Doktoranden
1999-2002
Gunter Fischer | Alumni | Venture Capital Officer at European Investment Fund, Luxembourg |
Education |
1999-2002 Postgraduate Research Programme "Capital Markets and Finance in the Enlarged Europe", European University Viadrina, Frankfurt (Oder) 1997-1998 Master's Degree in Economics, ESC Reims, Reims Business School, France 1994-1999 Master's Degree in Business Administration (BWL), European University Viadrina, Frankfurt (Oder) |
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Conferences | May 2001: Conference of the Poznan University of Economics, Lubniewice, Poland | |
Publications |
In Search of Value - An Analysis of the Valuation of German High-Tech Stocks, FINANZ BETRIEB, November 2001, Pg. 610-618 The Valuation of Stocks on the German 'Neuer Markt' in 1999 and 2000, FINANZ BETRIEB 2001 |
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Basarab Gogoneata | Alumni | |
Education |
Postgraduate Research Programme "Capital Markets and Finance in the Enlarged Europe", European University Viadrina, Frankfurt (Oder) 1998-1999 Master's Degree, Academy of Business Economics, Bucharest, Romania 1994-1998 Diplom, Academy of Business Economics, Bucharest, Romania |
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Vasyl Golosnoy | Alumni | Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität zu Kiel |
Education |
1999-2002 Postgraduate Research Programme Capital Markets and Finance in the Enlarged Europe, European University Viadrina, Frankfurt (Oder) 1998 European University Viadrina, Frankfurt (Oder) 1994-1999 Saporoshye State University, Ukraine |
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Publications |
Should a Portfolio Investor Follow or Neglect Regime Changes?, with Wolfgang Schmid, Working Paper Series 13/2003. Revision Policy for the Two Assets Global Minimum Variance Portfolio, Working Paper Series 19/2003. Natural Shrinkage for the Optimal Portfolio Weights, Working Paper Series 6/2004. |
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Research Interests |
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Cristina Tudor | Alumni | Deutsche Bank, Frankfurt / Main |
Education |
1999 - 2002 Postgraduate Research Programme "Capital Markets and Finance in the Enlarged Europe", European University Viadrina, Frankfurt (Oder) 1995 - 1999 The Academy of Economic Studies, Bucharest, Romania; The Faculty of Economic Studies in Foreign Language; Bachelor's Degree in Business Administration |
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Conferences | September 2001 International Summer School in Economics “Financial Markets, Investment and Growth in Europe”, Workshop on “The Econometrics of Financial Markets”, University Tor Vergata, Rome, Italy | |
Research Interests |
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2000 - 2003
Szymon Bielecki | Alumni | Chair of European Studies at the Poznan University of Economics, Poznan, Polen |
Education |
2000-2003 Postgraduate Research Programme "Capital Markets and Finance in the Enlarged Europe", European University Viadrina, Frankfurt (Oder) 1998-1999 Diplom-Kaufmann, Europäische Wirtschaftshochschule Berlin, Deutschland 1994-1998 Diplom im Außenhandel, Wirtschaftsuniversität, Poznan, Polen |
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Publications | Exchange Market Pressure and Official Interventions: Evidence from Poland, Working Paper Series 12/2003 | |
Research Interests |
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Olena Havrylchyk | Alumni | Center of Prospective Studies and Internatonal Information, Paris, France |
Education |
2000-2003 Postgraduate Research Programme "Capital Markets and Finance in the Enlarged Europe", European University Viadrina, Frankfurt (Oder) 1995-2000 Master's Degree in Finance, Department of Economics, Ivan Franko National University of Lviv, Lviv, Ukraine |
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Conferences |
December 2003: Tor Vergata Conference on Banking and Finance, Rome, Italy November 2003: 4th International Conference on Money Investment & Risk, The Nottingham Trent University, United Kingdom August 2003: Workshop on Banking and Finance in an Integrating Europe, De Nederlandsche Bank and Utrecht School of Economics, Netherlands June 2003: 24th SUERF Colloquium on Stability and Efficiency of Financial Markets in Central and Eastern Europe, Bank of Estonia May 2003: Second Annual Conference of European Economics and Finance Society "European Integration: Real and Financial Aspects", University of Bologna, Italy August 2001: Oslo Summer School in Comparative Social Science Studies, Oslo, Norway |
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Publications |
Consolidation of the Polish Banking Sector: Consequences for the Banking Institutions and the Public, Economic Systems. Efficiency of the Polish Banking Industry: Foreign vs. National Banks, Working Paper Series No. 21/2003, Journal of Banking and Finance. The Role of Banks in the Transmission of Monetary Policy Shocks in a Transition Country: Case of Poland, with Emilia Jurzyk. Foreign Acquisitions and Industry Wealth Effects of Privatisation: Evidence from the Polish Banking Industry, with Martin T. Bohl and Dirk Schiereck, Working Paper Series 11/2004. |
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Research Interests |
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Emilia Jurzyk | Alumni | LICOS Centre for the Transition Economics at the K.U. Leuven, Belgium |
Education |
2000-2003 Postgraduate Research Programme "Capital Markets and Finance in the Enlarged Europe", European University Viadrina, Frankfurt (Oder) 1995-1999 University of Economics, Wroclaw, Poland; First-class honors Master's Degree at the Faculty of International Economics |
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Conferences |
December 2003: Tor Vergata Conference on Banking and Finance, Rome, Italy November 2003: 4th International Conference on Money Investment & Risk, The Nottingham Trent University, United Kingdom September 2003: 5th ETSG Conference, Madrid, Spain June 2003: ZEI Summer School on Monetary Theory and Policy, Bonn, Germany |
