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.

part 1|52 pages

Commodities finance and market performance

part 3|195 pages

Meta-analysis in economics and finance

chapter 8|59 pages

The disinflation effect of central bank independence

A comparative meta-analysis between transition economies and the rest of the world

chapter 11|46 pages

Political cycles

What does a meta-analysis reveal about?

chapter 12|38 pages

Market efficiency in Asian and Australasian stock markets

A fresh look at the evidence