Refer to the specific census and withdrawal dates for the semester(s) in which this unit is offered.
The module covers empirical and econometric techniques commonly applied in financial and commodity markets research. The student will develop the skills and knowledge to do research on developing economies securities, commodities, and other financial markets or to undertake comparative research across different markets. Topics include: concept of returns; essential econometrics; time series; volatility modelling, asset price models and event studies.
Within semester assessment: 50%
Minimum total expected workload to achieve the learning outcomes for this module is 150 hours typically comprising a mixture of scheduled learning activities and independent study. Independent study may include associated readings, assessment and preparation for scheduled activities. The module requires on average three to four hours of scheduled activities per week. Scheduled activities may include a combination of teacher directed learning, peer directed learning and online engagement.
All three compulsory BCom (Honours) or equivalent modules.