintain economic activity through rising asset prices. Reliance on asset inflation induces a preoccupation with property values and a new social divide between the asset-rich and the asset-poor that undermines the culture of the welfare state. When debt can no longer be supported by cash flow from asset markets, excess debt plunges economies into economic depression.
Book Synopsis Essays in Financial Econometrics by : Dajing Shang
Download or read book Essays in Financial Econometrics written by Dajing Shang and published by . This book was released on 2009 with total page 180 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Three Essays in Financial Econometrics by : Paskalis Teodoros Glabadanidis
Download or read book Three Essays in Financial Econometrics written by Paskalis Teodoros Glabadanidis and published by . This book was released on 2003 with total page 360 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Essays on Financial Econometrics by : Yuan Xue
Download or read book Essays on Financial Econometrics written by Yuan Xue and published by . This book was released on 2018 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Two Essays in Financial Econometrics by : Yang Yu
Download or read book Two Essays in Financial Econometrics written by Yang Yu and published by . This book was released on 2013 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Essays in Financial Econometrics by : Tales Padilha
Download or read book Essays in Financial Econometrics written by Tales Padilha and published by . This book was released on 2022 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This note is part of Quality testing.
Book Synopsis Essays in Financial Econometrics by : Anjeza Kadilli
Download or read book Essays in Financial Econometrics written by Anjeza Kadilli and published by . This book was released on 2016 with total page 150 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Essays in Financial Economics and Econometrics by : Lei Ji
Download or read book Essays in Financial Economics and Econometrics written by Lei Ji and published by . This book was released on 2005 with total page 158 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Essays in Financial Economics and Econometrics by : Canlin Li
Download or read book Essays in Financial Economics and Econometrics written by Canlin Li and published by . This book was released on 2002 with total page 143 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Theory and Reality in Financial Economics by : George M. Frankfurter
Download or read book Theory and Reality in Financial Economics written by George M. Frankfurter and published by World Scientific. This book was released on 2007 with total page 238 pages. Available in PDF, EPUB and Kindle. Book excerpt: The current literature on financial economics is dominated by neoclassical dogma and, supposedly, the notion of value-neutrality. However, the failure of neoclassical economics to deal with real financial phenomena suggests that this might be too simplistic of an approach. This book consists of a collection of essays dealing with financial markets'' imperfections, and the inability of neoclassical economics to deal with such imperfections. Its central argument is that financial economics, as based on the tenets of neoclassical economics, cannot answer or solve the real-life problems that people face. It also shows the direct relationship between economics and politics OCo something that is usually denied in academic models, given that science is supposed to be value-neutral. In this thought-provoking and avant-garde book, the author not only exposes what has gone wrong, but also suggests reforms to both the academic and the political-economic systems that might help make markets fair rather than efficient. Drawing on interdisciplinary fields, this book will appeal to readers who are interested in finance, economics, business, the political economy and philosophy. Sample Chapter(s). Foreword (37 KB). Chapter 1: Method and Methodology (146 KB). Contents: Method and Methodology; What is All Efficiency?; Still Autistic Finance; The Young Finance Faculty''s Guide to Publishing; Prolific Authors in Finance; For-Profit Education: An Idea That Should be Put to Rest?; Weep Not for Microsoft: Monopoly''s Fatal Exception; The Socio-Economics of Scandals; Desperately Seeking Toto; And Now for Something Entirely Different; After the Ball; Capitalism or Industrial Fiefdom; The Theory of Fair Markets (TFM): Toward a New Finance Paradigm. Readership: Graduate students of finance; students of economics, economic methodology and philosophy of science."
Book Synopsis Transmission of liquidity shocks by : Nathaniel Frank
Download or read book Transmission of liquidity shocks written by Nathaniel Frank and published by . This book was released on 2009 with total page 330 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Essays on Financial Econometrics and Forecasting by : Iason Kynigakis
Download or read book Essays on Financial Econometrics and Forecasting written by Iason Kynigakis and published by . This book was released on 2019 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Essays on Financial Econometrics by : Lili Cai
Download or read book Essays on Financial Econometrics written by Lili Cai and published by . This book was released on 2010 with total page 142 pages. Available in PDF, EPUB and Kindle. Book excerpt: This dissertation comprises of three essays in financial econometrics. The first essay discusses the efficacy of alternative simulation models of the short term interest rate. This is done by constructing consistent specification tests that allow us to carry out a "horse-race" comparing various one, two, and three factor models (possiblely with jumps), across multiple historical sample periods. We find that the choice of model for simulating the future distribution of short rates is highly sample dependent, and structural breaks appear to be an important component to be considered. The second essay presents a model that focuses on exploring the profitability of portfolio-based trading strategies that variously combine downside risk, momentum, and mean reversion by carrying out a series of pseudo real-time trading experiments using different combination trading strategies. We find, contrary to the existing literature, that momentum effects are sensitive to value and size factors. In particular, downside risk plays an important role when portfolios are sorted based on size and value. The third essay re-examines the empirical linkage between macroeconomic variables and financial markets. Our evaluation focuses on the use of a large variety of state-of-the-art ex-ante predictive accuracy tests as well as more standard in-sample regression diagnostics. We observe substantive shifts in the dynamics of macroeconomic factor models, which have noteworthy effects on the predictive content of the factors when used to predict returns.
