Center of Finance and Econometrics

The Center for Finance and Econometrics (CoFE) at the University of Konstanz seeks to provide scientific competence in the field of financial market research. Through its research, alongside education, external partnerships, and consulting activities, the mission of the center is to promote modern research approaches in the areas of finance and econometrics. The Center brings together economists, mathematicians, statisticians and econometricians who carry out research in financial market theory, econometric methods, and financial management. The research concentrates on the analysis of price, liquidity and credit risks, valuation of financial securities, high frequency financial econometrics and management control problems. Within the scope of its research mission, the center contributes to the economic development and academic infrastructure of Germany, Baden-Württemberg and the Lake Constance region through partnerships with faculties and industry throughout Europe. The CoFE was founded in 1998 as an institute focussing on interdisciplinary research in the fields of finance and econometrics. In 2000 it hosted a large interdisciplinary international Finance Conference. It has been the coordinating institution of the Microstructure of Financial Markets in Europe (MicFinMa) Research Training Network from 2002-2006. Since 2003 the CoFE is in charge of administering the DFG Research Group Price-, Liquidity- and Creditrisks - Measurement and Allocation which, besides CoFE, consists of research groups of the unversities of Mannheim and Vienna. It hosted the Conferences on Economic Applications of Quantile Regressions in 2000 and the International Conference on High Frequency Finance in 2006. The Center publishes its own discussion paper series and is currently organizing the International Conference on Price-, Liquidity- and Credit Risks to be held in October 2008.






