Position: Ph.D. Candidate
Field of interest: Financial Economics, Applied Econometrics
Membership: PhD Candidates
Email: emma [DOT] haas [AT] fsv [DOT] cuni [DOT] cz
Available: by appointment, do not hesitate to contact me by mail
Studying from: 2019
Dissertation Proposal defence: 05/2023 (expected)
Dissertation defence: 09/2023 (expected)
Frequency Dynamics of Financial Connectedness: A Network Model.
Topics in financial connectedness.
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.
2019/2020 WS JED412 Advanced Financial Econometrics I
2019 – present: Ph.D. in economics, IES FSV UK
2019 – Mgr. (MSc. equivalent) in economics, IES FSV UK
ČSOB, a.s., Credit risk modeling department
2019/2020 WS: JEM037 Financial Markets
Awards and prizes
Doctoral students scholarships from Donatio Universitatis Carolinae research award
Topics for supervision
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.