Dr. Kerstin Kehrle - Publications

Postdoktorandin Prof. M. Paolella


Journal Articles (1)

A new marked point process model for the federal funds rate target: methodology and forecast evaluation
Joachim Grammig, Kerstin Kehrle
In: Journal of Economic Dynamics and Control, Vol. 32 (No. 7), p. 2370-2396, July 2008.

Dissertations (1)

Applications of Point Processes in Empirical Economics and Finance
Kerstin Kehrle
Supervisor(s): Joachim Prof. Dr. Grammig
University of Tuebingen, 2010.

Working Papers (2)

The information content of option demand
Tatjana-Xenia Puhan, Kerstin Kehrle
Swiss Finance Institute Research Paper, No. 12-43, May 2014.

International Price Discovery in Stock Markets - A Unique Intensity Based Information Share
Kerstin Kehrle, Franziska Julia Peter
SSRN, No. 1569507, 2010.