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

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics/ edited by Burcu Adıgüzel Mercangöz.
other author:	Adıgüzel Mercangöz, Burcu.
Description:	XVII, 457 p. 87 illus., 37 illus. in color.online resource. :
Contained By:	Springer Nature eBook
Subject:	Economic theory. -
Online resource:	https://doi.org/10.1007/978-3-030-54108-8
ISBN:	9783030541088

Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics
Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics[electronic resource] /edited by Burcu Adıgüzel Mercangöz. - 1st ed. 2021. - XVII, 457 p. 87 illus., 37 illus. in color.online resource.

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. .

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.

ISBN: 9783030541088

Standard No.: 10.1007/978-3-030-54108-8doiSubjects--Topical Terms:

809881
Economic theory.

LC Class. No.: HB1-846.8

Dewey Class. No.: 330.1

Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics
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505 0 $a 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. .
520 $a 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.
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