001476414 000__ 05789cam\\22006617a\4500
001476414 001__ 1476414
001476414 003__ OCoLC
001476414 005__ 20231003174420.0
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001476414 008__ 230902s2023\\\\sz\\\\\\ob\\\\001\0\eng\d
001476414 019__ $$a1396062054$$a1396872484
001476414 020__ $$a9783031368363$$q(electronic bk.)
001476414 020__ $$a3031368363$$q(electronic bk.)
001476414 020__ $$z3031368355
001476414 020__ $$z9783031368356
001476414 0247_ $$a10.1007/978-3-031-36836-3$$2doi
001476414 035__ $$aSP(OCoLC)1395887438
001476414 040__ $$aYDX$$beng$$cYDX$$dGW5XE$$dQGK$$dEBLCP
001476414 043__ $$ae------
001476414 049__ $$aISEA
001476414 050_4 $$aHG5422
001476414 08204 $$a332.041094$$223/eng/20230913
001476414 1001_ $$aTomat, Gian Maria.
001476414 24510 $$aFinancial markets efficiency and economic behaviour :$$bevaluating Euro area economies /$$cGian Maria Tomat.
001476414 260__ $$aCham :$$bPalgrave Macmillan,$$c2023.
001476414 300__ $$a1 online resource.
001476414 336__ $$atext$$btxt$$2rdacontent
001476414 337__ $$acomputer$$bc$$2rdamedia
001476414 338__ $$aonline resource$$bcr$$2rdacarrier
001476414 4901_ $$aPalgrave Macmillan studies in banking and financial institutions
001476414 504__ $$aIncludes bibliographical references and index.
001476414 5050_ $$aIntro -- Preface -- About This Book -- Contents -- About the Author -- List of Figures -- List of Tables -- 1 Introduction -- References -- 2 Efficient Markets -- 2.1 Historical Notes -- 2.2 Arbitrage and Asset Pricing -- 2.2.1 A Discrete State-Space Framework -- 2.2.2 Asset Pricing and Time -- 2.3 Equivalent Risk-Neutral Valuation -- 2.4 Review and Further Readings -- References -- 3 Equity Premium -- 3.1 Excess Stock Market Returns -- 3.2 Volatility Bounds -- 3.3 The Capital Asset Pricing Model -- 3.4 Behavioural Perspectives -- References -- 4 The Dividend Ratio Model
001476414 5058_ $$a4.1 A Static Regression Framework -- 4.2 Empirical Findings -- 4.3 Behavioural Interpretation -- 4.3.1 A Log-Linear Approximation -- 4.3.2 Heuristics and Biases -- 4.4 Review and Further Readings -- References -- 5 Bond Valuation -- 5.1 Discount Bonds -- 5.2 Coupon Bonds -- 5.3 Taxation -- 5.4 Review and Further Readings -- References -- 6 Yield Curves -- 6.1 Expectations Hypothesis -- 6.2 Forward Rates -- 6.2.1 Spot and Forward Rates -- 6.2.2 Continuous Time Relations -- 6.3 Term Premia -- 6.4 Review and Further Readings -- References -- 7 Term Structure Models
001476414 5058_ $$a7.1 Spot Rate Spread Regressions -- 7.1.1 Term Spreads -- 7.1.2 Regression Model -- 7.1.3 Estimation Outcomes -- 7.2 Forward Rate Regressions -- 7.3 Dynamic Analysis -- 7.4 Behavioural Perspectives -- References -- 8 Real Estate Market -- 8.1 Housing Prices -- 8.1.1 Housing Volatility Bounds -- 8.1.2 Excess Return Regressions -- 8.1.3 Empirical Outcomes -- 8.2 Rational Speculative Bubbles -- 8.3 Mortgages -- 8.4 Review and Further Readings -- References -- 9 Derivative Securities -- 9.1 Futures Pricing -- 9.2 Options -- 9.3 Swaps -- 9.4 Review and Further Readings -- References -- 10 Conclusion
001476414 506__ $$aAccess limited to authorized users.
001476414 520__ $$aThis book reviews the efficient markets hypothesis from a behavioural finance perspective looking at the stock markets of the five largest Euro economies. It covers some key areas in finance, including efficient markets, equity premium, dividend ratio model, yield curve and term structure, all of which are concepts used to analyse pricing and other behaviour in financial markets. The book studies the term structure of interest rates describing formalizations for zero-coupon and coupon bonds and evaluates results regarding static spot rate and dynamic forward rate regressions for the Euro area. Additionally, it examines the equity premium exploiting variation in stock market returns in both time series and cross-section dimensions, and will be of interest to academics, researchers, and students of financial economics, financial markets, and behavioural finance. Gian Maria Tomat is senior advisor at the Bank of Italy and provides policy and strategic advice to the Governing Board, the Board of Directors and the local administrative Directorates. He actively participates in the activities of national and international central banking working groups and has research interests in the fields of monetary and exchange rate policy, financial and real estate markets and interest rates. He has authored several articles in the areas of macroeconomics and finance and presented his work on a regular basis in workshops and conferences organized by academic institutions and international organizations. He earned a PhD in Political Economy at the University of Bologna, Italy.
001476414 588__ $$aDescription based on print version record.
001476414 650_0 $$aCapital market$$zEuropean Union countries.
001476414 650_0 $$aFinance$$xPsychological aspects.
001476414 655_0 $$aElectronic books.
001476414 77608 $$iebook version :$$z9783031368363
001476414 77608 $$iPrint version: $$z3031368355$$z9783031368356$$w(OCoLC)1381441283
001476414 830_0 $$aPalgrave Macmillan studies in banking and financial institutions.
001476414 852__ $$bebk
001476414 85640 $$3Springer Nature$$uhttps://univsouthin.idm.oclc.org/login?url=https://link.springer.com/10.1007/978-3-031-36836-3$$zOnline Access$$91397441.1
001476414 909CO $$ooai:library.usi.edu:1476414$$pGLOBAL_SET
001476414 980__ $$aBIB
001476414 980__ $$aEBOOK
001476414 982__ $$aEbook
001476414 983__ $$aOnline
001476414 994__ $$a92$$bISE