Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics

Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics

Bibliographic Details
Corporate Author: SpringerLink (Online service)
Other Authors: Adıgüzel Mercangöz, Burcu (Editor)
Summary:XVII, 457 p. 87 illus., 37 illus. in color.
text
Language:English
Published: Cham : Springer International Publishing : Imprint: Springer, 2021.
Edition:1st ed. 2021.
Subjects:
Econometrics.
Macroeconomics.
Economic history.
Quantitative Economics.
Macroeconomics and Monetary Economics.
Economy-wide Country Studies.
Online Access:https://doi.org/10.1007/978-3-030-54108-8
Format: Electronic Book
Table of Contents:
  • Introduction
  • Exploratory Classification of Time-Series
  • Predicting the tail behaviour of financial time series exchange/Johannesburg stock exchange closing banking indices - Extreme value theory approach
  • Financial Econometrics and Systemic Risk
  • Monetary Policy Shocks, Financial Heterogeneity and Corporate Dynamic Investment Activity: Financial Heterogeneity and Corporate Dynamic Investment Activity
  • Oil Price Scenarios: Its Economic and Fiscal Impacts on the Kuwait Economy
  • Exchange Rate Sensitivity of Firm Value: Evidence from Non-Financial Firms Listed on Borsa Istanbul
  • Limited Dependent Variables (Logit and Probit Models) and An Application on BIST-100: Logit and Probit Models
  • Vector Autoregressive Model: Model and Analysis.-Construction of the Monetary Conditions Index with TVP-VAR Model: Empirical Evidences for Turkish Economy
  • Monetary Policy Regimes, Fiscal Implications, and Policy Interactions among Developing Economies
  • The impacts of transportation sector and unemployment on economic growth: Evidence from asymmetric causality
  • ARCH Models and An Application on Exchange Rate Volatility: ARCH&GARCH MODELS
  • Using CoGARCH Filtered Volatility in Modelling within ARDL Framework
  • Performance of MS-GARCH Models: Bayesian MCMC based estimation
  • Volatility Spillovers Between Oil Prices and BIST (Borsa Istanbul) Dividend Indexes: Oil Prices and Dividend Indexes
  • Volatility Spillovers Between Oil Prices and BIST (Borsa Istanbul) Dividend Indexes: Oil Prices and Dividend Indexes
  • Panel Data Analysis
  • An Amalgamation of big data analytics with tweet feeds for Stock Market Trend Anticipating Systems- A Review: Big data analytics with tweet feeds for Stock Market Trend Anticipating Systems
  • Capital Structure Adjustment Speed: Evidence from Borsa Istanbul Sub-Sectors. .

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