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Publications |
The Role of Banks in the Transmission of Monetary Policy Shocks in a Transition Country: Case of Poland, with Olena Havrylchyk Does the fixed exchange rate regime enhance trade? Evidence from the Caribbean and Central American economies |
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Research Interests |
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Laurentiu Mihailescu | Alumni | Treasury Risk Management, European Bank for Reconstruction and Development, London, United Kingdom |
Education |
2000-2003 Postgraduate Research Programme "Capital Markets and Finance in the Enlarged Europe", European University Viadrina, Frankfurt (Oder) 1998-2000 Central European University Budapest, Hungary, Master of Arts Degree in Economics. Majors: Macroeconomics and International Economics 1993-1997 Academy of Economic Studies, Bucharest, Romania, Bachelor's Degree in Business Administration |
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Publications |
A Comparison of Several Procedures for Estimating Value-at-Risk in Mature and Emerging Markets, Working Paper Series 15/2002. A Sequential Method for the Evaluation of the VaR Model Based on the Run between Exceedances, Allgemeines Statistisches Archiv, 2004. |
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Research Interests |
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Andrey Nekludov | Education |
2000 - 2003 Postgraduate Research Programme "Capital Markets and Finance in the Enlarged Europe", European University Viadrina, Frankfurt (Oder) 1995 - 2000Zaporoshe State University, Zaporoshe, Ukraine |
Research Interests |
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Tomas Oeltze | Alumni | Steuerabteilung, PricewaterhouseCoopers, Berlin, Deutschland |
Education |
2000-2003 Postgraduate Research Programme "Capital Markets and Finance in the Enlarged Europe", European University Viadrina, Frankfurt (Oder) 1995-2000 Diplom-Kaufmann, Europa-Universität Viadrina, Frankfurt (Oder), |
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Research Interests |
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Przemyslaw Sliwa | Alumni | Credit Risk Manager, Credit Risk Management Departament, Deutsche Bank, London, United Kingdom |
Education |
2000-2003 Postgraduate Research Programme "Capital Markets and Finance in the Enlarged Europe", European University Viadrina, Frankfurt (Oder) 1996-2000 Diplom-Kaufmann, European University Viadrina, Frankfurt (Oder) |
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Conferences | October 2002: German Statistical Association, Konstanz, Germany | |
Publications |
Monitoring the Cross-Covariances of Multivariate Time Series, with Wolfgang Schmid, Metrika, 2004. Surveillance of the Covariance Matrix of Multivariate Nonlinear Time Series, with Wolfgang Schmid, Statistics. |
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Research Interests |
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Dobromir Tzotchev | Alumni | Deutsche Bank, London, United Kingdom |
Education |
2000-2003 Postgraduate Research Programme "Capital Markets and Finance in the Enlarged Europe", European University Viadrina, Frankfurt (Oder) 1998-2000 Central European University Budapest, Hungary 1993-1997 Varna University of Economics, Bulgaria |
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Conferences | August 2003: Statistische Woche 2003, Potsdam, Germany | |
Publications | Sequential Monitoring of the Parameters of a One-Factor Cox-Ingersoll-Ross Model, with Wolfgang Schmid, Sequential Analysis, 2004. | |
Research Interests |
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Denitsa Vigenina | Alumni | German Agency for Technical Cooperation (GTZ), Frankfurt am Main |
Education |
2000-2003 Postgraduate Research Programme "Capital Markets and Finance in the Enlarged Europe", European University Viadrina, Frankfurt (Oder) 1995-2000 M.A. International Economic Relations. Major: International Economics, International Trade, Marketing, University of National and World Economy, Sofia, Bulgaria |
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Publications |
The Individual Micro-Lending Contracts: Is it a Better Design than Joint Liability?, Economic Systems, Volume 28, Issue 2, 155-176, June 2004. Building Credit and Savings Associations Networks in Rural Areas. Comparative Study, with Michael Roth and Lise Duval, Deutsche Gesellschaft fuer Technische Zusammenarbeit (GTZ), 2004. Group Lending Reconsidered: The Experience of Georgia and Russia, Department of Economics, European University Viadrina (mimeo.). Key Factors of Joint-Liability Loan Contracts: An Empirical Analysis, with Alexander S. Kritikos, Working Papers Series 13/2002, Kyklos. |
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Research Interests |
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Svitlana Voronkova | Alumni |
Erasmus Coordinator, Lecturer, School of Business Studies, Trinity College Dublin, Dublin, Ireland |
Education |
2003-2005 Research Associate, Manchester Metropolitan University, Manchester, United Kingdom 2000-2003 Postgraduate Research Programme "Capital Markets and Finance in the Enlarged Europe", European University Viadrina, Frankfurt (Oder) 1995-2000 Master's Degree in Finance, Department of Economics, Ivan Franko National University of Lviv, Lviv, Ukraine |
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Conferences |
