Kupfer

Mag. Alexander Kupfer, PhD

Tel: +43 512 507 73104
Mail: alexander.kupfer(at)uibk.ac.at

Consultation hours: upon request 

Education

2010 – 2015      PhD Program Management, University of Innsbruck

2006 – 2010      Master (Diplomstudium) of Business Administration, University of Innsbruck

  

Research interests

Inflation-linked bonds, structured financial instruments, central banks, sovereign debt management, political risk.

 

Publications

Kupfer, A. (2015), Revisiting Svensson’s test of inflation target credibility, in: Applied Economic Letters, 22(5), S. 343-348.

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.

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.

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

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.

  

Working papers

Kupfer, A. (2014), Is the ECBs aim of price stability still credible? An empirical examination of sovereign bond yields. [currently under revision]

Kupfer, A. (2015), In Search of the Inflation Risk Premium. A review on existing research. [available here]


Selected presentations

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).

 

Awards

LFUI Best Student Paper Award 2015, Univsity 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