[Economics] Applied Econometrics of Foreign Exchange Markets


General information

Course name Applied Econometrics of Foreign Exchange Markets
Course type Lecture
Course code 41370
Course coordinator Prof. Dr. Stefan Reitz
Faculty Faculty of Business, Economics and Social Sciences
Examination office http://www.wiso.uni-kiel.de/de/studium/pruefungsamt
Short summary The course introduces into empirical analysis of modern exchange rate economics. After providing an introduction to RATS programming important concepts of exchange rate economics such as purchasing power parity, uncovered interest parity, ARCH effect in FX returns are econometrically tested using data from various sources. At the end of this practitioners' course participants will be able to derive empirical results from their own econometric programs.

Information about study level

Study level Master
Also possible for  

Information about credit points, evaluation and frequency

Evaluation Project presentation
Frequency Summer term

Information about teaching language

Teaching language English
Minimum language requirement B1
Further Information on the teaching language Sound knowledge of English (B2 – C2)

Information about requirements

Recommended  requirements  

Information about course content, reading list and additional information

Course content Practice of testing and estimating international finance concepts
Reading list OLAT
Additional Information OLAT