An Empirical Investigation of Stock Markets
An Empirical Investigation of Stock Markets

Author: Shigeyuki Hamori

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 140

ISBN-13: 1441992081

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An Empirical Investigation of Stock Markets: The CCF Approach attempts to make an empirical contribution to the literature on the movements of stock prices in major economies, i.e. Germany, Japan, the UK and the USA. Specifically, the cross-correlation function (CCF) approach is used to analyze the stock market. This volume provides some empirical evidence regarding the economic linkages among a group of different countries. Chapter 2 and Chapter 3 analyze the international linkage of stock prices among Germany, Japan, the UK and the USA. Chapter 2 applies the standard approach, whereas Chapter 3 uses the CCF approach. Chapter 4 analyzes the relationship between stock prices and exchange rates. Chapter 5 analyzes the relationship among stock prices, exchange rates, and real economic activities. Chapter 6 summarizes the main results obtained in each chapter and comments on the possible directions of future research.

Financial Economics and Econometrics
Financial Economics and Econometrics

Author: Nikiforos T. Laopodis

Publisher: Routledge

Published: 2021-12-14

Total Pages: 787

ISBN-13: 1000506088

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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.

Development Economics Research Trends
Development Economics Research Trends

Author: Gustavo T. Rocha

Publisher: Nova Publishers

Published: 2008

Total Pages: 286

ISBN-13: 9781604561722

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Development economics is a branch of economics which largely deals with the economic aspects of the development process in developing countries with a focus on methods of promoting economic growth while also dealing "with the economic, social, political and institutional mechanisms, both public and private, necessary to bring about rapid...and large-scale improvements in levels of living for the peoples" living in developing countries. This new book presents the latest research in this growing field.

Economics of Emerging Markets
Economics of Emerging Markets

Author: Lado Beridze

Publisher: Nova Publishers

Published: 2008

Total Pages: 378

ISBN-13: 9781600218507

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This book presents recent significant research dealing the economics of emerging markets. The term emerging markets is commonly used to describe business and market activity in industrialising or emerging regions of the world. The term is sometimes loosely used as a replacement for emerging economies, but really signifies a business phenomenon that is not fully described by or constrained to geography or economic strength; such countries are considered to be in a transitional phase between developing and developed status. Examples of emerging markets include China, India, Mexico, Brazil, much of Southeast Asia, countries in Eastern Europe, parts of Africa and Latin America. An emerging market is sometimes defined as "a country where politics matters at least as much as economics to the markets."