Chicago econ is way more prestigious if you want to stay in academia.
And if you want to go to industry, having a phd in econ or finance will not matter much.
Plus, you can always take classes accordingly and choose your professors accordingly. And you will be able to work with finance professors as an econ student.
I can also say that the selection process for that joint program is not that tough. If you are good enough to stay in the econ program, and if you show enough interests, you can always get in. You will have more serious problems in the first year.
So all in all, I would say pick chicago econ.