Back to selection
79105-01 - Course: Macro Finance Across Borders (3 CP)
| Semester | spring semester 2026 |
| Course frequency | Once only |
| Lecturers | |
| Content | The course will utilize the asset pricing approach to exchange rates, in particular the analysis of currency risk premia, to understand the functioning of international financial markets more broadly, including their relationship to the global macroeconomy, international trade, financial market structure, cross-country capital flows, etc. The first half of the course will review some of the recent empirical evidence on the behaviour of currency risk premia, while the second half will explore and evaluate some of the theoretical and quantitative models that have been developed to reconcile the patterns of risk premia with other asset prices and macroeconomic quantities. |
| Bibliography | tba |
| Comments | The course is taught by Prof. Nick Roussanov from the University of Pennsylvania. |
| Admission requirements | tba |
| Course application | The number of participants is limited and priority will be given to SFI PhD students. To apply for this course, please email your CV, a one-page motivation letter, and your current grade transcript to Aline Lingg (aline.lingg@unibas.ch) by May 29, 2026. Applies to everyone: Enrolment = Registration for the course and the assignment! |
| Language of instruction | English |
| Use of digital media | No specific media used |
| Interval | Weekday | Time | Room |
|---|---|---|---|
| täglich | See individual dates | ||
Dates
| Date | Time | Room |
|---|---|---|
| Monday 15.06.2026 | 08.00-18.00 | Wirtschaftswissenschaftliche Fakultät, Seminarraum S14 HG.32 |
| Tuesday 16.06.2026 | 08.00-18.00 | Wirtschaftswissenschaftliche Fakultät, Seminarraum S14 HG.32 |
| Wednesday 17.06.2026 | 08.00-18.00 | Wirtschaftswissenschaftliche Fakultät, Seminarraum S14 HG.32 |
| Modules |
Modul: Fachlich-methodische Ausbildung (PhD subject: Business and Economics) Modul: Fachlich-methodische Weiterbildung (Doctoral Studies - Faculty of Business and Economics (start of studies before 01.02.2024)) |
| Assessment format | record of achievement |
| Assessment details | Assessment: Term paper |
| Assessment registration/deregistration | Reg.: course registr.; dereg.: Office of the Dean of Studies |
| Repeat examination | no repeat examination |
| Scale | Pass / Fail |
| Repeated registration | no repetition |
| Responsible faculty | Faculty of Business and Economics , studiendekanat-wwz@unibas.ch |
| Offered by | Faculty of Business and Economics |