May - June 2004: 4th Annual Conference of the Viessmann Research Centre on Modern Europe at Laurier: "New Frontiers for Europe", Lisbon, Portugal May 2004: 3rd CIEF Conference on "Pension Funds Risk", Lisbon, Portugal March 2004: Midwest Finance Association, Annual Meeting 2004, Chicago, USA January 2004: Workshop at Trinity College Dublin, Ireland December 2003: Gutmann Symposium on Capital Market Based Pension Systems, Vienna, Austria November 2003: 4th Annual Conference of International Economics and Finance Society on "Finance in the International Economy", London, United Kingdom June 2003: 10th Global Finance Conference, European Business School, Frankfurt/Main, Germany June 2003: "Symposium on International Equity Market Integration", Dublin, Ireland May 2003: Workshop for Ph.D. Students, Poznan University of Economics, Poland May 2003: Second Annual Conference of European Economics and Finance Society "European Integration: Real and Financial Aspects", University of Bologna, Italy May 2003: Workshop at the Chair of Econometrics, University of Lódz, Poland June 2002: Workshop, Gdansk Institute for Market Economics, Poland May 2002: Conference at Poznan University of Economics "Young Economists and European Integration", Poland March 2002: Spring School "Techniques of Time Series Econometrics", Higher Education Support Program, Budapest, Hungary and Ivan Franko National University of Lviv, Ukraine September 2001: Summer School "Finance and Stochastics", University of Barcelona, Spain June - August 2000: Summer Semester on Economic Theory, Center for Economic Research and Graduate Education, Charles University, Prague, Czech Republic |
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Publications |
Price Limits on a Call Auction Market: Evidence from the Warsaw Stock Exchange, with Harald Henke, International Review of Economics and Finance. Instability in Long-Run Relationships: Evidence on the Central European Emerging Stock Markets, International Review of Financial Analysis. Institutional Traders' Behavior in an Emerging Stock Market: Empirical Evidence on Polish Pension Fund Investors, with Martin T. Bohl, Journal of Business Finance and Accounting. |
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Research Interests |
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2001 - 2004
Jedrzej Bialkowski | Alumni | Senior Lecturer in Finance, College of Business and Economics, University of Canterbury, New Zealand |
Education |
2001-2004 Postgraduate Research Programme "Capital Markets and Finance in the Enlarged Europe", European University Viadrina, Frankfurt (Oder) 1996-2001 Warsaw University, Poland, The Faculty of Maths and Computer Sciences |
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Conferences |
July 2004: 3rd International Conference of the Portuguese Finance Network, Lisbon, Portugal June - July 2004: European Financial Management Association, Basel, Switzerland May 2004: 3rd Annual Conference of the European Economics and Finance Society "European Integration and World Economy", Gdansk, Poland November 2003: 4th International Conference on Money Investment & Risk, The Nottingham Trent University, United Kingdom October 2003: 3rd Annual Conference of the Viessmann Research Centre on Modern Europe at Laurier: "Bridges and Borders: What Unites and Divides Europe", Waterloo, Canada September 2003: Trzydziesta Druga Ogolnopolska Konferencja Naukowo-Szkoleniowa Zastosowan Matematyki (32nd National Scientific and Training Conference on Maths Applications), Zakopane, Poland May 2003: Second Annual Conference of the European Economics and Finance Society "European Integration: Real and Financial Aspects", University of Bologna, Italy July 2000: Modelling Week in Lund, organised by the European Consortium by Mathematics in Industry (ECMI) at Lund University, Sweden |
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Publications |
Political Orientation of Government and Stock Market Returns, with Jedrzej Bialkowski and Katrin Gottschalk, Working Paper Series 9/2006. Stock Market Volatility around National Elections, with Jedrzej Bialkowski, Katrin Gottschalk, Working Paper Series 2/2006. On pricing of forward and futures contracts on zero coupon bonds in the Cox-Ingersoll-Ross model, with Jacek Jakubowski, Contemporary Mathematics. Channel Estimation and Co-Channel Interference Cancellation in Mobile Communications, with Bogliardi, Cronquist, Horn, and Ketelaars, Proceedings of the ECMI Modelling Week 2000. Modeling Returns on Stock indices for Western and Central European Stock Exchanges - a Markov Switching approach, South-Eastern Europe Journal of Economics. The Test of Market Efficiency and Index Arbitrage Profitability on Emerging Polish Stock and Futures Index Markets, with Jacek Jakubowski, Working Paper Series 24/2003. Testing for Financial Spillovers in Calm and Turmoil Periods, with Martin T. Bohl and Dobromil Serwa, Working Paper Series 3/2004, Quarterly Review of Economics and Finance. The individual stocks arbitrage: Evidence from emerging Polish market, with Jacek Jakubowski, Working Paper Series 9/2004. Financial Contagion, Spillovers, and Causality in the Markov Switching Framework, with Dobromil Serwa, Quantitative Finance. |
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Research Interests |
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Taras Bodnar | Alumni | Gastprofessur, Universität Cottbus |
Education |
2001-2004 Postgraduate Research Programme "Capital Markets and Finance in the Enlarged Europe", European University Viadrina, Frankfurt (Oder) 1996-2001 Master of Mathematics, Ivan Franko State University, Lviv, Ukraine. |
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Conferences |
August 2004: Summer School in Econometrics, University of Oxford, UK June / July 2004: European Financial Management Association, Basel, Switzerland March 2004: Karlsruher Stochastik-Tage 2004 German Open Conference on Probability and Statistics, Karlsruhe, Germany March 2004: Midwest Finance Association, Annual Meeting 2004, Chicago, USA November 2003: 4th Annual Conference of International Economics and Finance Society on "Finance in the International Economy", London, UK |
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Publications |
