- Department: Economics and Related Studies
- Module co-ordinator: Prof. Peter Smith
- Credit value: 10 credits
- Credit level: M
- Academic year of delivery: 2021-22
- See module specification for other years: 2022-23
Occurrence | Teaching period |
---|---|
A | Spring Term 2021-22 |
To examine the main empirical features of three key financial markets: the foreign exchange market, the bond market, and the stock market.
Information currently unavailable
Task | Length | % of module mark |
---|---|---|
Online Exam - 24 hrs (Centrally scheduled) Financial Markets |
8 hours | 100 |
None
Task | Length | % of module mark |
---|---|---|
Online Exam - 24 hrs (Centrally scheduled) Financial Markets |
8 hours | 100 |
Information currently unavailable
These will comprise mainly texts but a number of artivles will also be recommende in the lectures.
Course Texts
Cochrane, J., Asset Pricing, Princeton University Press, 2004.
Cuthbertson, K., and Nitzsche, D. Quantitative Financial Economics, Wiley, 2nd Edition, 2005.
Comment
Cutherbertson and Nitzsche provide a more accessible treatment of empirical finance than Cochrane which is more advanced but less comprehensive.