Financial Econometrics and Quantitative Economic Analysis
- ISBN 978-3-7258-4151-6 (Hardback)
- ISBN 978-3-7258-4152-3 (PDF)
Print copies available soon
This is a Reprint of the Special Issue Financial Econometrics and Quantitative Economic Analysis that was published in
This Special Issue of the Journal of Risk and Financial Management presents ten original, peer-reviewed contributions that critically examine the evolving landscape of financial econometrics and quantitative economic analysis. Utilising rigorous empirical investigation and methodological advancement as a framework, the articles engage with a range of timely and significant topics, including herding behaviour in MENA stock markets, the impact of anti-corruption policies on financial development, real options theory as it pertains to sustainability, and the economics of post-COVID-19 tourism. The assembled research underscores the dynamic interplay between theoretical modelling and empirical decision making. Central themes encompass the calibration of macroeconomic policy, high-frequency data analysis, the interactions between inflation and exchange rates, and advanced forecasting methodologies enhanced by emerging technologies. This reprint serves as a homage to the field's intellectual legacy while propelling novel approaches to volatility modelling, financial cycle stability, and strategic business collaboration.