M.Sc. 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 Ma-nagement“ an der Universität Paderborn absolviert. Neben seinem Studium konnte er Erfah-rungen 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

"Regime-specific exchange rate predictability"

• Brown bag seminar at the Center for Econometric and Statistical Analysis (CESA), Hagen (10.05.2023)
• 5^th Quantitative Finance and Financial Econometrics International Conference (QFFE 2023), Marseille (08.06.-09.06.2023)
• 7^th International Workshop on Financial Markets and Nonlinear Dynamics (FMND 2023), Paris (01.06.-02.06.2023)
• 16^th International Conference Computational and Financial Econometrics (CFE 2022), London (18.12.2022, akzeptiert, aber krankheitsbedingt abgesagt)

“New stylized facts of financial exuberance periods”

• 15^th Annual Society for Financial Econometrics Conference (SoFiE 2023), Seoul (15.06.-18.06.2023)
• Financial Econometrics Conference to mark Stephen Taylor's Retirement, Lancaster (29.03-31.03.2023)
• 28^th Annual Meeting of the German Finance Association (DGF 2022), Marburg (01.10.2022)
• 27^th Forecasting Financial Markets Conference (FFM 2022), Mailand (30.06.2022)
• 4^th Quantitative Finance and Financial Econometrics International Conference (QFFE 2022), Marseille (17.06.2022)
• 6^th International Workshop on Financial Markets and Nonlinear Dynamics (FMND 2022), Paris (03.06.2022)
• 29^th 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)
• 6^th UA RuhrMetrics Seminar, Universität Duisburg-Essen (14.01.2022)
• 15^th 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)

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

• Englisch

  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

  "Regime-specific exchange rate predictability"

  • Brown bag seminar at the Center for Econometric and Statistical Analysis (CESA), Hagen (10^th ​​​​​May 2023)
  • 5th Quantitative Finance and Financial Econometrics International Conference (QFFE 2023), Marseille (8^th – 9^th June 2023)
  • 7^th International Workshop on Financial Markets and Nonlinear Dynamics (FMND 2023), Paris (1^st – 2^nd June 2023)
  • 16^th International Conference Computational and Financial Econometrics (CFE 2022), London (18^th December 2022, accepted but cancelled due to illness)

  “New stylized facts of financial exuberance periods”

  • 15^th Annual Society for Financial Econometrics Conference (SoFiE 2023), Seoul (15^th – 18^th June 2023)
  • Financial Econometrics Conference to mark Stephen Taylor's Retirement, Lancaster (29^th - 31^st March 2023)
  • 28^th Annual Meeting of the German Finance Association (DGF 2022), Marburg (1^st October 2022)
  • 27^th Forecasting Financial Markets Conference (FFM 2022), Milan (30th June 2022)
  • 4^th Quantitative Finance and Financial Econometrics International Conference (QFFE 2022), Marseille (17th June 2022)
  • 6^th International Workshop on Financial Markets and Nonlinear Dynamics (FMND 2022), Paris (3^rd June 2022)
  • 29th Symposium of the Society for Nonlinear Dynamics & Econometrics (SNDE 2022), Florida (10^th March 2022)
  • RCEA Conference on Recent Developments in Economics, Econometrics and Finance, The Rimini Centre for Economic Analysis, (5^th March 2022)
  • 6^th UA Ruhr Metrics Seminar, University of Duisburg-Essen (14^th January 2022)
  • 15^th International Conference Computational and Financial Econometrics (CFE 2021), London (19^th December 2021)
  • Statistische Woche 2021, Kiel (14^th September 2021)

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

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

  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