Katrin Gottschalk

Auckland University of Technology - Business School - Department of Finance

Senior Lecturer

3 Wakefield Street

Private Bag 92006

Auckland Central 1020

New Zealand

http://www.aut.ac.nz

European University Viadrina - Department of Finance and Capital Market Theory

Research & Teaching Assistant

Grosse Scharrnstr. 59

P.O. Box 1786

Frankfurt (Oder), 15230

Germany

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 46,140

SSRN RANKINGS

Top 46,140

in Total Papers Downloads

1,829

SSRN CITATIONS
Rank 19,551

SSRN RANKINGS

Top 19,551

in Total Papers Citations

50

CROSSREF CITATIONS

12

Scholarly Papers (7)

1.

Stock Market Volatility around National Elections

EFA 2006 Zurich Meetings Paper, 20th Australasian Finance & Banking Conference 2007 Paper, European University Viadrina Postgraduate Research Programme Working Paper
Number of pages: 30 Posted: 18 Apr 2006 Last Revised: 14 Apr 2008
University of Canterbury - Department of Economics and Finance, Auckland University of Technology - Business School - Department of Finance and Open University, UK
Downloads 770 (56,707)
Citation 34

Abstract:

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Political risk, National elections, Stock market volatility

2.

Institutional Investors and Stock Market Efficiency: The Case of the January Anomaly

European University Viadrina Postgraduate Research Programme Working Paper
Number of pages: 31 Posted: 18 Apr 2006
Martin T. Bohl, Katrin Gottschalk, Harald Henke and Rozalia Pal
University of Muenster, Auckland University of Technology - Business School - Department of Finance, European University Viadrina, Frankfurt (Oder) and European Investment Bank
Downloads 485 (101,741)
Citation 3

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Institutional traders, individual investors, January effect, Polish and Hungarian pension fund investors

3.

Political Orientation of Government and Stock Market Returns

Number of pages: 12 Posted: 31 Jul 2006
University of Canterbury - Department of Economics and Finance, Auckland University of Technology - Business School - Department of Finance and Open University, UK
Downloads 286 (183,109)
Citation 3

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Stock Market Returns, Politics, Presidential Puzzle

4.

International Evidence on the Democrat Premium and the Presidential Cycle Effect

North American Journal of Economics and Finance, Forthcoming
Number of pages: 25 Posted: 18 Apr 2006
Martin T. Bohl and Katrin Gottschalk
University of Muenster and Auckland University of Technology - Business School - Department of Finance
Downloads 177 (288,320)
Citation 4

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Stock market efficiency, stock market anomalies, presidential cycle, Democrat premium, panel analysis

5.

The Co-movement of Credit Default Swap Spreads, Stock Market Returns and Volatilities: Evidence from Asia-Pacific Markets

Number of pages: 29 Posted: 21 Feb 2023
José Da Fonseca and Katrin Gottschalk
Auckland University of Technology - Faculty of Business & Law and Auckland University of Technology - Business School - Department of Finance
Downloads 38 (731,837)

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Credit Risk, Credit Default Swap, High-Frequency Data, Realized Volatility, Granger Causality, Volatility Spillover Effects

6.

A Joint Analysis of the Term Structure of Credit Default Swap Spreads and the Implied Volatility Surface

Number of pages: 28 Posted: 14 Mar 2023
José Da Fonseca and Katrin Gottschalk
Auckland University of Technology - Faculty of Business & Law and Auckland University of Technology - Business School - Department of Finance
Downloads 37 (738,842)

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Credit Default Swap, Term Structure, Implied Volatility Surface, Factor Decomposition, Information Flow, Market Linkages, Cross-Hedging

7.

Cross-Hedging Strategies between CDS Spreads and Option Volatility during Crises

Number of pages: 38 Posted: 14 Mar 2023
José Da Fonseca and Katrin Gottschalk
Auckland University of Technology - Faculty of Business & Law and Auckland University of Technology - Business School - Department of Finance
Downloads 36 (746,049)

Abstract:

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Credit Default Swap, Term Structure, Implied Volatility Surface, Factor Decomposition, Market Linkages, Cross-Hedging