Information regarding the Seminar can be downloaded here <link fileadmin uni_tuebingen fakultaeten wiso wiwi uploads lehrstuehle prof._grammig lehress08 seminar vorbesprechung.pdf download>(pdf)

Literature and Topics

Topic A: Cointegration

Bauwens, L., Deprings, D., and J.-P. Vandeuren, (1997). "Modelling Interest Rates with a Cointegrated VAR-GARCH Model.", Papers 9780, Catholique de Louvain - Center for Operations Research and Economics,

Term paper: Björn König (Supervisor: Franziska Peter)
Discussant: Marcel Smolka

Topics B: Microeconometrics

B1

Buch, C.M., and A. Lipponer (2007). "FDI-versus-exports: Evidence from German banks." Journal of Banking and Finance, 31, 805-826.

Term paper: Marcel Smolka (Supervisor: Franziska Peter)
Discussant: Peter Malec

B2

Hausmann, J., Lo, A., and A. MacKinley (1992), "An Ordered Probit Analysis of Transaction Stock Prices", Journal of Financial Economics, 31(3) ,319-379.

Term paper: Peter Malec (Supervisor: Kerstin Kehrle)
Discussant: Björn König