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Course

FIN-618: Financial Econometrics II

Summary

The course aims to give students the tools to write academic papers and is divided into two parts. The first part covers microeconometric methods including panel data, IVs, difference-in-differences, and regression discontinuity design. The second part covers structural estimations methods.

Lectures

Instructors (2)

Andreas Fuster

Andreas Fuster is an Associate Professor of Finance at Swiss Finance Institute @ EPFL and a Research Fellow at the CEPR. Previously, he worked at the Federal Reserve Bank of New York and the Swiss National Bank. Andreas's main research interests are in empirical finance, macroeconomics, and behavioral economics. His recent work has focused in particular on the effects of technological advances on household credit markets. Andreas’s research has been published in academic journals such as the Quarterly Journal of Economics, the Review of Economic Studies, the Journal of Finance, and the Review of Financial Studies. Andreas obtained his Ph.D. from Harvard University and also holds an M.Phil. from Oxford University and a B.A. from the University of Lausanne (Switzerland), all in economics.

Boris Nikolov

Official source

https://edu.epfl.ch/coursebook/en/financial-econometrics-ii-FIN-618

Moodle Page

http://go.epfl.ch/FIN-618

Summary

Lectures

Instructors (2)

Andreas Fuster

Boris Nikolov

Official source

https://edu.epfl.ch/coursebook/en/financial-econometrics-ii-FIN-618

Moodle Page

http://go.epfl.ch/FIN-618

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