Panel Methods For Finance

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Panel Methods for Finance

Marno Verbeek
Panel Methods for Finance Book PDF

Author : Marno Verbeek
Publisher : Walter de Gruyter GmbH & Co KG
Page : 284 pages
File Size : 51,8 Mb
Release : 2021-10-25
Category : Business & Economics
ISBN : 9783110660814

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Panel Methods for Finance by Marno Verbeek Pdf

Financial data are typically characterised by a time-series and cross-sectional dimension. Accordingly, econometric modelling in finance requires appropriate attention to these two – or occasionally more than two – dimensions of the data. Panel data techniques are developed to do exactly this. This book provides an overview of commonly applied panel methods for financial applications, including popular techniques such as Fama-MacBeth estimation, one-way, two-way and interactive fixed effects, clustered standard errors, instrumental variables, and difference-in-differences. Panel Methods for Finance: A Guide to Panel Data Econometrics for Financial Applications by Marno Verbeek offers the reader: Focus on panel methods where the time dimension is relatively small A clear and intuitive exposition, with a focus on implementation and practical relevance Concise presentation, with many references to financial applications and other sources Focus on techniques that are relevant for and popular in empirical work in finance and accounting Critical discussion of key assumptions, robustness, and other issues related to practical implementation

Panel Methods for Finance

Marno Verbeek
Panel Methods for Finance Book PDF

Author : Marno Verbeek
Publisher : Walter de Gruyter GmbH & Co KG
Page : 296 pages
File Size : 42,6 Mb
Release : 2021-10-25
Category : Business & Economics
ISBN : 9783110660739

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Panel Methods for Finance by Marno Verbeek Pdf

Financial data are typically characterised by a time-series and cross-sectional dimension. Accordingly, econometric modelling in finance requires appropriate attention to these two – or occasionally more than two – dimensions of the data. Panel data techniques are developed to do exactly this. This book provides an overview of commonly applied panel methods for financial applications, including popular techniques such as Fama-MacBeth estimation, one-way, two-way and interactive fixed effects, clustered standard errors, instrumental variables, and difference-in-differences. Panel Methods for Finance: A Guide to Panel Data Econometrics for Financial Applications by Marno Verbeek offers the reader: Focus on panel methods where the time dimension is relatively small A clear and intuitive exposition, with a focus on implementation and practical relevance Concise presentation, with many references to financial applications and other sources Focus on techniques that are relevant for and popular in empirical work in finance and accounting Critical discussion of key assumptions, robustness, and other issues related to practical implementation

Financial Econometrics, Mathematics and Statistics

Cheng-Few Lee,Hong-Yi Chen,John Lee
Financial Econometrics Mathematics and Statistics Book PDF

Author : Cheng-Few Lee,Hong-Yi Chen,John Lee
Publisher : Springer
Page : 655 pages
File Size : 43,5 Mb
Release : 2019-06-03
Category : Business & Economics
ISBN : 9781493994298

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Financial Econometrics, Mathematics and Statistics by Cheng-Few Lee,Hong-Yi Chen,John Lee Pdf

This rigorous textbook introduces graduate students to the principles of econometrics and statistics with a focus on methods and applications in financial research. Financial Econometrics, Mathematics, and Statistics introduces tools and methods important for both finance and accounting that assist with asset pricing, corporate finance, options and futures, and conducting financial accounting research. Divided into four parts, the text begins with topics related to regression and financial econometrics. Subsequent sections describe time-series analyses; the role of binomial, multi-nomial, and log normal distributions in option pricing models; and the application of statistics analyses to risk management. The real-world applications and problems offer students a unique insight into such topics as heteroskedasticity, regression, simultaneous equation models, panel data analysis, time series analysis, and generalized method of moments. Written by leading academics in the quantitative finance field, allows readers to implement the principles behind financial econometrics and statistics through real-world applications and problem sets. This textbook will appeal to a less-served market of upper-undergraduate and graduate students in finance, economics, and statistics. ​

Applied Financial Econometrics

Moinak Maiti
Applied Financial Econometrics Book PDF

Author : Moinak Maiti
Publisher : Springer Nature
Page : 287 pages
File Size : 50,6 Mb
Release : 2021-08-31
Category : Business & Economics
ISBN : 9789811640636

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Applied Financial Econometrics by Moinak Maiti Pdf

This textbook gives students an approachable, down to earth resource for the study of financial econometrics. While the subject can be intimidating, primarily due to the mathematics and modelling involved, it is rewarding for students of finance and can be taught and learned in a straightforward way. This book, going from basics to high level concepts, offers knowledge of econometrics that is intended to be used with confidence in the real world. This book will be beneficial for both students and tutors who are associated with econometrics subjects at any level.

