Chair of Empirical Finance and Econometrics

Research Projects

Global Equity Market Co-movement during crisis Periods

Times of financial turmoil and uncertainty occur with notable regularity. Affected markets generally witness an increase both in the co-movement of their returns and in their volatility levels. This research project employs a dynamic parameter for the modelling of the closeness between a global sample of countries to demonstrate the evolution of global equity market linkages over time.

Market Co-movements

Investment Factor Timing with Neural Networks

The working paper is currently available at SSRN: https://www.zeppelin-university.com/chairs/oekono/

Investment_Factor_Timing

Zombie Companies

The working paper is currently available at SSRN: 

https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3625473

Zombies

No Model No Cry

The working paper is available at SSRN: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3644295

Haas_Peter
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