Quantitative Financial Economics
Author:Keith Cuthbertson;
This new edition of the hugely successful Quantitative Financial Economics has been revised and updated to reflect the most recent theoretical and econometric/empirical advances in the financial markets. It provides an introduction to models of economic behaviour in financial markets, focusing on discrete time series analysis. Emphasis is placed on theory, testing and explaining 'real-world' issues.
The new edition includes:
- Updated charts and cases studies.
- New companion website allowing students to put theory into practice and to test their knowledge through questions and answers.
- Chapters on Monte Carlo simulation, bootstrapping and market microstructure.
European Integration
Author:Jacques Pelkmans;
European Integration: Methods and Economic Analysis combines economic analysis of integration with a detailed knowledge of the integration methods employed in the European Union. The analysis of economic integration includes questions such as how to design proper regulatory and policy frameworks for various intensities of economic integration and the assessment of the costs and benefits of alternative integration methods, proposed or applied within the EU. The practical application of such analysis is demonstrated throughout the book both in the policy-oriented chapters and in a series of specially written case studies integrated into the text.
The Economics of Exchange Rates
Author:Jeffrey A. Frankel;Lucio Sarno;Mark P. Taylor
In the last few decades exchange rate economics has seen a number of developments, with substantial contributions to both the theory and empirics of exchange rate determination. Important developments in econometrics and the increasingly large availability of high-quality data have also been responsible for stimulating the large amount of empirical work on exchange rates in this period. Nonetheless, while our understanding of exchange rates has significantly improved, a number of challenges and open questions remain in the exchange rate debate, enhanced by events including the launch of the Euro and the large number of recent currency crises.
This volume provides a selective coverage of the literature on exchange rates, focusing on developments from within the last fifteen years. Clear explanations of theories are offered, alongside an appraisal of the literature and suggestions for further research and analysis.
Author:Keith Cuthbertson;
This new edition of the hugely successful Quantitative Financial Economics has been revised and updated to reflect the most recent theoretical and econometric/empirical advances in the financial markets. It provides an introduction to models of economic behaviour in financial markets, focusing on discrete time series analysis. Emphasis is placed on theory, testing and explaining 'real-world' issues.
The new edition includes:
- Updated charts and cases studies.
- New companion website allowing students to put theory into practice and to test their knowledge through questions and answers.
- Chapters on Monte Carlo simulation, bootstrapping and market microstructure.
European Integration
Author:Jacques Pelkmans;
European Integration: Methods and Economic Analysis combines economic analysis of integration with a detailed knowledge of the integration methods employed in the European Union. The analysis of economic integration includes questions such as how to design proper regulatory and policy frameworks for various intensities of economic integration and the assessment of the costs and benefits of alternative integration methods, proposed or applied within the EU. The practical application of such analysis is demonstrated throughout the book both in the policy-oriented chapters and in a series of specially written case studies integrated into the text.
The Economics of Exchange Rates
Author:Jeffrey A. Frankel;Lucio Sarno;Mark P. Taylor
In the last few decades exchange rate economics has seen a number of developments, with substantial contributions to both the theory and empirics of exchange rate determination. Important developments in econometrics and the increasingly large availability of high-quality data have also been responsible for stimulating the large amount of empirical work on exchange rates in this period. Nonetheless, while our understanding of exchange rates has significantly improved, a number of challenges and open questions remain in the exchange rate debate, enhanced by events including the launch of the Euro and the large number of recent currency crises.
This volume provides a selective coverage of the literature on exchange rates, focusing on developments from within the last fifteen years. Clear explanations of theories are offered, alongside an appraisal of the literature and suggestions for further research and analysis.
posted by Think at 2:10 am
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