CESifo Research Network Affiliate

Benjamin R. Auer

Friedrich Schiller University Jena
Faculty of Economics and Business Administration - Chair of Finance
Carl-Zeiß-Straße 3, 07743, Jena, Germany

Affiliated Research Network Area

Macro, Money, and International Finance

Fields of Interest

  • Financial Economics
  • Econometric Modelling
  • International Finance

CESifo Working Papers

Have Capital Market Anomalies Worldwide Attenuated in the Recent Era of High Liquidity and Trading Activity?

Benjamin R. Auer, Horst Rottmann
CESifo, Munich, 2018
CESifo Working Paper No. 7204

How Accurate are Modern Value-at-Risk Estimators Derived from Extreme Value Theory?

Benjamin R. Auer, Benjamin Mögel
CESifo, Munich, 2016
CESifo Working Paper No. 6288

Is there a Friday the 13th Effect in Emerging Asian Stock Markets?

Benjamin R. Auer, Horst Rottmann
CESifo, Munich, 2013
CESifo Working Paper No. 4409