Dr. Karin Stürmer
Alfred-Weber-Institute for Economics
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.
Editor:
Email
Latest Revision:
2018-01-11