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| 0003086735 | 332.041094 -A24-1 | 서울관 사회과학자료실(208호) | 이용가능 |
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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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.
Gian Maria Tomat is senior advisor at the Bank of Italy and provides policy and strategic advice to the Governing Board, the Board of Directors and the local administrative Directorates. He actively participates in the activities of national and international central banking working groups and has research interests in the fields of monetary and exchange rate policy, financial and real estate markets and interest rates. He has authored several articles in the areas of macroeconomics and finance and presented his work on a regular basis in workshops and conferences organized by academic institutions and international organizations. He earned a PhD in Political Economy at the University of Bologna, Italy.
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도서위치안내: 사회과학자료실(208호) / 서가번호: 37
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