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

  • Auckland University of Technology - Business School - Department of Finance

    • Email
    • Tel: ++64-9-921-9999-5707
    • Fax: ++64-9-921-9940

  • European University Viadrina - Department of Finance and Capital Market Theory

    • Tel: ++49-177-6624930
SCHOLARLY PAPERS

7

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1,829

SSRN CITATIONS
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Top 19,551

in Total Papers Citations

50

CROSSREF CITATIONS

12

Scholarly Papers (7)

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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
Jedrzej Pawel Bialkowski, Katrin Gottschalk and Tomasz Piotr Wisniewski
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

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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
Jedrzej Pawel Bialkowski, Katrin Gottschalk and Tomasz Piotr Wisniewski
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)

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