International Financial Markets

By Julien Chevallier, Stéphane Goutte, David Guerreiro, Sophie Saglio

Subjects: Macroeconomics, Econometrics, International finance, Stochastic Processes, Statistical modelling, Mathematical models, Statistical inference, Mathematical modelling, BUSINESS & ECONOMICS / Econometrics, Econometric models, Mathematical statistics, BUSINESS & ECONOMICS / Finance, Finance, BUSINESS & ECONOMICS / General

Description: 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.