GRADUATE SCHOOL OF SOCIAL SCIENCES / BANKING AND FINANCE / BAF7109 - MICROSTRUCTURE OF BANKING MARKETS

GENERAL INFORMATION ABOUT THE COURSE

           
Course Code Semester   Course Type   Course Level   Course Language
     
  
Course Title Theoretical Practical ECTS
Turkish Name of the Course
Course Coordinator E Mail
Assistant Staff of the Course E Mail
Course Objective
Brief Content of the Course
Prerequisites

Course Objectives
 
Course Objectives 
11 : Students will be aware of canonical models in microstructure and how they can be adapted to study the effects of recent changes in market structures and trading technologies.
22 : Students will learn what the appropriate econometric models are to test the predictions of microstructure models, when and why particular models should be used for data analysis, and understand their relative advantages and drawbacks
33 : It will help them gain a deeper economic understanding of the determinants of liquidity and volatility in securities markets. It will further familiarize them with the econometric tools required to analyze high-frequency data. The ideal student is someone who intends to do research in this area.
 
Course Category
Course Category Percentage
Expertise /Field Courses