3704666: Research Methods in International Financial Services

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Semester:SS 14
Scheduled in semester:2
Semester Hours per Week / Contact Hours:46.5 L / 35.0 h
Self-directed study time:115.0 h

Module coordination/Lecturers


Doctoral degree programme in Business Economics (01.09.2008)


Research Methods in International Financial Services can be very different, depending on the specific research area of Banking, Finance and Taxation. This module description is developed for a student with a need for advanced methods in econometrics. For students with different needs appropriate courses will be choosen and credited.

  • Principles of Estimation and Testing
  • Limited Dependent Variable Methods
  • Longitudinal Data Models
  • Stationary Time Series Models
  • Stochastic Trends and Co-Integration

Lecture Goals

The module "Research Methods in International Financial Services " aims at deepening the students' competences regarding knowledge in their research design.

  • This course should help - based on research methods offered on the master's level - to apply advanced econometric research methods, currently used by the research community.
  • This course helps the student to independently develop a research concept for specific research questions.
  • This course helps students to discuss methodological issues with colleagues working in the same area.

Learning Outcomes

Students will be able to:

  • Have an advanced overview of econometric principles for cross-sectional, panel, and time-series data sets.
  • Apply econometric techniques in the area of microeconomics, macroeconomics and finance.


Lectures Method

Lecture and self-study; presentation and paper by students is possible.

Admission Requirements



Required Reading:

  • Copeland, T.E., Weston, J.F., Shastri , K. (2005), Financial Theory and Corporate Policy. Boston: Pearson Addison Wesley.
  • Cochrane, J. (2001). Asset Pricing. Princeton: Princeton University Press.
  • Specific articles and books on Econometrics.

Exam Modalities

The students will be assessed in this module through:

  • Written exam or presentation and paper (about 4000 - 5000 words)