Applied Financial Econometrics

This page contains information about the course of Applied Financial Econometrics, taught at the M.Sc. in Banking & Finance (2020-21). Notes, dataset and do files used during the lectures can be downloaded from here. Additional information/material will be posted in this page. The page also contains information about a small introductory course to Stata. All lectures will take place via Microsoft Teams.

Introduction to Stata

14/01/2021 - Lecture 1 - Dataset

15/01/2021 - Lecture 2 - Dataset1 & Dataset2 - Do file

28/01/2021 - Lecture 3 - Dataset - Do file

29/01/2021 - Lecture 4 - Dataset

12/02/2021 - Lecture 5 - Dataset

25/02/2021 - Lecture 6 - Dataset

04/03/2021 - Lecture 7 - Dataset

19/03/2021 - Lecture 8 - Dataset

Exam paper

Exam paper can be downloaded from here. Submission should be done electronically by the 27/03/2021.