CV
Education
2016-2018: Doctor of Social and Economic Sciences, Vienna University of Economics and Business
Title: Essays on the Application, Refinement and Extension of Dynamic Connectedness Measures [Dissertation]
Supervisors: Dr. Harald Badinger & Dr. Jesus Crespo Cuaresma
2022-2023: Master of Science in Business Analytics, Johannes Kepler University
Title: R2 Decomposed Connectedness Measures and Multivariate Portfolios Techniques using DCC-GARCH
Supervisors: Teodoro D. Cocca & Stefan Pomberger
2015-2016: Master of Science in Economics, Johannes Kepler University
Title: Investigating European Currency Contagion and Exchange Rate Volatility Spillovers in Five Exchange Rate Regimes using DCC-GARCH-Copulas and Bayesian TVP-FAVAR [Master's Thesis]
Supervisors: Dr. Johann Burgstaller & Dr. Helga Wagner
2013-2015: Bachelor of Science in Social and Economics Sciences, Johannes Kepler University
Title: Empirical Nexus between Part-Time Jobs, Gross Domestic Product, Unemployment and Inflation: Evidence from 28 OECD-Countries using Random- & Fixed-Effects Panel Data Analysis
Supervisor: Dr. Mario Lackner
Conferences
2019
9th International Conference on Economics in Seville, Spain, January 23-25, 2019. Oil And Asset Classes Implied Volatilities: Dynamic Connectedness And Investment Strategies [Slides]
2018
12th International Conference On Computational And Financial Econometrics in Pisa, Italy, December 14-16, 2018. Refined Measures Of Dynamic Connectedness Based On Time-Varying Parameter Vector Autoregressions [Slides]
2017
27th International Conference of the International Trade & Finance Association in Poznan, Poland, May 31- June 3, 2017. European Currency Co-Movements And Contagion: Evidence From A Bayesian TVP- (Pseudo) FAVAR [Slides]
3rd International Conference in Applied Theory, Macro and Empirical Finance in Thessaloniki, Greece, April 21-22, 2017. “To Be Or Not To Be” A Member Of An Optimal Currency Area? Evidence From The ERM 1 Period [Slides]
Applied Economics · Applied Economics Letters · Economics Letters · Economic Modelling · Economic Papers · Emerging Markets Finance and Trade · Empirical Economics · Energies · Energy Economics · Energy Policy · Energy Reports · European Journal of Finance · Finance Research Letters · Financial Innovation · International Conference and Workshop on Database and Expert Systems Applications · International Journal of Emerging Markets · International Review of Economics & Finance · International Review of Environmental and Resource Economics · International Review of Financial Analysis · International Journal of Finance & Economics · Journal of Economic Studies · Journal of International Trade and Economic Development · Journal of Risk and Financial Management · North American Journal of Economics and Finance · Quarterly Review of Finance and Economics · PLoS ONE · Resources Policy · Scientific African