Advanced financial data analysis 2600-MSdz2AFDAen
Characteristics of the Global Financial Development Database, Financial Structure Database and the International Financial Statistics database.
Select countries/regions to analyze in teams
Selection of topics for analysis, including: profitability, efficiency, risk, cashless and electronic payments
Preliminary analysis of selected countries and regions
Selecting a group for comparison
Analysis using principal components - measuring the degree of development of the financial sector and the structure of the financial sector
Preliminary analysis of the sample (using descriptive statistics, correlation matrix) of panel data
Panel regression analysis
Analytical work will be carried out using publicly available free GRETL software
Type of course
Mode
Learning outcomes
K_U01 – Student identifies determinants of phenomena covered by financial analysis, including entity-specific, industry-specific and macroeconomic factors
K_U02 – The student interprets the results of data analysis (initial analysis) and advanced analysis in the light of the literature on the subject
K_U03 – Student prepares an analysis and report on the analysis of financial data. This analysis is part of a team project. The results of the analysis are presented by the student orally (presentation) and in writing (analysis report)
K_K01 -The student is critical of the obtained analysis results in the light of available research results
Assessment criteria
Projects: Up to 3 projects in teams
Project includes: written report and/or presentation and discussion.
The attendance is obligatory, attendance list is checked at every class
Activity during classes
Quality of project work – written team work, presentations and oral presentations.
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 Research 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.
Choudry M. 2012 Introduction to banking. Wiley and Sons
Baltagi B.H., 2015. The Oxford Handbook of Panel Data. E Book accessibile in BUW
Greene, W.H., 2012. Econometric analysis. International Edition, Available in the library at the Faculty
JUSTIN DORAN; JANE BOURKE; ANN KIRBY. Introduction to Applied Econometrics Analysis Using Stata. Ireland: NuBooks, 2017.
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: