This subject presents an econometric treatment of topics in finance. Normally the finance topics will include portfolio theory, capital asset pricing models, arbitrage pricing theory, efficient markets hypothesis, covered interest parity, term structure of interest rates, and option pricing models. The econometrics topics will include unit roots, cointegration, ARCH modelling, structural change, and regime-switching. The computer software used is Eviews. -- Course Website
Prerequisites: Admission into BH-COM or BH-ARTS (Economics) and either an Honours grade in ECOM30001 Basic Econometrics or: Subject Study Period Commencement: Credit Points: ECOM30002 Econometrics Semester 1 12.50
