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Hey I am looking for a good book about regression analysis in finance (e.g. credit risk). Could you recommend something? It would be great if this book will be connected with some programmic language like Python or R.

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I would recommend:

Brooks: Introductory Econometrics for Finance, 4th ed, which can be found on Amazon.

It features online resources with EViews, Stata, R, and Python software guides.

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  • $\begingroup$ I agree / econometrics by brooks is good for introductory level. $\endgroup$ – user28909 Apr 24 at 23:15

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