Brooks' Introductory Econometrics for Finance

Weblinks

Sources of data used in this book:

I am grateful to the following organisations, who all kindly agreed to allow their data to be used as examples in this book and for the data to be placed on this web site:

http://www.bls.gov - Bureau of Labor Statistics.

http://www.federalreserve.gov - Federal Reserve Board.

http://research.stlouisfed.org/fred2 - Federal Reserve Bank of St. Louis.

http://www.nationwide.co.uk - Nationwide.

http://www.oanda.com/convert/fxhistory - Oanda.

http://finance.yahoo.com - Yahoo! Finance.

The following web sites contain lists of journals in finance or links to finance journals:

http://www.cob.ohio-state.edu/dept/fin/overview.htm - the Virtual Finance Library, with good links and a list of finance journals.

http://www.helsinki.fi/WebEc/journals.html - provides a list of journals in the economics area, including finance, plus a number of finance-related resources.

http://www.people.hbs.edu/pgompers/finjourn.htm - provides a list of links to finance journals.

http://www.numa.com/ref/journals.htm - the Numa directory of derivatives journals - lots of useful links and contacts for academic and especially practitioner journals on derivatives.

Almost all universities around the world now make copies of their discussion papers available electronically. A few examples from finance departments, and from central banks, are as follows:

http://fic.wharton.upenn.edu/fic/papers.html - Wharton Financial Institutions Center.

http://haas.berkeley.edu/finance/WP/rpf.html - University of California at Berkeley.

http://www.icmacentre.ac.uk/index.php?id=180 - ICMA Centre, University of Reading, of course!

US Federal Reserve Banks and the Bank of England:

http://www.bankofengland.co.uk/index.htm - Bank of England - containing their working papers, news and discussion.

http://www.frbatlanta.org/ - Federal Reserve Bank of Atlanta - including information on economic and research data and publications.

http://www.chicagofed.org/ - Federal Reserve Bank of Chicago - including interest data and useful links.

http://www.dallasfed.org/ - Federal Reserve Bank of Dallas - including macroeconomic, interest rate, monetary and bank data.

http://www.federalreserve.gov/pubs/ifdp/ - Federal Reserve Board of Governors International Finance Discussion Papers.

http://www.ny.frb.org/research/ - Federal Reserve Bank of New York.

International bodies:

http://dsbb.imf.org/ - the International Monetary Fund (IMF) - including working papers, forecasts, and IMF primary commodity price series.

http://www.worldbank.org/html/dec/Publications/Workpapers/domfincapmkts.html - World Bank working papers in finance.

http://www.oecd.org/eco/wp/onlinewp.htm - Organisation for Economic Cooperation and Development (OECD) working paper series, searchable.

Miscellaneous:

http://www.nber.org - National Bureau of Economic Research (NBER) - huge database of discussion papers and links including data sources.

http://econpapers.repec.org/ Econpapers (formerly WoPEc) - huge database of working papers in areas of economics, including finance.

http://ideas.uqam.ca/ - IDEAS - a bibliographic database for economics, reportedly including over 500,000 searchable items.

http://www.ssrn.com - The Social Science Research Network - a huge and rapidly growing searchable database of working papers and the abstracts of published papers.

http://www.devinit.org/findev/papers.htm - Finance and Development Research Program - interesting research output and links on various issues in finance, but especially relating to developing countries, such as banking crises, regulation, etc.