Touching address finally by head of Europol leading investigation (8)
I believe the answer is:
research
'investigation' is the definition.
(research is a kind of investigation)
'touching address finally by head of europol leading' is the wordplay.
'touching address finally' becomes 'res' (I can't explain this - if you can you should give a lot more credence to this answer).
'by' means one lot of letters go next to another.
'head of' suggests taking the first letters.
'leading' becomes 'arch' (e.g. in arch-enemy).
The first letter of 'europol' is 'e'.
'res'+'e'+'arch'='RESEARCH'
(Other definitions for research that I've seen before include "Investigation designed to expand knowledge" , "Fact-finding" , "What may make you a doctor" , "Scientific investigation" , "Thoroughly investigate" .)