Sep 23, 2021  
Catalogue 2020-2021 
Catalogue 2020-2021 [ARCHIVED CATALOG]

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ECON 389 - Applied Financial Econometrics

Semester Offered: Spring
1 unit(s)

Applications of economic theory and econometrics to the analysis of financial data. Topics include the efficient markets hypothesis, capital asset pricing model, consumption based models, term structure of interest rates, arbitrage pricing theory, exchange rates, volatility, generalized method of moments, time-series econometrics. Paul Johnson.

Prerequisite(s): ECON 201 , ECON 210  and ECON 225 , MATH 126  and MATH 127  or equivalent; or permission of the instructor.

Recommended: MATH 220 , MATH 221  recommended.


Course Format: CLS

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