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分享 Introductory Econometrics for Finance: accumulation 2015-3-11 09:59; Problems that could be tackled using time series data: ● How the value of a country’s stock index has varied with that country’s macroeconomic fundamentals ● How the value of a company’s stock price has varied when it announced the value of its dividend payment ● The effect on a country’s exchange rate of an increase in its trade deficit. In all of the above cases, it is clearly the time dimension which is the most important, and the analysis will be conducted using the values of the variables over time.; 个人分类: 金融学|0 个评论

分享 Introductory Econometrics for Finance: accumulation 2015-3-11 01:27; The value of econometrics (1) Testing whether financial markets are weak-form informationally efficient (2) Testing whether the Capital Asset Pricing Model (CAPM) or Arbitrage Pricing Theory (APT) represent superior models for the determination of returns on risky assets (3) Measuring and forecasting the volatility of bond returns (4) Explaining the determinants of bond credit ratings used by the ratings agencies (5) Modelling long-term relationships between prices and exchange rates (6) Determining the optimal hedge ratio for a spot position in oil (7) Testing technical trading rules to determine which makes the most money (8) Testing the hypothesis that earnings or dividend announcements have no effect on stock prices (9) Testing whether spot or futures markets react more rapidly to news (10) Forecasting the correlation between the stock indices of two countries.; 个人分类: 金融学|0 个评论

分享【2013】Collective action and exchange: kychan 2015-2-25 18:05; 【2013】Collective action and exchange https://bbs.pinggu.org/thread-3588374-1-1.html 声明：本资源仅供学术研究参考之用，发布者不负任何法律责任，敬请下载者支持购买正版。提倡免费分享！我发全部免费的，分文不收来看看 ... 你也可关注我 https://bbs.pinggu.org/z_guanzhu.php?action=listattentionfuid=3727866; 个人分类: 【每日精华】|25 次阅读|0 个评论