ABSTRACT
This book provides an up-to-date series of advanced chapters on applied financial econometric techniques pertaining the various fields of commodities finance, mathematics & stochastics, international macroeconomics and financial econometrics.
International Financial Markets: Volume I provides a key repository on the current state of knowledge, the latest debates and recent literature on international financial markets. Against the background of the "financialization of commodities" since the 2008 sub-primes crisis, section one contains recent contributions on commodity and financial markets, pushing the frontiers of applied econometrics techniques. The second section is devoted to exchange rate and current account dynamics in an environment characterized by large global imbalances. Part three examines the latest research in the field of meta-analysis in economics and finance.
This book will be useful to students and researchers in applied econometrics; academics and students seeking convenient access to an unfamiliar area. It will also be of great interest established researchers seeking a single repository on the current state of knowledge, current debates and relevant literature.
TABLE OF CONTENTS
part 1|52 pages
Commodities finance and market performance
chapter 2|25 pages
Forecasting crude oil price dynamics based on investor attention
part 2|164 pages
International economics and finance
chapter 5|27 pages
Smooth break, non-linearity, and speculative bubbles
part 3|195 pages
Meta-analysis in economics and finance