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.