Applied Financial Econometrics

This page contains information about the course of Applied Financial Econometrics, taught at the M.Sc. in Banking & Finance (2019-20). Notes, dataset and do files used during the lectures can be downloaded from here. Additional information/material will be posted in this page. Lectures will take place via Microsoft Teams.

Lecture 1 - Dataset - Do File

Lecture 2 - Dataset

Lecture 3

Lecture 4 - Dataset

Lecture 5

Exam

Exam.dta

Dissertation topics

Monetary policy (Dataset - Do file)

Volatility models (Dataset - Do file)

Banking competition (Dataset - Do file)

Corporate finance (Dataset - Do file)

© Dario Maimone Ansaldo Patti