- Department: Economics and Related Studies
- Credit value: 10 credits
- Credit level: M
- Academic year of delivery: 2022-23
Occurrence | Teaching period |
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A | Spring Term 2022-23 |
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 | % of module mark |
---|---|
Closed/in-person Exam (Centrally scheduled) | 100 |
None
Task | % of module mark |
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Closed/in-person Exam (Centrally scheduled) | 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.