ANALYSIS AND FORECAST IN FINANCIAL MARKETS
Learning outcomes of the course unit
The student will become familiar with the concepts of efficiency, official statements, bubbles, heterogeneity, financial crises, etc. That will allow him to understand the actual functioning of financial markets, and the role of central banks. The econometric tool will enable him to test the main theoretical results empirically, and will also provide him a methodology useful for other economic courses.
micro and macroeconomics, statistics
Course contents summary
In this course the most recent theories are detailed along with the corresponding applications related to financial markets and credit. Many economic examples drawn from reality are examined. Subsequently, the main forecasting techniques and the corresponding empirical testing are analyzed through the use of an econometric software.
Dispense di Analisi e previsione Previsione dei mercati finanziari, a.a. 2010/2011: Parte teorica)
Dispense di Analisi e previsione Previsione dei mercati finanziari, a.a. 2010/2011: parte II – Parte economerica)
Classroom lectures and computer use
Assessment methods and criteria
Some espert seminars will take place