Sample Efficient Frontier in Multivariate Conditionally Heteroscedastic Elliptical Models, with Taras Zabolotskyy, Working Paper Series 10/2007, under revision in Statistics. An Exact Test on Structural Changes in the Weights of the Global Minimum Variance Portfolio, Working Paper Series 4/2007, to appear in Quantitative Finance. Econometrical Analysis of the Sample Efficient Frontier, with Wolfgang Schmid, Working Paper Series 10/2006, to appear in Europaen Journal of Finance. Statistical Inference of the Efficient Frontier under Autocorrelated Asset Returns, with Taras Zabolotskyy and Wolfgang Schmid, Working Paper Series 8/2006, to appear in Statistical Papers. Mean-Variance Portfolio Analysis under Parameter Uncertainty, with Wolfgang Schmid, Working Paper Series 5/2006. A Test for the Weights of the Global Minimum Variance Portfolio in an Elliptical Model, with Wolfgang Schmid, Working Paper Series 2/2004, Metrika, 2008. The Distribution of the Global Minimum Variance Estimator in Elliptical Models, with Wolfgang Schmid, Working Paper Series 22/2003, Statistics, 2007. |
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Research Interests |
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Piotr Korczak | Alumni | University of Bristol, Bristol, UK |
Education |
October 2003 - July 2004 Cass Business School, City University, London, United Kingdom Visiting Doctoral Fellow, research supervised by Prof. Kate Phylaktis 2001-2004 Postgraduate Research Programme Capital Markets and Finance in the Enlarged Europe, European University Viadrina, Frankfurt (Oder) 1997-2001 University of Economics, Poznan, Poland, Management Department |
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Conferences |
August 2004: 2004 European Finance Association Annual Meeting, Maastricht March 2004: 53rd Annual Meeting of the Midwest Finance Association, Chicago, Illinois July 2003: Accounting and Finance in Transition: European and Asian Experiences and Public Policy Considerations, University of Greenwich, London June 2003: 24th SUERF Colloquium on Stability and Efficiency of Financial Markets in Central and Eastern Europe, Tallinn, Estonia |
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Publications |
Price Discovery Process in International Cross-Listings: Evidence from US-Listed British and French Companies, with Kate Phylaktis, March 2004 Institutional Investors and the Information Content of Earnings Announcements: The Case of Poland, with Amir Tavakkol, January 2004, Economic Systems. Return Performance and Liquidity of Cross-Listed Central European Stocks, with Martin T. Bohl, May 2003, Working Paper Series 18/2002, Emerging Markets Review. |
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Research Interests |
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Dobromil Serwa | Alumni | Warsaw School of Economics |
Education |
2001-2004 Postgraduate Research Programme "Capital Markets and Finance in the Enlarged Europe", European University Viadrina, Frankfurt (Oder) 1996-2001 Warsaw School of Economics, Poland |
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Conferences |
June 2005: Global Finance Conference 2005, Trinity College Dublin, Ireland July 2004: 3rd International Conference of the Portuguese Finance Network, Lisbon, Portugal December 2003: MACROMODELS International Conference, Warsaw, Poland October 2003: 3rd Annual Conference of the Viessmann Research Centre on Modern Europe at Laurier: "Bridges und Borders: What Unites and Divides Europe", Waterloo, Canada June 2003: "Symposium on International Equity Market Integration", Business School, Trinity College Dublin, Ireland May 2003: European Economics and Finance Society Conference, Bologna, Italy May 2003: Workshop at the Chair of Econometrics, University of Lódz, Poland March 2003: Workshop, Warsaw School of Economics, Warsaw, Poland |
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Publications |
Forecasting the Exchange Rate. The Model of Excess Return Rate on Foreign Investment, with Michal Rubaszek, Bank i Kredyt Financial Contagion Vulnerability: A Comparison of European Capital Markets, with Martin T. Bohl, Working Paper Series 5/2003, Economic Systems. Intra-, and Inter-Regional Spillovers Between Emerging Capital Markets Around the World, with Bartosz Gebka, Working Paper Series 23/2003, Research in International Business and Finance. Testing for Financial Spillovers in Calm and Turmoil Periods, with Jedrzej Bialkowski and Martin T. Bohl, Working Paper Series 3/2004, Quarterly Review of Economics and Finance. Do Emerging Financial Markets React to Monetary Policy Announcements? Evidence form Poland, Working Paper Series 5/2004, Applied Financial Economics. Are Financial Spillovers Stable Across Regimes? Evidence from the 1997 Asian Crisis, with Bartosz Gebka, Working Paper Series 7/2004, Journal of International Financial Markets, Institutions & Money. Financial Contagion, Spillovers, and Causality in the Markov Switching Framework with Jedrzej Bialkowski, Working Paper Series 10/2004, Quantitative Finance. |
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Research Interests |
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Tomasz Wisniewski | Alumni | Lecturer in Finance at University of Leicester |
Education |
Januar - März 2004 Visiting Research Fellow, Waikato School of Management, Hamilton, New Zealand 2001-2004 Postgraduate Research Programme "Capital Markets and Finance in the Enlarged Europe", European University Viadrina, Frankfurt (Oder) 2000-2001 London School of Economics and Political Science 1998-2000 University of Hull, Honours degree in Economics 1997-1998 University of Leicester, Completed first year of BSc. in Economics and Business Economics. |
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Conferences |
June 2004: International Conference on Emerging Markets and Global Risk Management, Centre for Study of Emerging Markets, Westminster Business School, London, UK January 2004: 8th Meeting of the New Zealand Finance Colloquium, Hamilton, New Zealand October 2003: 3rd Annual Conference of the Viessmann Research Centre on Modern Europe at Laurier: "Bridges und Borders: What Unites and Divides Europe", Waterloo, Canada June 2003: 10th Global Finance Conference at the European Business School, Frankfurt/Main, Germany October 2002: Invest2002, Szklarska Poreba, Poland |
