Economics: Empirical Finance

<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>