Marketa Halova Wolfe
- 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
- Introduction to Macroeconomics (EC 103)
- Macroeconomic Theory (EC 235)
- Advanced Macroeconomic Theory and Policy (EC 335)
- Applied Econometrics (EC 339)
- 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 UncertaintyJournal 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 Wolfe (2019). "Volatility Forecasting: The Role of Internet Search Activity and Implied Volatility." Journal of Risk Model Validation, forthcoming.
- Multinational Production, Risk-Sharing, and Home Equity Bias with Fabio Ghironi. Technical Appendix.
- The Disappearing Pre-FOMC Announcement Drift with Thomas Gilbert and Alexander Kurov.
- Integrating Data Analysis into an Introductory Macroeconomics Course.
- Drift Begone! Release Procedures and Preannouncement Price Drift with Alexander Kurov, Alessio Sancetta and Georg Strasser.
PRIVATE SECTOR WORK EXPERIENCE
- Energy industry: ConocoPhillips (2001–2007)
- Financial industry: JP Morgan Chase (2000–2001)