Economics: Empirical Finance

Education facts

Code: NEKN82

<p>This course develops your ability to understand and apply empirical methods in finance. You will learn econometric tools to study asset returns, risk, household financial behaviour and policy effects, combining theory with hands-on work using real financial data.</p><p>The course focuses on empirical methods to analyse financial markets and address key questions in finance. You will study the statistical properties of asset returns, time-variation in risk and volatility, evaluation of portfolio performance and the determinants of interest rates. We also examine household financial choices and provide tools to evaluate how policies and events influence financial outcomes. </p><p>A central objective is to enable you to apply econometric techniques to real data and to critically assess the empirical validity of financial models. You will practice applying empirical methods to real-world data and learn how to interpret results using economic reasoning. By the end of the course, you will have gained insights and tools that are useful both for advanced studies and for careers in finance, policy analysis and related fields.</p>

Entry requirements

Students admitted to the Master Programmes in Finance are qualified for this course. For other students, at least 90 ECTS-credits in economics are required. These must include a course in basic financial economics, an intermediate course in microeconomics (e.g., NEKB21 "Intermediate Microeconomic Analysis"), and an intermediate course in econometrics, quantitative methods or an equivalent course (e.g., NEKB23 "Econometrics", or 15 ECTS-credits in statistics).

Education offerings

Each offering has its own dates and conditions. Closed offerings are retained as history and do not mean that a new application is open.

• Economics: Empirical Finance

  Lund University

  Start date: 2 November 2026

  End date: 17 January 2027

  Pace of study: 50 %