M.Sc. Marco Kerkemeier

Marco Kerkemeier Foto: M. Kerkemeier

E-Mail: marco.kerkemeier

Telefon: +49 2331 987-4641

Sprechzeiten: nach Absprache

Raum: Gebäude 7 (ESG) 2. OG, Raum A203

Kurzbiografie

Marco Kerkemeier trat im Januar 2021 als wissenschaftlicher Mitarbeiter und Doktorand dem Lehrstuhl bei. Zuvor hat er sein Bachelorstudium der Wirtschaftswissenschaften und seine beiden Masterstudiengänge „Betriebswirtschaftslehre“ und „International Economics and Management“ an der Universität Paderborn absolviert. Neben seinem Studium konnte er Erfahrungen als wissenschaftliche Hilfskraft und als Werkstudent im Assetmanagement sammeln. Darüber hinaus ist er CFA Level III Kandidat. Seine vorwiegenden Forschungsinteressen liegen im Bereich der Finanzmarktökonometrie.

Hauptaufgaben in der Lehre

  • Betreuung von Abschlussarbeiten und Seminaren
  • Grundlagen der Statistik
  • Vertiefung der Statistik
  • Zeitreihenanalyse und empirische Kapitalmarktforschung
  • Erstellung eines Open-Source R Programmierkurses

Studium & Ausbildung

Oktober 2014 – August 2017

Bachelor of Science, Wirtschaftswissenschaften, Universität Paderborn

Oktober 2017 – August 2020

Master of Science, Betriebswirtschaftslehre, Universität Paderborn

Master of Science, International Economics and Management, Universität Paderborn

Seit Januar 2021

Wissenschaftlicher Mitarbeiter und Doktorand am Lehrstuhl für Angewandte Statistik der FernUniversität in Hagen

Vorträge

"Co-explosiveness of corporate credit spreads"

  • 17th International Conference Computational and Financial Econometrics (CFE 2023), Berlin (18.12.2023)

"Regime-specific exchange rate predictability"

  • Statistical Week (2023), Dortmund (13.09.2023)
  • UA RuhrMetrics Seminar, Universität Hagen (23.08.2023)
  • 5th Quantitative Finance and Financial Econometrics International Conference (QFFE 2023), Marseille (08.06.2023)
  • 7th International Workshop on Financial Markets and Nonlinear Dynamics (FMND 2023), Paris (01.06.2023)
  • Brown bag seminar at the Center for Econometric and Statistical Analysis (CESA), Hagen (10.05.2023)
  • 16th International Conference Computational and Financial Econometrics (CFE 2022), London (18.12.2022, akzeptiert, aber krankheitsbedingt abgesagt)

“New stylized facts of financial exuberance periods”

  • 15th Annual Society for Financial Econometrics Conference (SoFiE 2023), Seoul (15.06.2023)
  • Financial Econometrics Conference to mark Stephen Taylor's Retirement, Lancaster (31.03.2023)
  • 28th Annual Meeting of the German Finance Association (DGF 2022), Marburg (01.10.2022)
  • 27th Forecasting Financial Markets Conference (FFM 2022), Mailand (30.06.2022)
  • 4th Quantitative Finance and Financial Econometrics International Conference (QFFE 2022), Marseille (17.06.2022)
  • 6th International Workshop on Financial Markets and Nonlinear Dynamics (FMND 2022), Paris (03.06.2022)
  • 29th Symposium of the Society for Nonlinear Dynamics & Econometrics (SNDE 2022), Florida (10.03.2022)
  • RCEA Conference on Recent Developments in Economics, Econometrics and Finance, The Rimini Centre for Economic Analysis, (05.03.2022)
  • 6th UA RuhrMetrics Seminar, Universität Duisburg-Essen (14.01.2022)
  • 15th International Conference Computational and Financial Econometrics (CFE 2021), London (19.12.2021)
  • Statistische Woche 2021, Kiel (14.09.2021)

"Join the club! Dynamics of global ESG indices convergence"

  • Workshop on Carbon Finance, FernUniversität in Hagen (09.03.2022)

„Programming in R – From Zero to Robo (Advisor) Hero”

  • R/Basel – A useR! regional event, Basel (21.07.2023)

