Chair of Empirical Finance and Econometrics

Research Projects

Global Equity Market Co-movement during crisis Periods

(Financial) Crises occur, unfortunately, frequently. Moreover, it appears that Equity Markets around the world co-move with increasing strength while crisis periods. 

A current research project at the chair tries to find statistical evidence for exactly this phenomon. A working paper will be soon available.

Market Co-movements

Investment Factor Timing with Neural Networks

The working paper is currently available at SSRN:


Zombie Companies

The working paper is currently available at SSRN:


No Model No Cry

The working paper is available at SSRN:

Time to decide

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