Open AccessPosted Content
Introductory Econometrics for Finance
TLDR
The third edition has been updated with new data, extensive examples and additional introductory material on mathematics, making the book more accessible to students encountering econometrics for the first time as discussed by the authors.Abstract:
This bestselling and thoroughly classroom-tested textbook is a complete resource for finance students. A comprehensive and illustrated discussion of the most common empirical approaches in finance prepares students for using econometrics in practice, while detailed case studies help them understand how the techniques are used in relevant financial contexts. Worked examples from the latest version of the popular statistical software EViews guide students to implement their own models and interpret results. Learning outcomes, key concepts and end-of-chapter review questions (with full solutions online) highlight the main chapter takeaways and allow students to self-assess their understanding. Building on the successful data- and problem-driven approach of previous editions, this third edition has been updated with new data, extensive examples and additional introductory material on mathematics, making the book more accessible to students encountering econometrics for the first time. A companion website, with numerous student and instructor resources, completes the learning package.read more
Citations
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Journal ArticleDOI
The Impact of Exchange Rate Volatility on South African Exports
Olivia Nyahokwe,Ronney Ncwadi +1 more
TL;DR: In this article, the impact of exchange rate volatility on aggregate South African exports flows to the rest of the world for the period 2000 to 2009 was investigated and the results indicated that there exist no statistically significant relationship that there is an ambiguous relationship between South African export flows and exchange rates volatility.
Posted Content
Modeling Turkish tourism demand and the exchange rate: The bivariate GARCH approach
TL;DR: In this paper, the authors investigated the relationship between tourism demand in Turkey and the exchange rate and found that tourism destinations are more popular to people from countries from countries with more valuable currencies.
Dissertation
Public investment, private investment, governance and tourism growth in five South Asian Association for Regional Cooperation countries
TL;DR: In this paper, the effects of public and private investment in Travel and Tourism (T&T), and their interaction effect on tourism growth in five South Asian Association for Regional Cooperation (SAARC) countries were investigated.
Dissertation
The Financing of High-Tech SMEs: Investigating the Effects of Capital Structure on Performance
Journal ArticleDOI
The relationship between profitability and capital structure of the agricultural holdings in the Czech Republic
Jana Stekla,Marta Grycova +1 more
TL;DR: In this article, the authors analyzed how far the capital structure of an enterprise can affect the profi tability of agricultural holdings in the Czech Republic for a period of six years from 2008 to 2013.
References
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Journal ArticleDOI
A new look at the statistical model identification
TL;DR: In this article, a new estimate minimum information theoretical criterion estimate (MAICE) is introduced for the purpose of statistical identification, which is free from the ambiguities inherent in the application of conventional hypothesis testing procedure.
Estimating the dimension of a model
TL;DR: In this paper, the problem of selecting one of a number of models of different dimensions is treated by finding its Bayes solution, and evaluating the leading terms of its asymptotic expansion.
Journal ArticleDOI
The Pricing of Options and Corporate Liabilities
Fischer Black,Myron S. Scholes +1 more
TL;DR: In this paper, a theoretical valuation formula for options is derived, based on the assumption that options are correctly priced in the market and it should not be possible to make sure profits by creating portfolios of long and short positions in options and their underlying stocks.
Book
Econometric Analysis of Cross Section and Panel Data
TL;DR: This is the essential companion to Jeffrey Wooldridge's widely-used graduate text Econometric Analysis of Cross Section and Panel Data (MIT Press, 2001).
Journal ArticleDOI
A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
TL;DR: In this article, a parameter covariance matrix estimator which is consistent even when the disturbances of a linear regression model are heteroskedastic is presented, which does not depend on a formal model of the structure of the heteroSkewedness.