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) | ||
| D1 (Assessed/examined work) | Test 1 | 20% |
| Test 2 | 20% | |
| Group Project | 20% | |
| 1 hour examination (April) | 40% | |
| D4 (Assessed/examined work) | Class Test 1 | 10% |
| Class Test 2 | 10% | |
| 2 hour examination (April) | 80% | |
Module availability
This module is available on the following courses:
Core
- Postgraduate Taught Finance and Economics (LN1J) - Year 1
- Postgraduate Taught Finance and Economics (LN1J) - Year 2
- MSc in Finance (N300) - Year 1
- MSc in Finance (N300) - Year 2
- MSc in Finance (Part-Time, Evening Study) (N302) - Year 1
- 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
Optional
- Postgraduate Taught Finance with Behavioural Science (N301) - Year 1
- Postgraduate Taught Finance with Behavioural Science (N301) - Year 2