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

Burcu Adıgüzel Mercangöz
Handbook of Research on Emerging Theories Models and Applications of Financial Econometrics Book PDF

Author : Burcu Adıgüzel Mercangöz
Publisher : Springer Nature
Page : 465 pages
File Size : 50,9 Mb
Release : 2021-02-17
Category : Business & Economics
ISBN : 9783030541088

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Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics by Burcu Adıgüzel Mercangöz Pdf

This handbook presents emerging research exploring the theoretical and practical aspects of econometric techniques for the financial sector and their applications in economics. By doing so, it offers invaluable tools for predicting and weighing the risks of multiple investments by incorporating data analysis. Throughout the book the authors address a broad range of topics such as predictive analysis, monetary policy, economic growth, systemic risk and investment behavior. This book is a must-read for researchers, scholars and practitioners in the field of economics who are interested in a better understanding of current research on the application of econometric methods to financial sector data.

Teaching and Research Methods for Islamic Economics and Finance

Mohd Ma'Sum Billah
Teaching and Research Methods for Islamic Economics and Finance Book PDF

Author : Mohd Ma'Sum Billah
Publisher : Routledge
Page : 414 pages
File Size : 44,7 Mb
Release : 2022-03-10
Category : Business & Economics
ISBN : 9781000540185

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Teaching and Research Methods for Islamic Economics and Finance by Mohd Ma'Sum Billah Pdf

Methods and techniques adopted in teaching, training, learning, research, professional development, or capacity building are generally standardized across most traditional disciplines, particularly within developing countries. This is not the case, however, when it comes to the Islamic disciplines, and, in particular, in relation to the study of Islamic economics and finance, which is influenced by conventional standards and techniques. This is primarily due to the lack of availability of the requisite standards and mechanisms designed within the spirit of Maqsid al-Shari’ah. This book offers a unique resource and a comprehensive overview of the contemporary methods and smart techniques available for teaching, learning, and researching Islamic eco-finance, and it presents solutions to the challenges in implementing them. Further, the book gives deep insight into the most appropriate methodologies that could be employed empirically to explore, model, analyze, and evaluate Islamic finance theories and models, respectively. It also gives recommendations for improving learning, teaching, and research outcomes in Islamic eco-finance. The book also addresses how, in this advanced technological era, smart tools like artificial intelligence, machine learning, big data, Zoom, and the internet of things can be adapted to help equip students, researchers, and scholars with smart skills. The book will enable those studying Islamic economics and finance to grasp the appropriate tools for research and learning. Additionally, the Islamic economics and finance sector is growing at a significant rate and therefore requires the upskilling and capacity building of its human resources; thus, the book will also be highly beneficial for practitioners involved in the industry.

Research on Investment Scale and Allocation Structure of Chinese Higher Education Finance

Yongmei Hu,Yipeng Tang
Research on Investment Scale and Allocation Structure of Chinese Higher Education Finance Book PDF

Author : Yongmei Hu,Yipeng Tang
Publisher : Routledge
Page : 244 pages
File Size : 47,5 Mb
Release : 2021-12-31
Category : Education
ISBN : 9781000533620

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Research on Investment Scale and Allocation Structure of Chinese Higher Education Finance by Yongmei Hu,Yipeng Tang Pdf

Based on a systematic literature review, the book aims to forecast the investment scale of Chinese higher education and the allocation structure of different types of higher education institutions in the next decade. The authors first introduce the complex setting of Chinese higher education finance, including the background and theoretical foundation, as well as an in-depth literature review. Via international comparative data, they explore the adequacy and equity of the financial resources. By applying quantitative methods, such as panel data analysis and time series analysis, they forecast the public investment scale in higher education and the allocation structure and proportion among different types of higher education institutions. In addition, the book investigates the standards of teaching funding and teacher research funding, which are considered the main funding resources of Chinese universities and individual teachers. As China has become the world’s largest country of higher education, "how to provide adequate and equal funds to meet the increasing demand" is of great interest to scholars and policymakers both from China and abroad. The book will also appeal to postgraduate students who would like to know the overall status of Chinese higher education finance.

