Mgr. Emma Haas

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Position: Ph.D. Candidate
Field of interest: Financial Economics, Applied Econometrics
Membership: PhD Candidates

Contact

Office:
Email: emma [DOT] haas [AT] fsv [DOT] cuni [DOT] cz
Phone:
Available: by appointment, do not hesitate to contact me by mail

More information

PhD study

Tutor: prof. Ing. Evžen Kočenda M.A., Ph.D., DSc.

Studying from: 2019
PhDr examination:
Final exam:
Dissertation Proposal defence: 05/2023 (expected)
Dissertation defence: 09/2023 (expected)

Current work:
Frequency Dynamics of Financial Connectedness: A Network Model.

Dissertation topic:
Topics in financial connectedness.

Disertation abstract:
The research employs a network model, where market participants form linkages at various investment horizons through their interdependence measured by volatility connectedness. Applying the novel framework of frequency connectedness measures Baruník & Křehlík (2018), based on spectral representation of variance decomposition, the aim is to show fundamental properties of connectedness that originate in heterogeneous frequency responses to shocks.

Optional courses:
2019/2020 WS JED412 Advanced Financial Econometrics I

CV

Education

2019 – present: Ph.D. in economics, IES FSV UK
2019 – Mgr. (MSc. equivalent) in economics, IES FSV UK

Job history

ČSOB, a.s., Credit risk modeling department

Teaching assistantship:
2019/2020 WS: JEM037 Financial Markets

Awards and prizes

Doctoral students scholarships from Donatio Universitatis Carolinae research award

Topics for supervision

Bachelor theses

I welcome any topic in the field of Applied Financial Econometrics. The decision on the topic will be made after the discussion with the student.

Downloadable

Academic CV

Partners

Deloitte

Sponsors

CRIF
McKinsey
Patria Finance