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- Title
Annotated listing of new books.
- Abstract
The article presents information on the book "Quantitative Financial Economics: Stocks, Bonds and Foreign Exchange," by Keith Cuthbertson. The book provides a self-contained, modern introduction to some of the theories and empirical methods used by financial economists in the analysis of speculative assets prices in the stock, bond, and foreign exchange markets. The book tests hypothesis using the VAR methodology in applications to the bond, foreign exchange, and stock markets. Examines the potential impact of time varying risk premia in the stock and bond markets. Addresses some econometric issues in testing asset pricing models.
- Subjects
QUANTITATIVE Financial Economics: Stocks, Bonds &; Foreign Exchange (Book); CUTHBERTSON, Keith; ECONOMICS; FOREIGN exchange; ECONOMISTS; STOCKS (Finance); BONDS (Finance)
- Publication
Journal of Economic Literature, 1997, Vol 35, Issue 3, p1468
- ISSN
0022-0515
- Publication type
Article