DCU Business School

Dr. Dirk Baur

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