Institute for Advanced Studies (IHS)
Biographical Information
- Degrees
1993: Mag. rer.soc.oec. at Vienna University of Economics and Business Administration
1997: Dr. rer.soc.oec. at Vienna University of Economics and Business Administration
2003: Universitäts-Dozent at Vienna University of Technology - Current Position
Research economist, Department of Economics and Finance, IHS
Research Interests
Financial Economics, Econometrics
Current Research (selection)
"The Economic Role of Jumps and Recovery Rates in the Market for Corporate Default Risk", with P. Schneider and T. Veza
Publications (selection)
- "Asset Pricing Under Asymmetric Information", with C. Haefke, Central European Journal of Operations Research, 2000, Vol. 8, 143 - 161.
- "Adaptive Erwartungsbildung und Finanzmarktdynamik", with T. Dangl, E. Dockner, A. Gaunersdorfer, A. Pfister and G. Strobl, Zeitschrift für betriebswirtschaftliche Forschung, 2001, Vol. 53, 339 - 365.
- "Okun's Law: Does the Austrian Unemployment - GDP Relationship exhibit Structural Breaks?", Empirical Economics, 2001, Vol. 26, pp. 553 - 564.