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Publications |
Political Orientation of Government and Stock Market Returns, with Jedrzej Bialkowski and Katrin Gottschalk, Working Paper Series 9/2006. Stock Market Volatility around National Elections, with Jedrzej Bialkowski, Katrin Gottschalk, Working Paper Series 2/2006. Reexamination of the Link Between Insider Trading and Price Efficiency, Economic Systems. The Information Content of Registered Insider Trading Under Lax Law Enforcement, with Martin T. Bohl, International Review of Law and Economics. The Impact of Regulatory Change on Insider Trading Profitability: Some Early Evidence from New Zealand, with Aaron Gilbert and Alireza Tourani-Rad, in: M. Hirschey, K. John and A.K. Makhija, Eds., Corporate Governance: A Global Perspective, Advances in Financial Economics, Vol. 11, Elsevier, Amsterdam. The Relationship between Insider Trading and Volume-Induced Return Autocorrelation, with Aaron Gilbert and Alireza Tourani-Rad, Finance Letters. Insiders and the Law: The Impact of Regulatory Change on Insider Trading, with Aaron Gilbert and Alireza Tourani-Rad, Management International Review. Do Insiders Crowd Out Analysts? with Aaron Gilbert and Alireza Tourani-Rad, Finance Research Letters. Insiders' Market Timing and Real Activity: Evidence from an Emerging Market, in: S. Motamen-Samadian, Hrsg., Risk Management in Emerging Markets (3), Palgrave Macmillan, New York. |
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Research Interests |
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2002 - 2005
Adriana Korczak | Alumni | Cass Business School, City University, London, United Kingdom |
Education |
2002 - 2005 Postgraduate Research Programme Capital Markets and Finance in the Enlarged Europe, European University Viadrina, Frankfurt (Oder) 1997 - 2002 University of Economics, Poznan, Poland |
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Conferences |
October 2004: 'Transition Economies' EMG/ESRC Workshop in collaboration with EBRD, Cass Business School, London, UK June 2004: International Conference on Emerging Markets and Global Risk Management, Centre for Study of Emerging Markets, Westminster Business School, London, UK May - June 2004: 4th Annual Conference of the Viessmann Research Centre on Modern Europe at Laurier: "New Frontiers for Europe", Lissabon, Portugal February 2004: Finance Workshop, European Business School, Oestrich-Winkel, Germany |
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Publications |
Is the close bank-firm relationship indeed beneficial in Germany?, with Martin T. Bohl, September 2004, Working Paper Series 20/2004 Managerial Ownership and Informativeness of Accounting Numbers in a European Emerging Market, January 2004, Working Paper Series 8/2004 |
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Research Interests |
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Roman Kozhan | Alumni | Warwick Business School, The University of Warwick, Coventry, United Kingdom |
Education |
2002-2005 Postgraduate Research Programme "Capital Markets and Finance in the Enlarged Europe", European University Viadrina, Frankfurt (Oder) 1997-2002 Master of Mathematics, Ivan Franko State Universität Lviv, Ukraine. Majors: Mathematics, Financial and Insurance Mathematics |
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Conferences |
August 2005: 20th Annual European Economic Association Congress 2005, Amsterdam, Netherlands March 2004: Karlsruher Stochastik-Tage 2004 German Open Conference on Probability and Statistics, Karlsruhe, Deutschland |
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Publications |
Multiple Priors and No-Transaction Region, Working Paper Series 4/2006. Investment Decisions with Distorted Probability and Transaction Costs, with Wolfgang Schmid, Working Paper Series 3/2006. Optimal Investment Decisions with Exponential Utility Function, with Wolfgang Schmid, Working Paper Series 2/2005. |
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Research Interests |
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Rozalia Pal | Alumni | Macroeconomic Research, PR & International Relations, UniCredit Romania, Bucharest, Romania |
Education |
2002-2005 Postgraduate Research Programme "Capital Markets and Finance in the Enlarged Europe", European University Viadrina, Frankfurt (Oder) 2000-2002 Professional Programme in Applied Economics, postgraduate programme prepared in co-operation with the University of Pittsburgh, the Institute for Advanced Studies in Vienna and the University of Technology in Vienna - Academia Istropolitana Nova, Svaty Jur, Slovakia 1996-2000 BA in Economics, West University of Timisoara, Timisoara, Romania |
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Conferences |
June 2006: Summer Workshop - Institute of Economics, Hungarian, Academy of Sciences, Budapest, Hungary October 2005: Financial Management Association - Annual Meeting 2005 , Chicago, Illinois, USA September 2005: International Conference on Finance, Finance Research Unit, University of Copenhagen, Denmark June 2005: FMA European Conference and Doctoral student seminar, Siena, Italy March 2005: Midwest Finance Association's 54 Annual Meeting, Milwaukee, Wisconsin, USA February 2005: Finance-Workshop, Europa-Universität Viadrina, Frankfurt (Oder), Deutschland October 2004: Universitätsübergreifendes Doktorandenseminar des HVB-Stiftungsfonds, Frankfurt (Oder), Deutschland September 2004: Lisbon Conference on Money and Finance, Lisbon, Portugal February 2004: Finance-Workshop, European Business School, Oestrich-Winkel, Germany |
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Publications |
