Business School

DCU Business School - Dr. Dirk Baur

DCU Business School

Dr. Dirk Baur

Sorry - no record for person

Phone Number:
Room Number:
Email Address:
Personal Homepage

Academic and Professional Qualifications: Ph.D. Financial Econometrics
Biography: Dirk Baur is lecturer in finance at DCU Business School. Dirk obtained a B.A. in Economics from the University of Tuebingen in March 1996. He pursued further studies at the Universidad Federal Fluminense, Niteroi, Rio de Janeiro, Brazil, followed by completion of an M.Sc. in Economics at the University of Tuebingen in 1999. A strong linguist, Dirk is fluent in English and Italian, and has a good knowledge of Portuguese and Spanish, and a fair knowledge of French.
Teaching Areas: Financial Markets
Financial Theory
Financial Environment
Portfolio Management
Research Interests:

View Full Research Profile for Dirk Baur

Selected Publications: Coexceedances in Financial Markets - A Quantile Regression Analysis of Contagion (with N. Schulze), Emerging Markets Review, 2005
Return and Volatility Linkages between the US and the German Stock Market, Journal of International Money and Finance, 2006 (with R. Jung)

A Flexible Dynamic Correlation Model, Advanced Econometrics 2006

Global Market Association and Its Extremes, Journal of International Financial Markets, Institutions and Money, 2006

Global sensitivity analysis for latent factor credit risk models (with J. Cariboni and F. Campolongo), International Journal of Risk Assessment Management, forthcoming 2008