Dr. Marco Kerkemeier, CFA

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 Charterholder und Mitglied der German CFA Society. 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"

• 29^th Forecasting Financial Markets Conference (FFM 2024), Oxford (12.09.2024)
• 44^th International Symposium on Forecasting (ISF 2024), Dijon (02.07.2024)
• RCEA International Conference in Economics, Econometrics and Finance, London (22.05.2024)
• 31st Symposium of the Society for Nonlinear Dynamics & Econometrics (SNDE 2024), Padova (22.03.2024)
• 17^th 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)
• 5^th Quantitative Finance and Financial Econometrics International Conference (QFFE 2023), Marseille (08.06.2023)
• 7^th 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)
• 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 (15.06.2023)
• Financial Econometrics Conference to mark Stephen Taylor's Retirement, Lancaster (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)

“A new look at equity premium predictability and option-implied moments”

• Brown bag seminar at the Center for Econometric and Statistical Analysis (CESA), Hagen (10.06.2024)
• 2nd Structured Retail Products and Derivatives Conference, Hagen (24.05.2024)

"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

• 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 Charterholder and a member of the German CFA Society. 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"

  • 29^th Forecasting Financial Markets Conference (FFM 2024), Oxford (12^th September 2024)
  • 44^th International Symposium on Forecasting (ISF 2024), Dijon (2^nd July 2024)
  • RCEA International Conference in Economics, Econometrics and Finance, London (22^nd May 2024)
  • 31st Symposium of the Society for Nonlinear Dynamics & Econometrics (SNDE 2024), Padova (22^nd March 2024)
  • 17^th International Conference Computational and Financial Econometrics (CFE 2023), Berlin (18.12.2023)

  "Regime-specific exchange rate predictability"

  • Statistical Week (2023), Dortmund (13^th September 2023)
  • UA RuhrMetrics Seminar, University of Hagen (23rd August 2023)
  • 5^th Quantitative Finance and Financial Econometrics International Conference (QFFE 2023), Marseille (8^th June 2023)
  • 7^th International Workshop on Financial Markets and Nonlinear Dynamics (FMND 2023), Paris (1^st June 2023)
  • Brown bag seminar at the Center for Econometric and Statistical Analysis (CESA), Hagen (10^th ​​​​​May 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 June 2023)
  • Financial Econometrics Conference to mark Stephen Taylor's Retirement, Lancaster (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)

  “A new look at equity premium predictability and option-implied moments”

  • Brown bag seminar at the Center for Econometric and Statistical Analysis (CESA), Hagen (10^th June 2024)
  • 2nd Structured Retail Products and Derivatives Conference, Hagen (24^th May 2024)

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

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

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

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