An Empirical Reassessment of the Relationship Between Finance and Growth

Mr.Giovanni Favara
An Empirical Reassessment of the Relationship Between Finance and Growth Book PDF

Author : Mr.Giovanni Favara
Publisher : International Monetary Fund
Page : 48 pages
File Size : 48,7 Mb
Release : 2003-06-01
Category : Business & Economics
ISBN : 9781451854633

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An Empirical Reassessment of the Relationship Between Finance and Growth by Mr.Giovanni Favara Pdf

This paper reexamines the empirical relationship between financial development and economic growth. It presents evidence based on cross-section and panel data using an updated dataset, a variety of econometric methods, and two standard measures of financial development: the level of liquid liabilities of the banking system and the amount of credit issued to the private sector by banks and other financial institutions. The paper identifies two sets of findings. First, in contrast with the recent evidence of Levine, Loayza, and Beck (2001), cross-section and panel-data-instrumental-variables regressions reveal that the relationship between financial development and economic growth is, at best, weak. Second, there is evidence of nonlinearities in the data, suggesting that finance matters for growth only at intermediate levels of financial development. Moreover, using a procedure appropriately designed to estimate long-run relationships in a panel with heterogeneous slope coefficients, there is no clear indication that finance spurs economic growth. Instead, for some specifications, the relationship is, puzzlingly, negative.

Finance, Financial Sector Policies, and Long-run Growth

Asli Demirguc-Kunt
Finance Financial Sector Policies and Long run Growth Book PDF

Author : Asli Demirguc-Kunt
Publisher : World Bank Publications
Page : 82 pages
File Size : 50,7 Mb
Release : 2008
Category : Access to Finance
ISBN : 8210379456XXX

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Finance, Financial Sector Policies, and Long-run Growth by Asli Demirguc-Kunt Pdf

Abstract: The first part of this paper reviews the literature on the relation between finance and growth. The second part of the paper reviews the literature on the historical and policy determinants of financial development. Governments play a central role in shaping the operation of financial systems and the degree to which large segments of the financial system have access to financial services. The paper discusses the relationship between financial sector policies and economic development.

Empirical Asset Pricing

Wayne Ferson
Empirical Asset Pricing Book PDF

Author : Wayne Ferson
Publisher : MIT Press
Page : 497 pages
File Size : 52,7 Mb
Release : 2019-03-12
Category : Business & Economics
ISBN : 9780262039376

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Empirical Asset Pricing by Wayne Ferson Pdf

An introduction to the theory and methods of empirical asset pricing, integrating classical foundations with recent developments. This book offers a comprehensive advanced introduction to asset pricing, the study of models for the prices and returns of various securities. The focus is empirical, emphasizing how the models relate to the data. The book offers a uniquely integrated treatment, combining classical foundations with more recent developments in the literature and relating some of the material to applications in investment management. It covers the theory of empirical asset pricing, the main empirical methods, and a range of applied topics. The book introduces the theory of empirical asset pricing through three main paradigms: mean variance analysis, stochastic discount factors, and beta pricing models. It describes empirical methods, beginning with the generalized method of moments (GMM) and viewing other methods as special cases of GMM; offers a comprehensive review of fund performance evaluation; and presents selected applied topics, including a substantial chapter on predictability in asset markets that covers predicting the level of returns, volatility and higher moments, and predicting cross-sectional differences in returns. Other chapters cover production-based asset pricing, long-run risk models, the Campbell-Shiller approximation, the debate on covariance versus characteristics, and the relation of volatility to the cross-section of stock returns. An extensive reference section captures the current state of the field. The book is intended for use by graduate students in finance and economics; it can also serve as a reference for professionals.

Economic and Financial Modelling with EViews

Abdulkader Aljandali,Motasam Tatahi
Economic and Financial Modelling with EViews Book PDF

Author : Abdulkader Aljandali,Motasam Tatahi
Publisher : Springer
Page : 284 pages
File Size : 49,8 Mb
Release : 2018-10-22
Category : Business & Economics
ISBN : 9783319929859

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Economic and Financial Modelling with EViews by Abdulkader Aljandali,Motasam Tatahi Pdf

This practical guide in Eviews is aimed at practitioners and students in business, economics, econometrics, and finance. It uses a step-by-step approach to equip readers with a toolkit that enables them to make the most of this widely used econometric analysis software. Statistical and econometrics concepts are explained visually with examples, problems, and solutions. Developed by economists, the Eviews statistical software package is used most commonly for time-series oriented econometric analysis. It allows users to quickly develop statistical relations from data and then use those relations to forecast future values of the data. The package provides convenient ways to enter or upload data series, create new series from existing ones, display and print series, carry out statistical analyses of relationships among series, and manipulate results and output. This highly hands-on resource includes more than 200 illustrative graphs and tables and tutorials throughout. Abdulkader Aljandali is Senior Lecturer at Coventry University in London. He is currently leading the Stochastic Finance Module taught as part of the Global Financial Trading MSc. His previously published work includes Exchange Rate Volatility in Emerging Markers, Quantitative Analysis, Multivariate Methods & Forecasting with IBM SPSS Statistics and Multivariate Methods and Forecasting with IBM® SPSS® Statistics. Dr Aljandali is an established member of the British Accounting and Finance Association and the Higher Education Academy. Motasam Tatahi is a specialist in the areas of Macroeconomics, Financial Economics, and Financial Econometrics at the European Business School, Regent’s University London, where he serves as Principal Lecturer and Dissertation Coordinator for the MSc in Global Banking and Finance at The European Business School-London.

