Analyze the asset price channels, Financial Econometrics

Assignment Help:

Problem 1:

(a) Analyze the asset price channels other than the traditional interest rate channel.

(b) Analyze Bank lending channel and discuss its importance for the Mauritian economy.

Problem 2:

(a) Analyse the characteristic equation of the Capital Asset Pricing model.

(b) Explain the differences and similarities between the Capital Asset Pricing Model and Arbitrage Pricing Theory.

Problem 3:

Write short notes on the following:

(a) Fisher's Quantity Theory of Money

(b) Interest rate Channel

(c) Efficient market hypothesis


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