Financial Data Analysis 2600-IBPFDA
1/ Data sources in financial analysis: public (WB, IMF, BIS, ECB, etc.) versus private and hand-collected; Simple analysis of financial data with application of Global Financial Development Database: summary descriptive statistics, correlation matrix
2/ Analysis of links between efficiency – risks – competitition / market structure:
- dimensions of efficiency, risks and competition / market structure
- panel data modeling; the use of qualitative data in financial analysis – application of such data in econometric models, interaction terms analysis.
Type of course
Course coordinators
Assessment criteria
Projects:
1. Up to 3 small projects (up to 50 % of grade) in teams
2. One big project (50 % -70% of grade) in teams
Project includes: written report and/or presentation and dis-cussion.
Bibliography
Global financial development database (available at the World Bank web page) and working papers related with it
https://www.worldbank.org/en/publication/gfdr/data/global-financial-development-database
https://www.worldbank.org/en/publication/gfdr/data/financial-structure-database’
Thorsten Beck, Aslı Demirgüç-Kunt, and Ross Levine, "Financial Institutions and Markets across Countries and over Time: Data and Analysis", World Bank Policy Re-search Working Paper 4943, May 2009.
Martin Čihák, Aslı Demirgüç-Kunt, Erik Feyen, and Ross Levine, “Benchmarking Financial Development around the World”, World Bank Policy Research Working Paper 6175, August 2012.
Other materials, e.g. links to example regulatory standards, research papers (if necessary) shall be delivered during laboratories.
Additional information
Additional information (registration calendar, class conductors, localization and schedules of classes), might be available in the USOSweb system: