シラバス参照
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シラバス参照
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| 科目一覧へ戻る | 2025/05/21 現在 |
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開講科目名 ／Course |
International Financial MarketsB／International Financial MarketsB | ||||||||||
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時間割コード ／Course Code |
E1G10014_E1 | ||||||||||
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開講所属 ／Course Offered by |
経済学部／Faculty of Economics | ||||||||||
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ターム・学期 ／Term・Semester |
2025年度／Academic Year 第4クォーター／4Q | ||||||||||
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曜限 ／Day, Period |
月／Mon 3 | ||||||||||
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開講区分 ／Semester offered |
第4クォーター／4Q | ||||||||||
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単位数 ／Credits |
1.0 | ||||||||||
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学年 ／Year |
2,3,4 | ||||||||||
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主担当教員 ／Main Instructor |
Nabil Maghrebi／Nabil Maghrebi | ||||||||||
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科目区分 ／Course Group |
_ | ||||||||||
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授業形態 ／Lecture Form |
講義 | ||||||||||
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教室 ／Classroom |
西３号館２０８（研究室４）／西３号館２０８（研究室４） | ||||||||||
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開講形態 ／Course Format |
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ディプロマポリシー情報 ／Diploma Policy |
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教員名 ／Instructor |
教員所属名 ／Affiliation |
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| Nabil Maghrebi／Nabil Maghrebi | 経済学部（教員） |
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授業の概要・ねらい ／Course Aims |
This course on international financial markets -B is the second part of a set of lectures aimed at examining complex issues related to the structure and functioning of financial markets and their reaction to new information. It focuses also on asset pricing based on the trade-off between risk and return, and the onset of international financial and credit crises. The analytical approach based on historical data is used to examine the behavior of market prices and their relationship with theoretical values. Students are required to apply the theoretical knowledge gained in International Financial Markets -A to understand the impact of news on financial markets. The empirical analysis is based on trading data from financial and economic databases. Thus, the objective of this second part is to acquire the analytical skills and critical thinking abilities needed for investment decisions, firm valuation, and asset pricing, and other issues related to financial markets. |
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到達目標 ／Course Objectives |
Students are expected to make significant efforts toward the active acquisition of the body of knowledge and analytical skills needed for the development of problem-solvers by pursuing the following objectives: 1. development of the ability to select the appropriate analytical methods in finance, and understand the impact of new information on asset pricing in international financial markets 2. construction of critical perspectives on pricing efficiency, and the relation between theoretical prices and market prices 3. the improvement of multilingual communication skills required for significant interactions in multicultural environments |
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成績評価の方法・基準 ／Grading Policies/Criteria |
Problem Sets and Reports 50% Class Participation: 25% Assessment Tests: 25% Please note that the grading policy above provides a defined set of guidelines for individual student evaluation, which may be subject to change depending on the collective performances of students. |
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教科書 ／Textbook |
Course materials are not drawn from a single textbook and the books cited below are recommended for further reading and reference only. Other materials are drawn from financial and economic databases including Thomson Reuters Eikon Datastream, and from the empirical results of personal research. |
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参考書・参考文献 ／Reference Book |
Quantitative Methods for Business, Management and Finance, Louise Swift and Sally Piff, Red Globe Press, 4th Edition, 2014 The Econometrics of Financial Markets, Campbell, John Y., Andrew W. Lo, and Craig A. MacKinlay, 2nd Edition, Princeton University Press, 2012 |
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履修上の注意 ・メッセージ ／Notice for Students |
Please note that this series of lectures will be conducted in English. 本授業科目は英語で行われます。 |
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履修する上で必要な事項 ／Prerequisite |
The introductory course on "Foundations of Finance" is a prerequisite for undertaking courses on "International Financial Markets -B". Knowledge of essential principles in microeconomics, macroeconomics, and statistics will be useful as well. 本授業科目を履修する条件は”Foundations of Finance”単位が取得済みである。 |
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履修を推奨する関連科目 ／Related Courses |
It is preferable to undertake "International Financial Markets -A” before “International Financial Markets -B”. Students interested in the integrated programs on "Corporate Analysis and Evaluation" and "Global Business and Economy" are required or advised to undertake "Foundations of Finance" prior to registration to this course. |
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授業時間外学修についての指示 ／Instructions for studying outside class hours |
Students are required to review the contents of previous lectures, and solve the assigned problem-sets, which serve to improve the level of knowledge and understanding in finance. Individual readings and group discussions of news and reports related to finance are strongly recommended. |
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その他連絡事項 ／Other messages |
None 特になし |
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授業理解を深める方法 ／How to deepen your understanding of classes |
To gain useful knowledge and understanding, students are encouraged to develop the critical thinking abilities by raising questions and making inquiries about the pricing of ris in international financial markets. |
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オフィスアワー ／Office Hours |
Monday 12:30-13:00 Faculty of Economics Maghrebi Research Office 425 月曜12時30分‐13時00分 経済学部 西3号館 マグレビ425研究室 |
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科目ナンバリング ／Course Numbering |
E07062E91001G212，E07062E91001A212 |
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実務経験 ／Practical Experience |
無 |
| No. | 回（日時） ／Time (date and time) |
主題と位置付け ／Subjects and position in the whole course |
学習方法と内容 ／Methods and contents |
備考（担当） ／Notes |
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| 1 | 1回目 | Overview of analytical methods in finance | ||
| 2 | 2回目 | Empirical tests of market efficiency | ||
| 3 | 3回目 | Distributional properties of market returns | ||
| 4 | 4回目 | Review and assessement test | ||
| 5 | 5回目 | Market volatility and systematic risk measurement | ||
| 6 | 6回目 | Market reaction to new information | ||
| 7 | 7回目 | Review and assessement test | ||
| 8 | 8回目 | Final review |