ABSTRACT
This chapter is intended to help the reader carry out an empirical modern financial economics or econometrics project. The chapter recommends relevant on-line information and literature on research in financialmarkets and financial time series. Some commonly used econometrics software packages for time series analysis are introduced. We feel that perfection of an empirical study can only be achieved against a wider background of the business environment, market operations and institutional roles, and by frequently upgrading the knowledge base. To this end, the coverage of this chapter is extended to include major monetary and financial institutions, international organisations, stock exchanges and option and futures exchanges, and professional associations and learned societies. Most materials are in the form of websites, which can be accessed almost instantly from anywhere in the world. In doing so, this chapter not only endows the reader with various tools and information for empirical research, but also prompts and/or reminds the researcher of the factors and players to be considered in the research.
