Veröffentlichungen_Kiermeier

Veröffentlichungen Prof. Dr. Kiermeier

Publikationen

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 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:

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)

 

 

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Kontakt

Prof. Dr. Michaela Kiermeier

Kommunikation Büro: F01, 415

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

Lehrgebiet
Finanzmanagement

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