Content
2023
- 2023-03 Macroeconomic Expectations and State-Dependent Factor Returns
by Felix Haase & Matthias Neuenkirch - 2023-02 Hawks and Doves: Financial Market Perception of Western Support for Ukraine
by Matthias Neuenkirch & Maria Repko & Enzo Weber - 2023-01 (Almost) Recursive Identification of Monetary Policy Shocks with Economic Parameter Restrictions
by Jan Pablo Burgard & Matthias Neuenkirch & Dennis Umlandt
2022
- 2022-02 Dynamic Mixture Vector Autoregressions with Score-Driven Weights
by Alexander Georges Gretener & Matthias Neuenkirch & Dennis Umlandt
2020
- 2020-08 The Financial Accelerator in the Euro Area: New Evidence Using a Mixture VAR Model
by Hamza Bennani & Jan Pablo Burgard & Matthias Neuenkirch - 2020-07 Universal Time Preference
by Marc Oliver Rieger & Mei Wang & Thorsten Hens - 2020-06 Likelihood-based Dynamic Asset Pricing: Learning Time-varying Risk Premia from Cross-Sectional Models
by Dennis Umlandt - 2020-05 Continuous-Time Mean Field Games with Finite StateSpace and Common Noise
by Christoph Belak & Daniel Hoffmann & Frank T. Seifried - 2020-04 Branching Diffusions with Jumps and Valuation with Systemic Counterparties
by Christoph Belak & Daniel Hoffmann & Frank T. Seifried - 2020-03 Predictability of Bull and Bear Markets: A New Look at Forecasting Stock Market Regimes (and Returns) in the US
by Felix Haase & Matthias Neuenkirch - 2020-02 Pre-Decisional Information Acquisition: Do We Pay TooMuch for Information?
by Marc Oliver Rieger & Mei Wang & Daniel Hausmann - 2020-01 Sign Matters: Stock Movement Based Trading Decisions of Private Investors
by Stefan Muhl & Marc Oliver Rieger & Hung Ling Chen
2019
- 2019-08 Foreign Exchange Dealer Asset Pricing
by Stefan Reitz & Dennis Umlandt - 2019-07 Portfolio Optimization with Optimal Expected Utility Risk Measures
by H. Fink & S. Geissel & J. Herbinger & F. T. Seifried - 2019-06 Optimal Investment for Retail Investors with Flooredand Capped Costs
by Christoph Belak & Lukas Mich & Frank T. Seifried - 2019-05 Financial Stability and the Fed: Evidence fromCongressional Hearings
by Arina Wischnewsky & David-Jan Jansen & Matthias Neuenkirch - 2019-04 Capital Structure Decisions, Loss Aversion, and Equity Premium
by Wolfgang Breuer & Ji Cao & Marc Oliver Rieger & K. Can Soypak - 2019-03 A Cautionary Note on Niu and Zeng (2018)
by Ji Cao & Marc Oliver Rieger - 2019-02 Safety First, Loss Probability, and the Cross Section of Expected Stock Returns
by Ji Cao & Marc Oliver Rieger & Lei Zhao - 2019-01 Systemic Impact of the Risk Based Fund Classification and Implications for Fund Management
by Martin Ewen & Marc Oliver Rieger