Financial econometrics is a great success story in economics. Econometrics uses data and statistical inference methods, together with structural and descriptive modeling, to address rigorous economic problems. Its development within the world of finance is quite recent and has been paralleled by...

"This book is about economic and financial market cycles and the factors that affect them. The motivation for writing it has been my longstanding fascination with how repeated patterns of behaviour and market cycles seem to exist despite the enormous changes that have occurred in economies,...