Faculty

Leopold Sögner

Contact Details:

Email: soegner@ihs.ac.at
Personal Homepage

Department of Economics and Finance, Institute for Advanced Studies

Research Interests:
Credit Risk, Affine Term Structure Models, Financial Econometrics, Financial Economics

Selected Publications:

''Weather and SAD Related Mood Effects on the Financial Market'', with M. Frühwirth. To appear in The Quarterly Review of Economics and Finance.

''Bayesian Learning, Shutdown and Convergence''. To appear in Mathematical Social Sciences, 2015, Vol. 75, 27-43.

''Priors and Bayesian Parameter Estimation of Affine Term Structure Models'', Journal of Computational Economics and Econometrics, 2014,
Vol. 4, No. 3/4, 288-319.

''Socioeconomic Factors and Suicide An Analysis of 18 Industrialized Countries for the Years 1983 Through 2007'', with Alfred Barth, Timo Gnambs, Michael Kundi, Andreas Reiner and Robert Winker, Journal of Occupational and Environmental Medicine, 2011,  Vol. 53/3, 313-317.