Marketa Halova Wolfe

AssOCIATE Professor

Email: mwolfe@skidmore.edu
Tel: 518-580-8374
Office location: Filene 221
Curriculum Vitae

EDUCATION

Ph.D. in economics, Boston College, 2012
M.A. in economics, Boston College, 2009
M.B.A., Baylor University, 1998
B.A. in sociology, Masaryk University, 1995

RESEARCH & TEACHING INTERESTS

Macroeconomics and monetary economics
International macroeconomics and finance
Financial economics
Energy economics and commodities

COURSES

Introduction to Macroeconomics (EC 103)
Macroeconomic Theory (EC 235)
Advanced Macroeconomic Theory and Policy (EC 335)
Applied Econometrics (EC 339)

PUBLISHED PAPERS

Halova, Marketa W., Alexander Kurov and Oleg Kucher (2014). Noisy Inventory Announcements and Energy Prices. Journal of Futures Markets, 34, 911-933.
Wolfe, Marketa Halova and Robert Rosenman (2014). Bidirectional Causality in Oil and Gas Markets. Energy Economics, 42, 325-331.
Strasser, Georg and Marketa Halova Wolfe (2014). Learning to Argue with Intermediate Macro Theory. The Journal of Economic Education, 45, 191-210.
Baum, Christopher F., Alexander Kurov and Marketa Halova Wolfe (2015). What Do Chinese Macro Announcements Tell Us about the World Economy? Journal of International Money and Finance, 59, 100-122.
Gu, Chen, Alexander Kurov and Marketa Halova Wolfe (2018). Relief Rallies after FOMC Announcements as a Resolution of Uncertainty. Journal of Empirical Finance, 49, 1-18 (Lead Article).
Ge, Qi, Alexander Kurov and Marketa Halova Wolfe (2019). Do Investors Care about Presidential Company-Specific Tweets? Journal of Financial Research, Summer, 1-30 (Lead Article).
Kurov, Alexander, Alessio Sancetta, Georg Strasser and Marketa Halova Wolfe (2019). Price Drift before U.S. Macroeconomic News: Private Information about Public Announcements? Journal of Financial and Quantitative Analysis, 54, 449-479. Previously, European Central Bank Working Paper No. 1901. Online Appendix.
Basistha, Arabinda, Alexander Kurov and Marketa Halova Wolfe (2019). Volatility Forecasting: The Role of Internet Search Activity and Implied Volatility. Journal of Risk Model Validation, 14, 35-63.
Wolfe, Marketa Halova (2020). Integrating Data Analysis into an Introductory Macroeconomics Course. International Review of Economics Education, forthcoming.
Kurov, Alexander, Marketa Halova Wolfe and Thomas Gilbert (2020) The Disappearing Pre-FOMC Announcement Drift. Finance Research Letters, forthcoming.