Dr. Karin Stürmer
Alfred-Weber-Institute for Economics
personal homepage: https://stuermer.science/karin/
Applied Macroeconometrics, Financial Econometrics, Volatility and Correlation Modeling
PhD in Economics, Heidelberg University, 2015
Diploma Economics, Heidelberg University, 2011
Diploma Mathematics, Heidelberg University, 2010
Visiting student, Lund University, Sweden, 2007
- 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.