Alexander Kupfer

kupfer

Research Associate (PostDoc)
Department of Banking and Finance
University of Innsbruck

 

  +43 (0) 512 507 73104

  alexander.kupfer(at)uibk.ac.at

  SOWI o.4.05

 Consultation hours upon request

  Research

  Research Interests

Investor Attention, Order Book Data, Market Microstructure; Term Structure Models, Inflation-Linked Bonds, Inflation Risk Premium; Online Review Systems, (Social) Media News Channel and Flow.

  Publications

Kupfer, A. (2018), Valuable information in early sales proxies: The use of Google search ranks in portfolio optimization, joint work with J. Zorn, in: Journal of Forecasting, forthcoming. [doi.org/10.1002/for.2547]

Kupfer, A. (2018), Estimating Inflation Risk Premia using Inflation-Linked Bonds: A Review, in: Journal of Economic Surveys, forthcoming. [doi.org/10.1111/joes.12265]

Kupfer, A. (2015), Revisiting Svensson’s test of inflation target credibility, in: Applied Economics Letters, 22(5), S. 343-348. [doi.org/10.1080/13504851.2014.943876]

Kupfer, A. (2015), The Impact of Liquidity on Inflation-Linked Bonds: A Hypothetical Indexed Bonds Approach, joint work with R. Sendlhofer and J. Auckenthaler, in: North American Journal of Economics and Finance, 32, S. 139-154. [doi.org/10.1016/j.najef.2015.02.001]

Kupfer, A. (2014), A sequential pricing framework for corporate securities: The case of rating-trigger step-up/-down bonds, joint work with M. Bank, in: Finance Research Letters, 11(4), S. 437-445. [doi.org/10.1016/j.frl.2014.07.005]

Kupfer, A. (2014), Inflationsgeschützte Staatsanleihen für ein besseres Staatsschuldenmanagement: Vorteile und Implikationen für Österreich, in: Bankarchiv, 62(11), S. 850-857. [LINK]

Kupfer, A. (2014), Performance-sensitive government bonds, joint work with M. Bank and R. Sendlhofer, in: Credit and Capital Markets, 47(1), S. 79-101. [doi.org/10.3790/ccm.47.1.79]

  Presentations (Selection)

2018 Financial Management Association Annual Meeting (San Diego 2018), 35th Annual Conference of the French Finance Association (Paris 2018), World Finance Conference (Cagliari 2017), 2017 Financial Management Association European Conference (Lisbon 2017), 31st AWG Workshop (Klagenfurt 2016), 23rd Annual Conference of the Multinational Finance Society (Stockholm 2016), 51st Annual Eastern Finance Association Meeting (New Orleans 2015), 2nd Paris Financial Management Conference (Paris 2014), World Finance Conference (Venice 2014), 21st Annual Conference of the Multinational Finance Society (Prague 2014), 20th Annual Conference of the Multinational Finance Society (Izmir 2013), 62nd Midwest Finance Association Annual Meeting (Chicago 2013), CEUS (Center for European Studies) Workshop (Vallendar 2012), 6th eeecon Workshop (Innsbruck 2012), 26th AWG Workshop (Klagenfurt 2011).

  Grants, Prices, and Awards

Research grant (together with M. Razen), HYPO Tirol Bank AG, 2016

LFUI Best Student Paper Award 2015, University of Innsbruck, 2015

Research grant, Aktion D. Swarovski KG, 2012

Research grant, Tiroler Wissenschaftsfonds, 2011

PhD grant (Doktoratsstipendium), University of Innsbruck, 2011

Merit scholarship grant (Leistungsstipendium), University of Innsbruck, 2010

  Education

2010 – 2015

PhD Program Management, University of Innsbruck

2006 – 2010

Master of Business Administration, University of Innsbruck