Publications

Publications Prof. Dr. Kiermeier

Publications

Kiermeier, M.M. (2023): "Quantitative Methods in Business Administration: Financial Performance of ESG-strategies" in: Proceedings of the 2023 Global Polytechnic Summit, Utah Tech University, St. George, Utah, USA, doi.org/10.36898/001c.84857

Kiermeier, M.M. (2018): “Wavelet Analysis and Directors` Dealings” in: Book of Abstracts, CFE-CMStatistics 2018, 12th International Conference on Computational and Financial Econometrics, ISBN 978-9963-2227-5-9 2018 – Ecosta Econometrics and Statistics

Kiermeier, M.M. (2018): “Empirical Support for fundamental, factor models explaining major capital markets using Wavelet Analysis” in Wavelet Theory and Its Applications, ISBN 978-953-51-6030-4.

Kiermeier, M.M. (2014): "Wavelet Analysis and the Credit Spread Puzzle" in: Book of Abstracts, CFE-ERCIM 2014, 8th International Conference on Computational and Financial Econometrics, ISBN: 978-84-937822-4-5, - Ecosta Econometrics and Statistics.

Kiermeier, M.M. (2014): "Wavelet Analysis and the Forward Premium Anomaly" in Wavelet Applications in Economics and Finance, Vol. 20, 131-142, Ed. Semmler, W., Gallegati, M., Springer Verlag.

Kiermeier, M.M. (2014): Essay on Wavelet Analysis and the European Term Structure of Interes Rates, Business and Economic Horizons, Vol. 9, No. 4, doi:10.15208/beh.2013.19

Kiermeier, M.M. (2012): Essay on Wavelet Analysis and the Forward Premium Analysis“, Conference Proceedings: Forecasting Financial Markets 2012

Kiermeier, M.M. (2011): Essay on Wavelet Analysis and the Term Structure of Interest Rates“, Conference Proceedings: Forecasting Financial Markets 2011

Kiermeier, M.M. (2009): Finanzmarktkrise, Querschnitt h_da.

Kiermeier, M.M. (2007): Value Controlling: in Ganzheitliches Management No. 7, eds. Gonschorrek/Hoffmeister, 2007.

Kiermeier, M.M. (2006): Finanzierung: in Ganzheitliches Management No. 4, eds. Gonschorrek/Hoffmeister, 2006.

Kiermeier, M.M. (2001): Swapspread Estimation, Research Publication of Fixed Income Department, Sal. Oppenheim.

Kiermeier, M.M. (2000): Kreditrisikomodelle, Research Publication for Risk Management, DG Bank, Frankfurt.

Kiermeier, M.M. (1998): Essays on Wavelet Analysis and the Arbitrage Pricing Theory, PHD-Thesis of European University Institute, Florence, Italy.

Conference Participation including presentation of own research:

Dec 2024: Computational and Financial Econometrics CFE-CMStatistics: Wavelet Analysis and the Financial Performance of ESG-Strategies

Oct 2024: Women in Statistics: Wavelet Analysis and the Financial Performance of ESG-Strategies

June 2019: Digitalization - Fintech, Polytechnique Summit University of Wisconsin, Menomonie, WI, US

Dec. 2018: Conference on Computational and Financial Econometrics CFE 2018, Pisa, Italy

Oct. 2017: Wavelet Analysis and Factor Models in Finance, Workshop Research Cluster Applied Information Technology, Darmstadt, Germany

July 2017: Online Communication for Fintechs, Techquartier, Frankfurt, Germany

Dec. 2014: Conference on Computational and Financial Econometrics CFE 2014, Pisa, Italy

Dec. 2013: Conference on Computational and Financial Econometrics CFE 2013, London, UK

Dec. 2012: Conference on Computational and Financial Econometrics CFE 2012, Oviedo, Spain

Nov. 2012: European Asset Management Conference 2012, Frankfurt, Germany

May 2012: Forecasting Financial Markets 2012, Marseilles, France

Jan. 2012: BVI: Facts for Funds 2012, Frankfurt, Germany

May 2011: Forecasting Financial Markets 2011, Marseilles, France

May 2011: European Asset Management Conference 2011, Frankfurt, Germany

May 2010: European Asset Management Conference 2010, Frankfurt, Germany

Dec. 2001: Workshop for Quantitative Financial Market Analysis, University of Cologne

Aug. 1997: Zentrum fuer Europaeische Wirtschaftsforschung

Nov. 1996: Finance Seminar, Stern Business School, New York

Aug. 1996: EEA, Istanbul, Turkey

Oct. 1995, March 1996: Econometrics Research Workshop, Florence


Contact

Prof. Dr. Michaela Kiermeier
Prof. Dr. Michaela Kiermeier

Communication Office: F01, 415

+49.6151.533-69242
michaela.kiermeier@h-da.de

Educational Area
Finanzmanagement

1

Consultation
Vereinbarung per email

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