Discount or Premium? New Evidence on Corporate Diversification of UK Firms, with Martin T. Bohl, September 2004, Working Paper Series 15/2004. Institutional Investors and Stock Market Efficiency: The Case of the January Anomaly, with Martin T. Bohl, Harald Henke and Rozália Pál, Working Paper Series 6/2006. Financing Constraints and Firms' Cash Policy in the Euro Area, with Annalisa Ferrando, ECB Working Paper No. 642 |
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Research Interests |
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2003 - 2006
Oleg Badunenko | Alumni | Junior-Professur, Universität zu Köln |
Education |
2003-2007 Postgraduate Research Programme "Capital Markets and Finance in the Enlarged Europe", European University Viadrina, Frankfurt (Oder) 1997-2003 University "Kyiv-Mohyla Academy", Ukraine |
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Conferences |
November / December 2006: Macroeconometric Workshop, DIW, Berlin September 2006: Comparative Analysis of Enterprise (Micro) Data, Chicago, USA September 2005: "Conferences and Summer Schools", Verein für Socialpolitik, Bonn, Germany June / July 2005: Ninth European Workshop on Efficiency and Productivity Analysis, Brüssel, Belgien April 2005: Spring Meeting of Young Economists, Genf, Schweiz April 2005: International Industrial Organization Conference, Atlanta, USA März 2005: Royal Economic Society Conference, Nottingham, UK |
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Publications |
Technological change and transition: relative contributions to worldwide growth during the 1990's, with Daniel J. Henderson and Valentin Zelenyuk. Allocative efficiency measurement revisited - Do we really need input prices?, with Michael Fritsch and Andreas Stephan, Working Paper Series 7/2006. What determines technical efficiency of firms? Evidence from a representative panel of German manufacturing firms, with Michael Fritsch and Andreas Stephan. Performance of German chemistry industry during the 1990's, with Andreas Stephan. |
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Research Interests |
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Katrin Gottschalk | Alumni | School of Business, Auckland University of Technology, New Zealand |
Education |
2003-2006 Postgraduate Research Programme "Capital Markets and Finance in the Enlarged Europe", European University Viadrina, Frankfurt (Oder) 2000-2003 Eberhard-Karls-Universität Tübingen, Germany / Strasbourg Graduate School of Management, France 1999-2000 Universidade Federal Fluminense (UFF), Niterói, Brazil 1997-1999 Eberhard-Karls-Universität Tübingen,Germany |
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Conferences |
October 2005: Financial Management Association (FMA) Annual Meeting, in Salt Lake City September 2005: International Conference on Finance, Copenhagen, Denmark June 2005: 12th Global Finance Conference, Dublin, Ireland April 2005: Xth Spring Meeting of Young Economists, Geneva, Switzerland April 2005: Semi-Annual Conference of Eastern German Doctoral Candidates, Leipzig, Germany (Universitätsübergreifendes Doktorandenseminar des HVB-Stiftungsfonds) February 2005: Finance Workshop, European University Viadrina, Frankfurt (Oder), Germany October 2004: Semi-Annual Conference of Eastern German Doctoral Candidates, Frankfurt (Oder), Germany (Universitätsübergreifendes Doktorandenseminar des HVB-Stiftungsfonds) August 2004: Royal Economic Society's Summer School in Econometrics on "Financial Econometrics: Realised Variation", Oxford, United Kingdom May - June 2004: 4th Annual Conference of the Viessmann Research Centre on Modern Europe at Laurier: "New Frontiers for Europe", Lisbon, Portugal |
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Publications |
International Evidence on the Democrat Premium and the Presidential Cycle Effect, with Martin T. Bohl, September 2004, WPS 21/2004, North American Journal of Economics and Finance. Steht der deutsche Aktienmarkt unter politischem Einfluss?, with Martin T. Bohl, FINANZ BETRIEB, Heft 7-8, Juli 2005, S. 517-523. Wetter- und Politikeffekte als neue Aktienmarktanomalien, with Martin T. Bohl, WISU - das Wirtschaftsstudium, 6/2005, S. 811-816. Political Orientation of Government and Stock Market Returns, with Jedrzej Bialkowski and Tomasz Piotr Wisniewski, Working Paper Series 9/2006. Institutional Investors and Stock Market Efficiency: The Case of the January Anomaly, with Martin T. Bohl, Harald Henke and Rozália Pál, Working Paper Series 6/2006. Stock Market Volatility around National Elections, with Jedrzej Bialkowski, and Tomasz Piotr Wisniewski, Working Paper Series 2/2006. |
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Research Interests |
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Joanna Hopa | Alumni | |
Education |
2003-2006 Postgraduate Research Programme 'Capital Markets and Finance in the Enlarged Europe', European University Viadrina, Frankfurt (Oder) 2002-2003 Research on the PhD-Thesis: 'Business Process Outsourcing (BPO) in Finance and Accounting' 1991-1997 Diplom-Kauffrau in Business Administration with distinction, University of Paderborn, NRW, Germany |
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Professional Experience | 1997-2001 Arthur Andersen Wirtschaftsprüfungsgesellschaft, Steuerberatungsgesellschaft mbH, Hannover and Munich, Germany Mergers and acquisitions, in addition to audits, primarily for international clients |
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Research Interests |
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Oleksandr Talavera | Alumni | Senior Lecturer, University of East Anglia, Norwich, UK |
Education |
2003 - 2004 Postgraduate Research Programme "Capital Markets and Finance in the Enlarged Europe", European University Viadrina, Frankfurt (Oder) 2001-2003 Boston College, Chestnut Hill, MA, USA - M.A. in Economics, May 2003 1999-2001 EERC Program, National University “Kyiv-Mohyla Academy”, Ukraine - M. A. Economics, June 2001 1999 National University “Ostroh Academy”, Ukraine - B. A. Economics, June 1999 |
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Experience |
