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IB9Y6 - Empirical Finance

  • Module code: IB9Y6
  • Module name: Empirical Finance
  • Department: Warwick Business School
  • Credit: 15

Content and teaching | Assessment | Availability

Module content and teaching

Principal aims

"To provide students with an understanding of: i) the theory and tools used in financial econometrics and the ability to carry out empirical analysis of financial time series within EVIEWS; ii) a range of empirical stylised facts drawn from the analysis of financial markets; the analysis if efficiency, models of equity returns, the yield curve and exchange rates; iii) volatility and risk modelling."

Principal learning outcomes

Subject knowledge/Key Skills: Formulate and carry out detailed econometric analysis of financial time series up to the level of VECM models.Cognitive Skills: Comprehensively understand the body of existing empirical results that have been established in equity, fixed income and foreign exchange markets; Recognise the limitations and assumptions underlying statistical methods. Subject specific/Professional Skills: Exploit the power of an Econometric Package, in this case EVIEWS; Interpret and evaluate published financial research using econometric methods;Carry out empirical approaches to risk management.

Timetabled teaching activities

Total contact hours: 30 hrs. Lectures (over duration of course): 10 x 2 hour lectures. Seminars (over duration of course): 10 x 1 hour seminars. Module duration (weeks, if applicable): 10 week.

Departmental link

Module assessment

Assessment group Assessment name Percentage
15 CATS (Module code: IB9Y6-15)
D4 (Assessed/examined work) Class Test 1 10%
  Class Test 2 10%
  2 hour examination (April) 80%
D5 (Assessed/examined work) Class Test 1 (London) 10%
  Class Test 2 (London) 10%
  Examination (held in London) 80%

Module availability

This module is available on the following courses:

  • Postgraduate Taught Finance and Economics (LN1J) - Year 2
  • MSc in Finance (N300) - Year 2
  • MSc in Finance (Part-Time, Evening Study) (N302) - Year 2
Optional Core
  • Postgraduate Behavioural Finance (N304) - Year 1
  • Postgraduate Behavioural Finance (N304) - Year 2
  • Postgraduate Behavioural Finance (N304) - Year 3
  • Postgraduate Behavioural Finance (N304) - Year 4
  • Postgraduate Taught Finance with Behavioural Science (N301) - Year 2