Empirical methods to evaluate financial regulation

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19/04/2017 - 20/04/2017

Location

Florence

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Level

Advanced, Intermediate

Approach

Qualitative, Quantitative

Delivery mode

Residential

Course closed

This course will introduce participants to the scientific literature on the methodological aspects in empirical banking, in particular in the empirical methods to evaluate financial regulation.

Topics covered

Overview: Current empirical methods to evaluate regulatory policies
Techniques: Heteroskedastic Modelling, Duration Analysis and Applications, Matching, Difference-in-Difference, Event Studies and Applications, Elements of an Identification Strategy.

The course will present the relevant research methodologies used in empirical banking, with a special emphasis on intertemporal (e.g., duration analysis and event study) and cross-sectional methods (e.g., matching).

Steven Ongena

Professor of banking in the Department of Finance

University of Zurich

View Steven Ongena profile