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Katrin Gottschalk

Personal Details

First Name:Katrin
Middle Name:
Last Name:Gottschalk
Suffix:
RePEc Short-ID:pgo211
[This author has chosen not to make the email address public]
http://www.aut.ac.nz/study-at-aut/study-areas/business/research/research-areas/listings/finance/katrin-gottschalk
Auckland University of Technology Business School Private Bag 92006 Auckland 1142 New Zealand

Affiliation

(74%) Faculty of Business, Economics and Law
Auckland University of Technology

Auckland, New Zealand
http://www.aut.ac.nz/study-at-aut/faculty-of-business-and-law
RePEc:edi:fbautnz (more details at EDIRC)

(26%) Wirtschaftswissenschaftliche Fakultät
Europa-Universität Viadrina Frankfurt (Oder)

Frankfurt an der Oder, Germany
https://www.wiwi.europa-uni.de/
RePEc:edi:fwffode (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Bialkowski, Jedrzej & Gottschalk, Katrin & Wisniewski, Tomasz, 2006. "Stock market volatiltity around national elections," MPRA Paper 302, University Library of Munich, Germany, revised Nov 2006.
  2. Bialkowski, Jedrzej & Gottschalk, Katrin & Wisniewski, Tomasz, 2006. "Political orientation of government and stock market returns," MPRA Paper 307, University Library of Munich, Germany, revised Nov 2006.
  3. Bohl, Martin T. & Gottschalk, Katrin & Pál, Rozália, 2006. "Institutional investors and stock market efficiency: The case of the January anomaly," MPRA Paper 677, University Library of Munich, Germany, revised Nov 2006.
  4. Gottschalk, Katrin & Bohl, Martin T., 2005. "Steht der deutsche Aktienmarkt unter politischem Einfluss?," Working Paper Series 2005,1, European University Viadrina Frankfurt (Oder), The Postgraduate Research Programme Capital Markets and Finance in the Enlarged Europe.

Articles

  1. José Da Fonseca & Katrin Gottschalk, 2020. "The Co‐Movement of Credit Default Swap Spreads, Equity Returns and Volatility: Evidence from Asia‐Pacific Markets," International Review of Finance, International Review of Finance Ltd., vol. 20(3), pages 551-579, September.
  2. Da Fonseca, José & Gottschalk, Katrin, 2014. "Cross-hedging strategies between CDS spreads and option volatility during crises," Journal of International Money and Finance, Elsevier, vol. 49(PB), pages 386-400.
  3. José Da Fonseca & Katrin Gottschalk, 2013. "A Joint Analysis of the Term Structure of Credit Default Swap Spreads and the Implied Volatility Surface," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 33(6), pages 494-517, June.
  4. Bialkowski, Jedrzej & Gottschalk, Katrin & Wisniewski, Tomasz Piotr, 2008. "Stock market volatility around national elections," Journal of Banking & Finance, Elsevier, vol. 32(9), pages 1941-1953, September.
  5. Bohl, Martin T. & Gottschalk, Katrin, 2006. "International evidence on the Democrat premium and the presidential cycle effect," The North American Journal of Economics and Finance, Elsevier, vol. 17(2), pages 107-120, August.
    RePEc:taf:apfelt:v:3:y:2007:i:4:p:269-273 is not listed on IDEAS

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-RMG: Risk Management (3) 2006-11-12 2006-11-12 2006-12-04
  2. NEP-CDM: Collective Decision-Making (2) 2006-11-12 2006-11-12
  3. NEP-CFN: Corporate Finance (2) 2006-11-12 2006-11-12
  4. NEP-PBE: Public Economics (2) 2006-11-12 2006-11-12
  5. NEP-POL: Positive Political Economics (2) 2006-11-12 2006-11-12

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