Exchange Rate Forecasting, Big Data, and Portfolio Design

Lecture, three hours. Limited to Master of Applied Economics students. Introduction to recent developments in international finance. Coverage of lending booms and financial crises both theoretically and empirically, as well as foreign exchange market anomalies and different approaches to forecasting exchange rates. Letter grading.

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Course

Instructor
Aaron Tornell
Previously taught
23W 22W 20S 19S