I am looking for an applied financial econometrics textbook. There are plenty of textbooks that present time series models used in financial econometrics but few of them put any emphasis on applications and implications. I would like to find a textbook that focuses on application/implementation of financial theories, hypotheses and models such as
- asset pricing models (CAPM, multifactor models),
- the efficient market hypothesis,
- commodity market models and commodity price relationships,
- spot and futures price relationships, convenience yield, risk premium,
- unbiased forward price hypothesis,
- long-term equilibrium in financial or commodity markets (cointegration models) and
- uncovered interest rate parity.
The closest thing I could find is Campbell et al. "The Econometrics of Financial Markets" (1996). I have not studied or taught from it myself but have used it as a reference a couple of time and I guess it is a great book. Are there any other alternatives (ideally not too technical)?