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
More filters
Dissertation
Banking regulation and supervision in Nigeria : an analysis of the effects of banking reforms on bank performance and financial stability
TL;DR: In this paper, the effects of banking regulation and supervision on the performance and stability of Nigerian deposit money banks (DMBs) over the period of 2000-2013 are analyzed. But, even as the reforms led to increased efficiency scores and performance, the results show that capital injections whether in the form of capital requirement increase or bailouts do not guarantee sustained efficiency and stability.
Journal ArticleDOI
THE IMPACT OF THE GLOBAL FINANCIAL CRISIS ON ASIA-PACIFIC REAL ESTATE MARKETS: EVIDENCE FROM KOREA, JAPAN, AUSTRALIA AND U.S. REITs
TL;DR: In this paper, the impact of the U.S. real estate market collapse on the Asia-Pacific real estate markets, by examining the Korea, Japan, Australia, and United States REITs indexes, was analyzed.
Journal ArticleDOI
Sectoral exposure of financial markets to oil risk factors in BRICS countries
TL;DR: In this article, the authors examined the exposure of sectoral equity returns to changes in oil risk factors among BRICS markets and found that sectoral stocks' responses are not homogeneous.
Journal ArticleDOI
Analysis of indices of extreme temperature events at apizaco, tlaxcala, mexico: 1952-2003
TL;DR: A case study for the municipality of Apizaco, Tlaxcala, Mexico, using data sets of the daily maximum and minimum temperatures for the period from 1952 to 2003 was conducted in this article.
Journal ArticleDOI
The role of stock markets vs. the term spread in forecasting macrovariables in Finland
TL;DR: In this paper, the authors focus on the forecasting content of stock returns and volatility vs. the term spread for GDP, private consumption, industrial production and the inflation rate in Finland.
References
More filters
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.