Veröffentlichungen

Publikationen

• 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, 12^th 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, 8^th 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 Bd. 7, Hrsg. Gonschorrek/Hoffmeister, 2007.
• Kiermeier, M.M. (2006): Finanzierung: in Ganzheitliches Management Bd. 4, Hrsg. Gonschorrek/Hoffmeister, 2006.
• Kiermeier, M.M. (2001): Swapspread Estimation, Researchschrift des Fixed Income Departments, Sal. Oppenheim.
• Kiermeier, M.M. (2000): Kreditrisikomodelle, Researchschrift der Risikosteuerung der DG-Bank.
• Kiermeier, M.M. (1998): Essays on Wavelet Analysis and the Arbitrage Pricing Theory, PHD-Schrift des European University Institutes, Florenz, Italien.
• Teilnahmen an Konferenzen und Präsentation von eigenem 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 2023: Global Polytechnic Summit, GPEA 2023, UtahTech, St. Geoge
• Juni 2019: Digitalization - Fintech, Polytechnique Summit University of Wisconsin, Menomonie, WI, USA
• Dez. 2018: Conference on Computational and Financial Econometrics CFE2018, Pisa, Italien
• Dez. 2014: Conference on Computational and Financial Econometrics CFE 2014, Pisa, Italien
• Dez. 2013: Conference on Computational and Financial Econometrics CFE 2013, London, England
• Dez. 2012: Conference on Computational and Financial Econometrics CFE 2012, Oviedo, Spanien
• Nov. 2012: European Asset Management Conference 2012, Frankfurt
• Mai 2012: Forecasting Financial Markets 2012, Marseille, Frankreich
• Jan. 2012: BVI: Facts for Funds 2012, Frankfurt
• Mai 2011: Forecasting Financial Markets 2011, Marseille, Frankreich
• Mai 2011: European Asset Management Conference 2011, Frankfurt
• Mai 2010: European Asset Management Conference 2010, Frankfurt
• Dez. 2001: Workshop für quantitative Finanzmarktforschung, Universität Köln (Swapspread-Estimation)
• Aug. 1997: Zentrum für Europäische Wirtschaftsforschung (Wavelets and the Forward Rate Anomaly)
• Nov. 1996: Finance Seminar, Stern Business School New York (APT)
• Aug. 1996: European Econometric Association, Istanbul 1996 (APT)
• Okt. 1995, März 1996: Econometrics Research Workshop, Florence (APT)