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  • © 2021

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

  • Presents both theoretical and practical aspects of econometric techniques for the financial sector

  • Introduces important econometric models, theories and applications

  • Offers tools that use data analysis to predict and weigh the risks of multiple investments

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Hardcover Book USD 199.99
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Table of contents (19 chapters)

  1. Front Matter

    Pages i-xvii
  2. Financial Econometrics and Systemic Risk

    • M. Hakan Eratalay
    Pages 65-91
  3. Monetary Policy Shocks, Financial Heterogeneity, and Corporate Dynamic Investment Activity

    • Mahbuba Aktar, Qu Wenzhou, Hijbulla Al Mahmud, Mohammad Zoynul Abedin
    Pages 93-108
  4. Exchange Rate Sensitivity of Firm Value: Evidence from Nonfinancial Firms Listed on Borsa Istanbul

    • İbrahim Ethem Güney, Abdullah Kazdal, Doruk Küçüksaraç, Muhammed Hasan Yılmaz
    Pages 141-165
  5. Vector Autoregressive Model and Analysis

    • Murat Akkaya
    Pages 197-214
  6. Performance of MS-GARCH Models: Bayesian MCMC-Based Estimation

    • Lawrence Diteboho Xaba, Ntebogang Dinah Moroke, Lebotsa Daniel Metsileng
    Pages 323-356
  7. Panel Data Analysis

    • Hasan Huseyin Yıldırım
    Pages 375-396
  8. Capital Structure Adjustment Speed: Evidence from Borsa Istanbul Sub-Sectors

    • Turhan Korkmaz, Aslı Yıkılmaz Erkol
    Pages 437-456

About this book

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.






Editors and Affiliations

  • Faculty of Transportation and Logistics, Istanbul University, Avcilar/Istanbul, Turkey

    Burcu Adıgüzel Mercangöz

About the editor

Burcu Adiguzel Mercangöz is an expert on quantitative methods and an Associate Professor at the Faculty of Transportation and Logistics, Istanbul University (Turkey). Her research focuses on econometrics, operations research, statistics, management, quantitative methods, mathematics and numerical analysis.



Bibliographic Information

Buy it now

Buying options

eBook USD 149.00
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 199.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book USD 199.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access