Finance and Econometrics

Financial economics analyses issues of valuation (how much should I pay for a particular stock), investments (how should I invest the money?), corporate finance and risk management. Econometrics provides a broad range of methodological tools to empirically evaluate research questions from economics and finance.

What are the research topics in this area?

The Finance and Econometrics group conducts research on the behaviour of agents in financial markets. In particular, we investigate investment decisions of individuals, households and firms. Furthermore, the group focuses on the development of modern statistical methods for the analysis of cross-sectional and time series data from various fields in economics. We use these methods to answer our research questions based on high-dimensional financial and macroeconomic data.

Why is the University of Konstanz particularly strong in this area?

Our group benefits from the outstanding availability of data and information technology that provides conditions for excellent research. The Finance and Econometrics group also profits from the interdisciplinary environment at the University of Konstanz. This leads to natural collaborations with e.g. the Department of Mathematics and Statistics and the Department of Computer and Information Science. These collaborations are particularly useful in developing methodological advances and in data analysis.

To what extent are the topics socially relevant?

Using evidence-based work, researchers of the Finance and Econometrics group contribute to a deeper understanding of the dynamics in financial markets and the real economy. These insights are helpful for analysing several socially relevant topics, such as causes of financial crises, regulations of financial markets as well as interdependencies of financial markets and the real economy.

How well is the group connected with the research community?

The working group Finance and Econometrics is part of the interdisciplinary Graduate School of Decision Sciences at the University of Konstanz. In addition, there are various connections to other universities and research institutions.

Members of the Finance and Econometrics group

Doctoral students