Dr. Karin Stürmer

Alfred-Weber-Institut  für Wirtschaftswissenschaften

E-Mail: Karin@Stuermer.Science

personal homepage: https://stuermer.science/karin/

RESEARCH INTERESTS

        Applied Macroeconometrics, Financial Econometrics, Volatility and Correlation Modeling

EDUCATION

        PhD in Economics, Heidelberg University, 2015

        Diploma Economics, Heidelberg University, 2011

        Diploma Mathematics, Heidelberg University, 2010

        Visiting student, Lund University, Sweden, 2007

PUBLICATIONS

• Conrad, C., and K. Loch (2015). "Anticipating long-term stock market volatility." Journal of Applied Econometrics, 30, 1090-1114.
• Conrad, C., and K. Loch (2015). "The variance risk premium and fundamental uncertainty." Economics Letters, 132, 56-60.
• Conrad, C., K. Loch, and D. Rittler (2014). "On the macroeconomic determinants of long-term volatilities and correlations in U.S. stock and crude oil markets." Journal of Empirical Finance, 29, 26-40.