Financial Markets Efficiency and Economic Behaviour

Evaluating Euro Area Economies

Gebonden Engels 2023 9783031368356
Verwachte levertijd ongeveer 9 werkdagen

Samenvatting

This book reviews the efficient markets hypothesis from a behavioural finance perspective looking at the stock markets of the five largest Euro economies. It covers some key areas in finance, including efficient markets, equity premium, dividend ratio model, yield curve and term structure, all of which are concepts used to analyse pricing and other behaviour in financial markets. The book studies the term structure of interest rates describing formalizations for zero-coupon and coupon bonds and evaluates results regarding static spot rate and dynamic forward rate regressions for the Euro area. Additionally, it examines the equity premium exploiting variation in stock market returns in both time series and cross-section dimensions, and will be of interest to academics, researchers, and students of financial economics, financial markets, and behavioural finance.

Specificaties

ISBN13:9783031368356
Taal:Engels
Bindwijze:gebonden
Uitgever:Springer International Publishing

Lezersrecensies

Wees de eerste die een lezersrecensie schrijft!

Inhoudsopgave

Chapter 1 Introduction.-&nbsp;Chapter 2 Efficient markets.- Chapter 3 Equity premium.- Chapter 4 The dividend ratio model.- Chapter 5 Bond valuation.- Chapter 6 Yield curves.- Chapter 7 Term structure models.- Chapter 8 Real estate market.- Chapter 9 Derivative securities.- Chapter 10 Conclusion.<p></p>

Managementboek Top 100

Rubrieken

Populaire producten

    Personen

      Trefwoorden

        Financial Markets Efficiency and Economic Behaviour