TY  - BOOK
AU  - Cuthbertson,Keith
TI  - Quantitative financial economics: stocks, bonds, and foreign exchange 
SN  - 9780471953609
U1  - 332.6 CUT 
PY  - 1996///
CY  - Chichester, England, New York
PB  - John Wiley
KW  - Investments
KW  - Capital assets pricing model
KW  - Stocks
KW  - Bonds
KW  - Foreign exchange
N1  - Includes bibliographical references (p.[453]-465) and index; 1. Basic Concepts in Finance
2. The Capital Asset Pricing Model: CAPM
3. Modelling Equilibrium Returns
4. Valuation Models
5. The Efficient Markets Hypothesis
6. Empirical Evidence on Efficiency in the Stock Market
7. Rational Bubbles
8. Anomalies, Noise Traders and Chaos
9. Bond Prices and the Term Structure of Interest Rates
10. Empirical Evidence on the Term Structure
11. Basic Arbitrage Relationships in the FOREX Market
12. Testing CIP, UIP and FRU
13. The Exchange Rate and Fundamentals
14. The Term Structure and the Bond Market
15. The FOREX Market
16. Stock Price Volatility
17. Risk Premia: The Stock Market
18. The Mean-Variance Model and the CAPM
19. Risk Premia and the Bond Market
20. Economic and Statistical Models
N2  - This text provides a comprehensive introduction to models of economic behaviour in financial markets through the use of real examples taken from the markets to illustrate technical theories
UR  - http://www.loc.gov/catdir/description/wiley031/95048355.html
UR  - http://www.loc.gov/catdir/toc/onix01/95048355.html
UR  - http://www.loc.gov/catdir/enhancements/fy0607/95048355-b.html
ER  -