4th Year

Financial Econometrics introduces students to the application of econometric methods in financial economics, monetary economics, and international finance. The course emphasizes financial economic modeling, empirical analysis, and evidence-based decision-making using diverse financial datasets, including time-series, household, firm-level, country, panel, spatial, experimental, and digital financial data. Students apply regression, time-series, panel, volatility, and risk models, together with behavioral finance, simulation, game theory, and machine learning techniques, to investigate financial markets and policy issues. Using statistical software and international databases, students conduct empirical research and develop analytical, ethical, and data-driven solutions to contemporary financial and economic challenges.