Recent topics in Applied Financial Economics |
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Authors: | Fredj Jawadi |
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Institution: | 1. University of Evry, Evry, Francefredj.jawadi@univ-evry.fr |
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Abstract: | This note discusses topics concerning recent evolutions in financial economics research. It focuses in particular on the progress of quantitative finance and applied economics in the context of the global financial crisis. To this end, I examine various important topics in Economics and Finance and discuss several empirical studies on the statistical properties of macroeconomic and financial data through the application of different econometric methodologies. I analyse their empirical findings and discuss their conclusions. |
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Keywords: | financial markets applied macroeconomics econometric modelling |
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