Quantitative financial economics : stocks, bonds, and foreign exchange /

Quantitative financial economics : stocks, bonds, and foreign exchange /

Returns and valuation. Efficiency, predictability and volatility. The bond market. The foreign exchange market. Tests of the EMH using the VAR methodology. Time varying risk premia. Econometric issues in testing asset pricing models.

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Bibliografske podrobnosti
Glavni avtor: Cuthbertson, Keith.
Format: Knjiga
Jezik:English
Izdano: Chichester, England ; New York : John Wiley and Sons, 1996.
Teme:
Economics.
Foreign exchange.
Stocks.
Investments.
Bonds.
Investments > Mathematical models.
Capital assets pricing model.
Stocks > Mathematical models.
Bonds > Mathematical models.
Foreign exchange > Mathematical models.
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Thư viện lưu trữ: Mạng thư viện Đại học Đà Nẵng
Opis
Izvleček:Returns and valuation. Efficiency, predictability and volatility. The bond market. The foreign exchange market. Tests of the EMH using the VAR methodology. Time varying risk premia. Econometric issues in testing asset pricing models.
Fizični opis:xix, 470 p. : ill. ; 24cm.
ISBN:0471953601

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