Jörg Urban, Dr. rer. nat. Dr. rer. pol.

Assistent Finanzmarkttheorie
joerg.urban-at-unibas.ch

Büro 5.42
Wirtschaftswissenschaftliche Fakultät
Universität Basel
Peter Merian-Weg 6
Schweiz - 4002 Basel

Tel.
+41 61 207 33 19

Sprechstunden:

Education 

August 2017:

Dr. rer. pol., Karlsruhe, Prof. Dr. M. Schienle, Prof. Dr. P. Kugler

May 2011:

MPA, OU Business School

May 2010: 

MBA, OU Business School

August 1999: 

Dr. rer. nat., Dresden, Prof. Dr. G. Soff, Prof. Dr. A. Buras, Prof. Dr. K. Becker

September 1996:

MSc, Dresden

                     

Forschungsschwerpunkte:

- Sovereign Credit Risk Markets
- Time Series Econometrics
- Network Analysis
- Monetary Economics
- Monetary Theory

Ausgewählte Publikationen:

K. Ters, J. Urban, Estimating unknown arbitrage costs: Evidence from a 3-regime threshold vector error correction model, BIS Working Papers No 689 (2018)

J. Gyntelberg, P. Hördahl, K. Ters, J. Urban, Arbitrage costs and the persistent non-zero CDS-bond basis: Evidence from intraday euro area sovereign debt markets, BIS Working Papers No 631 (2017)

K. Ters, J. Urban, Intraday dynamics of credit risk contagion before and during the euro area sovereign debt crisis: Evidence from central Europe, International Review of Economics & Finance, in press (2017) L. Komarek,

K. Ters, J. Urban, Intraday dynamics of euro area sovereign credit risk contagion BIS Working Papers No 573 (2016)

B. Gadanecz, K. Miyajima, J. Urban, Introducing financial stability considerations into Taylor rules in emerging market economies,  Applied Economics Letters, vol 22, issue 16 (2015)

B. Gadanecz, K. Miyajima, J. Urban, Optimized Taylor rules with domestic bond yields in emerging market economies, Applied Economics Letters, vol 22, issue 9 (2015)

B. Gadanecz, K. Miyajima, J. Urban, How might EME central banks respond to the influence of global monetary factors? BIS Papers No 78 (2014)

J. Gyntelberg, P. Hördahl, K. Ters, J. Urban, Intraday dynamics of euro area sovereign CDS and bonds, BIS Working Papers No 423 (2013)

 

Letzte Änderung: 16.01.2018



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