German Institute for Economic Research (DIW), Berlin, Germany (January 2004 – 2007) Intern, Department of Innovation, Manufacturing and Serivces (Worked on the effects of macroeconomic uncertainty on leverage of US non-financial firms) Center for European Economic Research (ZEW), Mannheim, Germany (June 2003 – August 2003) - Guest Researcher (Developed theoretical model of Foreign Direct Investments spillovers and tested it empirically) Academic Technology Services, Boston College, MA, USA (June 2002 – May 2003) - Graduate Statistic Consultant (Maintained Virtual Data Center – repository of economic and social science databases (DOTs, DRI, IFS, WDI); Analyzed data using Stata, SAS, SPSS, served as team leader for graduate research and statistics assistants; Managed analytical software installation and deployment of over 3,000 new faculty and staff computers) Department of Economics, Boston College, MA, USA (September 2001 – May 2002) - Research Assistant for Professor Christopher F. Baum (Created web-pages for Stata Textbook Examples: “Introductory Econometrics: A Modern Approach” (1st and 2d eds.) by Jeffrey Wooldridge; Worked as teaching assistant in “Financial Derivatives” and “Econometrics” classes) Corporate Finance Department, Kinto Investments & Securities, Kiev, Ukraine (June 2000 – April 2001) - Analyst (Created and analyzed business plans for companies in telecommunication, internet and food industries) |
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Conferences |
September 2004: Verein für Socialpolitik, Dresden, Germany August 2004: ESEM, Madrid, Spain July 2004: Portuguese Finance Network, Lisbon, Portugal April 2004: Spring Meeting of Young Economists, Warsaw, Poland April 2004: 2nd German Stata Users' Meeting, Berlin, Germany March 2003: North American Stata Users' Meeting, Boston, USA |
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Publications |
Macroeconomic Uncertainty and Bank Lending: The Case of Ukraine, with Andriy Tsapin and Oleksandr Zholud, Working Paper Series 2/2007. Corporate Debt Maturity Choice in a Transition Economy, Andreas Stephan, with Andriy Tsapin, Working Paper Series 1/2007. The Effects of Regional and Industry-Wide FDI Spillovers on Export of Ukrainian Firms, ZEW Discussion Paper, Mannheim (2003): with Stefan Lutz and Sang-Min Park. The Effects of Self-Perception on Students' Mathematics and Science Achievement in 36 countries, North American Stata Users' Group Meeting, 2003 , Stata Users Group (2003): with Ce Shen. Do Ukrainian Firms Benefit from FDI? ZEI Working paper No. B04-2003, ZEW Discussion Paper No. 03-05, Bonn - Mannheim (2003): with Stefan Lutz. The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms, Boston College Working Paper No. 552 (2002): with Christopher F. Baum, Mustafa Caglayan and Neslihan Ozkan. Macroeconomic Uncertainty and Firm Leverage, with Christopher F. Baum and Andreas Stephan, Working Paper Series 19/2004. |
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Research Interests |
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2004 - 2007
Tseveen Gantumur | Alumni | |
Education |
2004-2007 Postgraduate Research Programme Capital Markets and Finance in the Enlarged Europe, European University Viadrina, Frankfurt (Oder) 1997-2003 B.A. and M.A. in Economics, Humboldt University, Berlin 1992-1996 B.Sc. in Physics, National University of Mongolia, Mongolia |
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Experiences |
2007 - now Research Fellow at ESMT Competition Analysis GmbH, Berlin 2001-2003 Research Assistant at Institute Competitiveness and Industrial Change, Social Science Research Center Berlin (WZB) |
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Conferences |
October 2007: Jahrestagung des Vereins für Sozialpolitik, München September 2007: Conference of the European Association for Research in Industrial Economics (EARIE), Valencia, Spain June 2007: Conference on the Economics of ITC, Paris April 2007: International Industrial Organization Conference (IIOC), Savannah, USA |
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Publications |
Mergers & Acquisitions and Innovation Performance in the Telecommunications Equipment Industry, with Andreas Stephan, Working Paper Series 5/2007, DIW Discussion Paper Series 728, HU - SFB Discussion Paper Series 649, CESIS Working Paper Series 111. Analysing the Relationship between Regulation and Investment in the Telecom Sector, with Friederiszick, H., M. Grajek and L.-H. Röller (2007). ESMT White Paper. Railway Alliances in EC Long-Distance Passenger Transport: A Competitive Assessment Post-Liberalization 2010, with Friederiszick, H., J. Jayaraman, L.-H. Röller, and J. Weinmann (2008). ESMT White Paper. |
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Research Interests |
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Taras Zabolotskyy | Alumni | Research Assistant at the Department of Statistics, European University Viadrina, Frankfurt (Oder) |
Education |
2004-2007 Postgraduate Research Programme Capital Markets and Finance in the Enlarged Europe, European University Viadrina, Frankfurt (Oder) 1999-2004 Study of Statistics, Lviv Ivan Franko University, Ukraine |
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Conferences | March 2006 Frankfurter Stochastik -Tage 2006, Frankfurt / Main, Germany | |
Publications |
Sample Efficient Frontier in Multivariate Conditionally Heteroscedastic Elliptical Models, with Taras Bodnar, Working Paper Series 10/2007, under revision in Statistics, 2008. On the Existence of Unbiased Estimators for the Portfolio Weights, with Wolfgang Schmid, Working Paper Series 3/2007, AStA - Advances in Stastical Analysis, 92, 29-34, 2007. Statistical Inference of the Efficient Frontier under Autocorrelated Asset Returns, with Taras Bodnar and Wolfgang Schmid, Working Paper Series 8/2006, to appear in Statistical Papers, 2008. |
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Research Interests |
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2005 - 2008
