An introduction to the theory and methods of empirical asset pricing, integrating classical foundations with recent developments. This book offers a comprehensi

"Asset Prices, Booms and Recessions" is a book on Financial Economics from a dynamic perspective. It focuses on the dynamic interaction of financial markets and

This new edition of the hugely successful Quantitative Financial Economics has been revised and updated to reflect the most recent theoretical and econometric/e

Financial Markets and the Real Economy reviews the current academic literature on the macroeconomics of finance.

This paper reviews the literature on financial crises focusing on three specific aspects. First, what are the main factors explaining financial crises? Since ma