Financial Markets - ECO00020M
- Department: Economics and Related Studies
- Credit value: 10 credits
- Credit level: M
- Academic year of delivery: 2022-23
Module will run
| Occurrence | Teaching period |
|---|---|
| A | Spring Term 2022-23 |
Module aims
To examine the main empirical features of three key financial markets: the foreign exchange market, the bond market, and the stock market.
Module learning outcomes
Information currently unavailable
Indicative assessment
| Task | % of module mark |
|---|---|
| Closed/in-person Exam (Centrally scheduled) | 100 |
Special assessment rules
None
Indicative reassessment
| Task | % of module mark |
|---|---|
| Closed/in-person Exam (Centrally scheduled) | 100 |
Module feedback
Information currently unavailable
Indicative reading
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.