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Lehrstuhl für Empirische Kapitalmarktforschung & Ökonometrie

Momentane Forschungsprojekte

Global Equity Market Co-movement during crisis Periods

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(Financial) Crises occur, unfortunately, frequently. Moreover, it appears that Equity Markets around the world co-move with increasing strength while crisis periods. 


A current research project at the chair tries to find statistical evidence for exactly this phenomon. A working paper will be soon available.


Market Co-movements

Investment Factor Timing with Neural Networks

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The working paper is currently available at SSRN: https://www.zeppelin-university.com/chairs/oekono/index.php

Investment_Factor_Timing

Zombie Companies

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The working paper is currently available at SSRN: 

https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3625473

Zombies

No Model No Cry

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The working paper is available at SSRN: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3644295

Haas_Peter