This Editorial evaluates 14 invaluable and interesting articles in the Special Issue “AppliedEconometrics” for the Journal of Risk and Financial Management (JRFM). The topics covered includerecovering historical inflation data from postage stamps prices, FHA loans in foreclosure proceedingsthrough distinguishing sources of interdependence in competing risks, information in earningsforecasts, nonlinear time series modeling, a systemic approach to management control throughdetermining factors, economic freedom and FDI versus economic growth, efficient cash use of theTaiwan dollar, financial health prediction in companies from post-Communist countries, influence ofmisery index on U.S. Presidential political elections, multivariate student versus Gaussian regressionmodels in finance, financial derivatives markets and economic development, income inequality andeconomic growth in middle-income countries, abnormal returns, mis-measured risk, network effects,and risk spillovers in stock returns.
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