Dr. Kristyna Ters

Postdoctoral Researcher
Macroeconomics

Kristyna.Ters-at-unibas.ch

Büro 5.44
Wirtschaftswissenschaftliche Fakultät
Universität Basel
Peter Merian-Weg 6

Tel.
+41 61 207 32 43

Research Interests
Time series econometrics, market microstructure (market liquidity and counterparty risk), monetary policy effects on credit and interest rate risk, credit risk pricing, regime switching and threshold models, yield curve modeling, correlation and volatility modeling, contagion, interbank market, monetary economics, economic history

Current Area of Research
Since Feb. 2016                Effects of unconventional monetary policy on sovereign credit risk during the euro area debt crisis, paper in progress in collaboration with the Bank for International Settlements (BIS)

Since Jan.2016                  Long-term yield decomposition: An analysis of the Czech government yield curve, Official Czech National Bank (CNB) research project C7/16, with L. Komarek, Z. Komarkova, M. Dvorak

Since Feb. 2016                Euro zone bank credit risk and monetary policy: Evidence from the financial market crisis, paper in progress

Publications
Gyntelberg J., Hördahl P., Ters K., and Urban J. „Intraday dynamics of euro area sovereign CDS and bonds“, BIS Working Paper No 423, September 2013

Gyntelberg J., Hördahl P., Ters K., and Urban J. „Limits to credit risk arbitrage: Evidence from intraday euro sovereign debt markets“, BIS Working Paper Mimeo, spring 2016

Komarek L., Ters K., and Urban J. „Intraday dynamics of euro area sovereign credit risk contagion“, BIS Working Paper Mimeo and Czech National Bank Working Paper Mimeo, spring 2016

Current Position
Since 7.2015       Postdoctoral Researcher in empirical Monetary Economics and Finance, Faculty of Business and Economics, Department of Macroeconomics, University of Basel, Funded by the Swiss National Science Foundation under Career Funding PMPDP1_158369/1

From 5.2016       BIS Research Fellow, Monetary and Economics Department, Bank for International Settlements (BIS)

Since 9.2015       Research Advisor to the Czech National Bank (CNB)

Since 9.2015       Lecturer, University of Applied Sciences Basel (FHNW)

Education
April 2015           Dr. rer. pol. / PhD in Monetary Economics and Financial Markets,
                          summa cum laude, University of Basel

10.11 - 4.2015    PhD Candidate, Faculty of Business and Economics, University of Basel
                         Supervision: Prof. Dr. Heinz Zimmermann, Prof. Dr. Peter Kugler

October 2015    „Over the counter markets“ course, Prof. Darrell Duffie, Swiss National Bank Study Center Gerzensee

January 2013     NCCR FINRISK PhD Course „High Frequency Financial Econometrics”, Prof. Victor Todorov, University of Lugano

August 2012       Advanced Courses for Doctoral Students „Information and Expectations in Macroeconomics“, Swiss National Bank Study Center Gerzensee

June 2012           PhD Course „Programming in MATLAB“, Applied Macroeconometrics, Faculty of Economics, University of Zurich

2008-2011           MSc in Business and Economics, Major in Monetary Economics and Financial Markets, University of Basel

2000-2005           BA in Business and Economics, Major in Finance, University of Applied Sciences Basel

Teaching
Spring term        Teaching Assistant, Finance 1 (‘Finanzmarkttheorie 1‘, in German), Bachelor, University of Basel

Fall term             Lecturer, Seminar in Monetary Economics and Financial Markets II, Master, University of Basel

Spring term        Lecturer, International Finance (core) and Risk Management (elective), Master, University of Applied Sciences Basel (FHNW)

Spring 2012        Lecturer, Seminar in Applied Research in Finance, Master, University of Basel

Job History
10.11 -6.2015     Research and Teaching Assistant at the Department of Finance, Faculty of Business and Economics, University of Basel to Prof. Dr. Heinz Zimmermann, Funded by the Swiss National Science Foundation under Project Funding 100018_146690/1

2012                   Quantitative Analyst, Vescore Fellowship, Vescore Investment Solutions AG, Zurich

2010-2011           Fixed Income Risk Expert, PostFinance, Berne

2006-2008           Senior Fixed Income Analyst & Portfolio Manager / Head of Trading Desk, Infidar Investment Advisory Ltd. (Group Bank Julius Bär), Zurich

2004-2006           Senior Fixed Income Analyst, UBS Wealth Management Research, Zurich

2000-2004           Fixed Income Analyst, VZ VermögensZentrum AG, Zurich

1998-2000           Commercial Clerk, Basler Insurances Corp., Basel

1995-1998           Commercial Apprenticeship with University Entrance Diploma School, Basler Insurances Corp., Basel

Awards
2012                      Nachwuchsförderpreis `Wirtschaft` der Basler Privatbanquiers, 1st Price

2011                      Best MSc-Thesis in Business and Economics of the Academic Year (Shared), University of Basel

Grants
7.2015-6.2017    Swiss National Science Foundation, Career Funding PMPDP1_158369/1

7.2013-6.2015    Swiss National Science Foundation, Project Funding 100018_146690/1

2012–6.2013      WWZ Forum, Förderverein des WWZ, University of Basel

Conferences/seminar presentations
29.6./2.7.2016   European Financial Management Association, Basel

4.2.2016               Research Seminar, Bank for International Settlements (BIS), Basel

19.6.2015            Research Seminar, Czech National Bank (CNB), Prague

20./22.6.2014    2014 Asian Meeting of the Econometric Society, Taipei

11.2.2014            Research Seminar, Swiss National Bank (SNB), Zurich

29.11.2013          Brown Bag Seminar, University of Copenhagen Business School (FRIC), Copenhagen

26.2.2013            Research Seminar, Bank for International Settlements (BIS), Basel

7./8.2.2013         Young Swiss Economists Meeting, Berne

Software Skills
MATLAB, R, EViews, RATS Programming
Datastream, Bloomberg

Language Skills
German             native
Czech                native
English               fluent
French               fluent
Italian                basic level

Newspaper articles
Ters, Kristyna and Heinz Zimmermann “Der Makel des CDS-Marktes. Liquiditätstücken bei der Preisbildung in einem sehr unvollkommenen Finanzmarktsegment“, Neue Zürcher Zeitung (NZZ), 13.04.2012

Christian Mundt „Quereinsteigerin widerlegt alte Thesen. Die Untersuchung von Kristyna Ters befreit CDS vom Vorwurf, Spekulationsobjekte zu sein“, Basler Zeitung (BaZ), 13.04.2012

Aktuelle Publikationen

Braendle, Thomas und Alois Stutzer. 2016 ”Selection of public servants into politics”. Journal of Comparative Economics 44 (3): S. 696 - 719. URL
Lewrick, Ulf, Lukas Mohler und Rolf Weder. 2016 ”Trade in Variety and Domestic Production: Evidence from US Manufacturing”. Canadian Journal of Economics 49 (4): S. 1631-1657. edoc

> Alle Publikationen

Letzte Änderung: 21.03.2016



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