Financial Markets Efficiency and Economic Behaviour di Gian Maria Tomat edito da Springer International Publishing
Alta reperibilità

Financial Markets Efficiency and Economic Behaviour

Evaluating Euro Area Economies

EAN:

9783031368356

ISBN:

3031368355

Pagine:
180
Formato:
Hardback
Lingua:
Tedesco
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Descrizione Financial Markets Efficiency and Economic Behaviour

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.

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