This module applies statistical and econometric methods to analyse observed prices and returns in the financial markets. This includes, for example, the estimation of expected returns on stocks, bonds and foreign exchange, tests of return predictability, the modeling of risk and risk-premia, and the determination of stock prices based on economic fundamentals.
The aim of the module is initially to provide the student with tools necessary to conduct advanced empirical studies of financial market data and to contribute to a deep understanding of the determinants of financial asset prices and returns.
The objective is that the student after the module possesses the necessary knowledge on:
The objective is that the student after the module possesses the necessary skills in:
The objective is that the student after the module possesses the necessary competences in:
For information see §17.
|Name of exam
|Type of exam
Written or oral examIndividual examination.
|7-point grading scale
|Type of grading
|Criteria of assessment
|The criteria of assessment are stated in the Examination Policies and Procedures
|Language of instruction
|Location of the lecture
|Responsible for the module
|Study Board of Economics and Business Administration
|Aalborg University Business School
|Faculty of Social Sciences and Humanities