Empirical Economic and Financial Research

Jan Beran,Yuanhua Feng,Hartmut Hebbel
Empirical Economic and Financial Research Book PDF

Author : Jan Beran,Yuanhua Feng,Hartmut Hebbel
Publisher : Springer
Page : 506 pages
File Size : 45,7 Mb
Release : 2014-11-07
Category : Business & Economics
ISBN : 9783319031224

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Empirical Economic and Financial Research by Jan Beran,Yuanhua Feng,Hartmut Hebbel Pdf

The purpose of this book is to establish a connection between the traditional field of empirical economic research and the emerging area of empirical financial research and to build a bridge between theoretical developments in these areas and their application in practice. Accordingly, it covers broad topics in the theory and application of both empirical economic and financial research, including analysis of time series and the business cycle; different forecasting methods; new models for volatility, correlation and of high-frequency financial data and new approaches to panel regression, as well as a number of case studies. Most of the contributions reflect the state-of-art on the respective subject. The book offers a valuable reference work for researchers, university instructors, practitioners, government officials and graduate and post-graduate students, as well as an important resource for advanced seminars in empirical economic and financial research.

Extending Financial Inclusion in Africa

Daniel Makina
Extending Financial Inclusion in Africa Book PDF

Author : Daniel Makina
Publisher : Academic Press
Page : 342 pages
File Size : 55,6 Mb
Release : 2019-06-09
Category : Business & Economics
ISBN : 9780128142035

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Extending Financial Inclusion in Africa by Daniel Makina Pdf

Extending Financial Inclusion in Africa unveils the genesis and transformation of Africa’s financial sector and its ability to provide finance for all. Contributors of the Book traverse the whole spectrum of African financial systems, examining their depth and breadth and empirically evaluating their appropriateness and effectiveness to achieve inclusive financial services. Explores the evolution of the financial sector in Africa from the pre-colonial to post-colonial era Investigates the financial inclusion–economic growth nexus Explores the role of financial regulation and governance in either enhancing or limiting financial inclusion Evaluates unintended consequences of financial inclusion, including over-indebtedness and increased propensity to spend Assesses cross-sectional evidence on the link between financial inclusion and technological developments such as the internet and mobile technology

Handbook of Financial Econometrics and Statistics

Cheng-Few Lee,John C. Lee
Handbook of Financial Econometrics and Statistics Book PDF

Author : Cheng-Few Lee,John C. Lee
Publisher : Springer
Page : 0 pages
File Size : 41,7 Mb
Release : 2014-09-28
Category : Business & Economics
ISBN : 1461477492

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Handbook of Financial Econometrics and Statistics by Cheng-Few Lee,John C. Lee Pdf

​The Handbook of Financial Econometrics and Statistics provides, in four volumes and over 100 chapters, a comprehensive overview of the primary methodologies in econometrics and statistics as applied to financial research. Including overviews of key concepts by the editors and in-depth contributions from leading scholars around the world, the Handbook is the definitive resource for both classic and cutting-edge theories, policies, and analytical techniques in the field. Volume 1 (Parts I and II) covers all of the essential theoretical and empirical approaches. Volumes 2, 3, and 4 feature contributed entries that showcase the application of financial econometrics and statistics to such topics as asset pricing, investment and portfolio research, option pricing, mutual funds, and financial accounting research. Throughout, the Handbook offers illustrative case examples and applications, worked equations, and extensive references, and includes both subject and author indices.​

Complex Systems in Finance and Econometrics

Robert A. Meyers
Complex Systems in Finance and Econometrics Book PDF

Author : Robert A. Meyers
Publisher : Springer Science & Business Media
Page : 919 pages
File Size : 44,5 Mb
Release : 2010-11-03
Category : Business & Economics
ISBN : 9781441977007

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Complex Systems in Finance and Econometrics by Robert A. Meyers Pdf

Finance, Econometrics and System Dynamics presents an overview of the concepts and tools for analyzing complex systems in a wide range of fields. The text integrates complexity with deterministic equations and concepts from real world examples, and appeals to a broad audience.