Graduate Programme in Economics and Finance (GPEF) | Research

10/05/21

Graduate Ph.D. Programme in Economics and Finance (GPEF)

The Graduate Programme in Economics and Finance (GPEF) trains students to achieve academic excellence in the areas of Economics, Econometrics and Finance with a particular focus on policy relevant theoretical and empirical research.

10/05/21

GPEF Public Defenses

"Essays in Predictive and Causal Machine Learning"
Gabriel Okasa (PEF) on Monday, 18 October 2021 at 17:00 in room 01-111

“Essays in Market Microstructure”
Patrick Schaffner (PiF) on Wednesday, 8 December 2021 at 10:00a.m. in room 01-104

Research

12/21/20

Vacancies

Research Assistant & Ph.D. Positions in Finance
Swiss Institute of Banking and Finance, Professors Markus Schmid and Tereza Tykvova

12/16/20

Recent Publications by GPEF Students

Adams, Z., S. Collot & M. Kartsakli (2020). Have commodities become a financial asset? Evidence from ten years of Financialization. Energy Economics, 89: 104769.

Audrino, F., F. Sigrist & D. Ballinari (2020). The impact of sentiment and attention measures on stock market volatility. International Journal of Forecasting, Volume 36, Issue 2, April-June 2020, 334-357.

Biener, C., M. Eling & M. Lehmann (forthcoming). Balancing the desire for privacy against the desire to hedge risk. Journal of Economic Behavior and Organization.

Bütler, M. & S. Stadelmann (2020). Building on a pension: Second pillar wealth as a way to finance real estate?. The Journal of the Economics of Ageing, October, Volume 17.

Research

07/05/21

NEWS

Benedikt Ballensiefen's (PiF) joint paper with Prof. Angelo Ranaldo on "Safe Asset Carry Trade" was accepted at the 2022 American Finance Association meetings in Boston, the 2021 European Finance Association meetings, the 2021 SFI Research Day, and the selective conference on “Money Markets in a New Era of Central Bank Policies” hosted by the Swedish House of Finance in Stockholm. Their paper won the 2021 BME Award for the Best Paper on Fixed Income Markets. Also, Benedikt won the SFI best discussant doctoral award at the SFI research days.

Alexander Bechtel’s (PiF) paper on "Quantitative Easing and Safe Asset Illusion" was accepted at the 2021 European Finance Association meetings.

12/17/20

CONTACT

Economics and Econometrics
University of St.Gallen
Müller-Friedbergstrasse 6/8, Room 52-5066
CH-9000 St.Gallen, Switzerland
gpef@unisg.ch
Phone: +41 71 224 31 38

Finance
University of St.Gallen
Unterer Graben 21
CH-9000 St.Gallen, Switzerland
gpef@unisg.ch
Phone: +41 71 224 70 76