Veröffentlichungen

  • Kerkemeier, M. & Kruse-Becher, R. (2022). ”Join the club! Dynamics of global ESG indices convergence”, in: Finance Research Letters, vol. 49, no. 103085, [WP, FRL]

Forschungsschwerpunkte

  • Finanzmarktökonometrie
  • Finanzmarktkrisen
  • Wechselkursprognose
  • Short biography

    Marco Kerkemeier has joined the Chair of Applied Statistics as a research assistant and Ph.D. student in January 2021. Previously, he completed his bachelor’s degree in business administration and economics and both his master’s studies “Business Administration” and “International Economics and Management” at Paderborn University. In addition to his studies, he gained practical experience as a scientific assistant and a working student in asset management. Furthermore, he is a CFA level III candidate. His main research interests are in the field of financial econometrics.

    Main tasks in teaching

    • Supervision of seminar, bachelor’s and master’s theses
    • Basic Statistics
    • Advanced Statistics
    • Time Series Analysis and Empirical Capital Markets Research
    • Development of an open-source R programming course

    Education

    Oktober 2014 – August 2017

    Bachelor of Science, Business Administration and Economics, Paderborn University

    Oktober 2017 – August 2020

    Master of Science, Business Administration, Paderborn University

    Master of Science, International Economics and Management, Paderborn University

    Seit Januar 2021

    Research assistant and Ph.D. student at the Chair of Applied Statistics at Hagen University

    Conference presentations

    "Co-explosiveness of corporate credit spreads"

    • 17th International Conference Computational and Financial Econometrics (CFE 2023), Berlin (18th December 2023)

    "Regime-specific exchange rate predictability"

    • Statistical Week (2023), Dortmund (13th September 2023)
    • UA RuhrMetrics Seminar, University of Hagen (23rd August 2023)
    • 5th Quantitative Finance and Financial Econometrics International Conference (QFFE 2023), Marseille (8th June 2023)
    • 7th International Workshop on Financial Markets and Nonlinear Dynamics (FMND 2023), Paris (1st June 2023)
    • Brown bag seminar at the Center for Econometric and Statistical Analysis (CESA), Hagen (10th ​​​​​May 2023)
    • 16th International Conference Computational and Financial Econometrics (CFE 2022), London (18th December 2022, accepted but cancelled due to illness)

    “New stylized facts of financial exuberance periods”

    • 15th Annual Society for Financial Econometrics Conference (SoFiE 2023), Seoul (15th June 2023)
    • Financial Econometrics Conference to mark Stephen Taylor's Retirement, Lancaster (31st March 2023)
    • 28th Annual Meeting of the German Finance Association (DGF 2022), Marburg (1st October 2022)
    • 27th Forecasting Financial Markets Conference (FFM 2022), Milan (30th June 2022)
    • 4th Quantitative Finance and Financial Econometrics International Conference (QFFE 2022), Marseille (17th June 2022)
    • 6th International Workshop on Financial Markets and Nonlinear Dynamics (FMND 2022), Paris (3rd June 2022)
    • 29th Symposium of the Society for Nonlinear Dynamics & Econometrics (SNDE 2022), Florida (10th March 2022)
    • RCEA Conference on Recent Developments in Economics, Econometrics and Finance, The Rimini Centre for Economic Analysis, (5th March 2022)
    • 6th UA Ruhr Metrics Seminar, University of Duisburg-Essen (14th January 2022)
    • 15th International Conference Computational and Financial Econometrics (CFE 2021), London (19th December 2021)
    • Statistische Woche 2021, Kiel (14th September 2021)

    "Join the club! Dynamics of global ESG indices convergence"

    • Workshop on Carbon Finance, University of Hagen (9th March 2022)

    „Programming in R – From Zero to Robo (Advisor) Hero”

    • R/Basel – A useR! regional event, Basel (21st July2023)

    Publications

    • Kerkemeier, M. & Kruse-Becher, R. (2022). ”Join the club! Dynamics of global ESG indices convergence”, in: Finance Research Letters, vol. 49, no. 103085, [WP, FRL]

    Research focus

    • Financial econometrics
    • Financial crisis
    • Exchange rate prediction