Daniela Osterrieder

Daniela Osterrieder is Assistant Professor at Rutgers Business School - Newark & New Brunswick. She completed her PhD studies at the finance department of Maastricht University, The Netherlands (April 2011). During her PhD program she was a visiting scholar at Duke University, USA (2010) and at The Institute for Financial Research (SIFR) in Stockholm, Sweden (2008, 2009). She obtained her MSc (econometrics) and MPhil (economic and financial research) from Maastricht University. Daniela was a Postdoc at CREATES, Aarhus University from 2011-2014.

Research Interests: Financial Economics, Financial Econometrics, Time-Series Econometrics, Long-Memory Models, (Empirical) Asset Pricing.

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Osterrieder, D., Ventosa-Santaulària, D. & Vera-Valdés, J. E. (2019). The VIX, the Variance Premium, and Expected Returns. Journal of Financial Econometrics, 17(4), 517-558. adv. onlinepublikation. https://doi.org/10.1093/jjfinec/nby008

Osterrieder, D. & Schotman, P. C. (2017). The volatility of long-term bond returns: Persistent interest shocks and time-varying risk premiums. Review of Economics and Statistics, 99(5), 884-895. https://doi.org/10.1162/REST_a_00624

Bollerslev, T., Osterrieder, D., Sizova, N. & Tauchen, G. (2013). Risk and return: Long-run relations, fractional cointegration, and return predictability. Journal of Financial Economics, 108(2), 409-424. https://doi.org/10.1016/j.jfineco.2013.01.002