International Financial Markets: Volume 1

This book provides an up-to-date series of advanced chapters on applied financial econometric techniques, covering commodities finance, mathematics & stochastics, international macroeconomics, and financial econometrics. It offers a comprehensive repository on international financial markets, with sections on commodity and financial markets, exchange rate and current account dynamics, and meta-analysis. It is useful for students, researchers, and established researchers seeking knowledge in applied econometrics.

Format: Paperback / softback
Length: 426 pages
Publication date: 31 March 2021
Publisher: Taylor & Francis Ltd

This comprehensive book offers a timely and advanced collection of chapters on applied financial econometric techniques, covering a wide range of fields in commodities finance, mathematics and stochastics, international macroeconomics, and financial econometrics. It serves as a valuable resource for scholars and practitioners seeking to stay updated on the latest developments in these areas.

International Financial Markets: Volume I provides a comprehensive overview of the current state of knowledge, ongoing debates, and recent literature on international financial markets. In the context of the financialization of commodities since the 2008 sub-prime crisis, Section One explores recent contributions on commodity and financial markets, pushing the boundaries of applied econometrics techniques. The second section delves into exchange rate and current account dynamics in a world characterized by significant global imbalances. Part Three examines the latest research in the field of meta-analysis in economics and finance.

This book is designed to be of immense value to students and researchers in applied econometrics, as well as academics and students seeking convenient access to unfamiliar topics. It will also be of great interest to established researchers seeking a single repository that encompasses the current state of knowledge, ongoing debates, and relevant literature in these fields.

The book is organized into three main sections:

Section One: Commodity and Financial Markets
This section explores the latest research on commodity and financial markets, taking into account the impact of financialization on these markets. Contributions cover a wide range of topics, including commodity price dynamics, risk management, and hedging strategies. The section also discusses the application of advanced econometric techniques, such as vector autoregressive models and Bayesian inference, to analyze financial market data.

Section Two: Exchange Rate and Current Account Dynamics
In this section, the authors examine the dynamics of exchange rates and current accounts in an environment characterized by large global imbalances. The focus is on understanding the factors that influence exchange rates, such as monetary policy, trade policies, and global economic conditions. The section also explores the role of exchange rates in shaping international trade and investment patterns.

Section Three: Meta-Analysis in Economics and Finance
This section explores the latest research in the field of meta-analysis, which is a powerful tool for combining and analyzing data from multiple studies. The authors discuss the methods used in meta-analysis, the challenges involved, and the applications of meta-analysis in economics and finance. The section also includes case studies and examples to illustrate the practical implications of meta-analysis in research.

In conclusion, this book provides a comprehensive and up-to-date overview of applied financial econometric techniques, covering a wide range of fields in commodities finance, mathematics and stochastics, international macroeconomics, and financial econometrics. It serves as a valuable resource for scholars, practitioners, and researchers seeking to advance their knowledge and understanding of these important areas.

Weight: 807g
Dimension: 234 x 156 (mm)
ISBN-13: 9780367785567