Iryna Okhrin | Education |
2005-2008 Postgraduate Research Programme Capital Markets and Finance in the Enlarged Europe, European University Viadrina, Frankfurt (Oder) 2005 Master of Statistics, Ivan Franko State University, Lviv, Ukraine. 2004 Bachelor of Mathematics, Ivan Franko State University, Lviv, Ukraine. |
Conferences |
September 2007: Statistische Woche in Kiel, Deutschland November 2006: Workshop on Financial Surveillance, Göteborg, Schweden |
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Publications |
New Characteristics for Portfolio Surveillance, forthcoming in Statistics: A Journal of Theoretical and Applied Statistics (with V. Golosnoy and W. Schmid) On the Application of SPC in Finance (2009), Frontiers in Statistical Quality Control 9, in press (with V. Golosnoy, S. Ragulin, and W. Schmid). Sequential Monitoring of Optimal Portfolio Weights (2007), in M. Frisén (editor) Financial Surveillance, Wiley (with V. Golosnoy and W. Schmid). Portfolio selection based on the internal yield requirement (2005), 7-th international workshop for young mathematicians: Applied Mathematics (Conference proceedings), - Cracow, Polen, p.131-149 (with O. Okhrin and Ya. Yeleyko). Criterion of Shortest Distence Between Informative Cubes in Multicriterion Multiaimed Models (2004), Applied Statistic. Acturial and Financial Materials. #1-2 (with Ya. Yeleyko). Estimation Model of Effectiveness of Interbank Operations (2004), Postcommunist Economics During Globalisation (Conference materials). – Lviv (with O. Okhrin). |
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Research Interests |
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2006 - 2009
Igor Bartkowiak | Education |
2006-2009 Postgraduate Research Programme Capital Markets and Finance in the Enlarged Europe, European University Viadrina, Frankfurt (Oder) 1999-2005 Study of Economics, European University Viadrina, Frankfurt (Oder) |
Conferences |
April 2009 - July 2009 Research Visit at the Manchester Metropolitan University Business School February 2007 - May 2007 Research Visit at the Manchester Metropolitan University Business School |
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Publications |
Innovationspolitik in Großbritannien, mit Andreas Stephan, in: "Innovationspolitik: Wie kann Deutschland von anderen lernen", Frank Gerlach und Astrid Ziegler, Schüren Verlag 2007. Was zeichnet erfolgreiche Automobilzulieferer aus – mehr als nur hohe Rentabilität?, Working Paper Series 11/2007. |
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Research Interests |
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Sergiy Ragulin | Education |
2006 - 2009 Postgraduate Research Programme Capital Markets and Finance in the Enlarged Europe, European University Viadrina, Frankfurt (Oder) 2003-2006 Diploma in Business Administration, Majors: Banking and Finance, Business Informatics, Statstics and Econometrics, European University Viadrina, Frankfurt (Oder) 1999-2003 Diploma in Corporate Management, Donetsk State Academy of Management, Ukraine 1995-1999 Diploma in Automation Systems of Technological Production, Donetsk Polytechnic School, Ukraine |
Publications |
Multivariate CUSUM Chart: Properties and Enhancements, with V.Golosnoy, W.Schmid, submitted for publication, 2007. On the Application of SPC in Finance, with Vasyl Golosnoy, Sergiy Ragulin, and Wolfgang Schmid, submitted for publication, 2007. |
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Research Interests |
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Jens Schmidt-Ehmcke | Alumni | Research Assistant, DIW, Berlin |
Education |
2006-2008 Postgraduate Research Programme Capital Markets and Finance in the Enlarged Europe, European University Viadrina, Frankfurt (Oder) 1999-2004 Study of Economics, Freie Universität, Berlin |
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Conferences |
September 2008: Verein für Socialpolitik, Graz September 2008: EARIE 2008, Toulouse June 2007: Applied Econometrics Association 96th International Conference, Patent & Innovation Econometrics Studies, Strasbourg |
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Publications |
Technology Portfolio and Market Value, DIW-Discussion Paper 780, 2008. |
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Research Interests |
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Andriy Tsapin | Education |
2006 - 2009 Postgraduate Research Programme Capital Markets and Finance in the Enlarged Europe, European University Viadrina, Frankfurt (Oder) 2002 - 2003 The National University "Ostroh Academy", Ukraine 1999 - 2000 The National University "Ostroh Academy", Ukraine |
Conferences |
April 2008: SMYE, Lille October 2007: Verein für Sociapolitik, München June 2007: 1st Annual Meeting of the Portugese Economic Journal, Ponta Delgada December 2006: EERC, Moskow |
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Publications |
Why do Firms Switch Their Main Bank? Theory and Evidence from Ukraine, Andreas Stephan, Andriy Tsapin, Oleksandr Talavera, No. 1/2009. Persistence and Determinants of Firm Profit in Emerging Markets, with Andres Stepan, Applied Economics Quarterly, 2008. Profit Persistence in a Transition Economy, forthcoming. Macroeconomic Uncertainty and Bank Lending: The Case of Ukraine, with Oleksandr Talavera, and Oleksandr Zholud, No. 2/2007. Corporate Debt Maturity Choice in a Transition Economy, with Andreas Stephan and Oleksandr Talavera, No. 1/2007. |
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Svitlana Zabolotska | Education |
2006-2009 Postgraduate Research Programme Capital Markets and Finance in the Enlarged Europe, European University Viadrina, Frankfurt (Oder) 1999-2004 Department of Mathematics, Lviv National University, Ukraine |
Conferences |
March 2008: 8th German Open Conference on Probability and Statistics ("Aachener Stochastik-Tage") |
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Publications |
Surveillance of the Risk Behaviour of a Time Dependent Process, with Wolfgang Schmid. |