This book is an introductory exposition of different topics that emerged in the literature as unifying themes between two fields of econometrics of time series,

The book provides a comprehensive overview of the latest econometric methods for studying the dynamics of macroeconomic and financial time series. It examines a

This book proposes new methods to value equity and model the Markowitz efficient frontier using Markov switching models and provide new evidence and solutions t

Emerging markets have received a particular attention of academic researchers and practitioners since they decided to open their domestic capital markets to for