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Bond market evidence of time variation in exposures to global risk factors and the role of US monetary policy
Nitschka, Thomas - In: Journal of international money and finance 83 (2018), pp. 44-54
Persistent link: https://www.econbiz.de/10012000302
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Roughing up beta : continuous versus discontinuous betas and the cross section of expected stock returns
Bollerslev, Tim; Li, Sophia Zhengzi; Todorov, Viktor - In: Journal of financial economics 120 (2016) 3, pp. 464-490
Persistent link: https://www.econbiz.de/10011590229
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Firm size, economic risks, and the cross-section of international stock returns
Atanasov, Victoria; Nitschka, Thomas - In: The North American journal of economics and finance : a … 39 (2017), pp. 110-126
Persistent link: https://www.econbiz.de/10011878600
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Is there a too-big-to-fail discount in excess returns on German banks' stocks?
Nitschka, Thomas - In: International finance 19 (2016) 3, pp. 292-310
Persistent link: https://www.econbiz.de/10011713921
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Realized return volatility, asset pricing, and risk management
Andersen, Torben; Bollerslev, Tim - In: NBER reporter online (2006/2007) 3, pp. 7-10
Persistent link: https://www.econbiz.de/10011366975
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Stock return and cash flow predictability : the role of volatility risk
Bollerslev, Tim; Xu, Lai; Zhou, Hao - In: Journal of econometrics 187 (2015) 2, pp. 458-471
Persistent link: https://www.econbiz.de/10011499728
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Tail risk premia and return predictability
Bollerslev, Tim; Todorov, Viktor; Xu, Lai - In: Journal of financial economics 118 (2015) 1, pp. 113-134
Persistent link: https://www.econbiz.de/10011480379
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The jump leverage risk premium
Bollerslev, Tim; Todorov, Viktor - In: Journal of financial economics 150 (2023) 3, pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
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Stock market evidence on the international transmission channels of US monetary policy surprises
Maurer, Tim D.; Nitschka, Thomas - In: Journal of international money and finance 136 (2023), pp. 1-13
Persistent link: https://www.econbiz.de/10014332348
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Realized semibetas : disentangling "good" and "bad" downside risks
Bollerslev, Tim; Patton, Andrew J.; Quaedvlieg, Rogier - In: Journal of financial economics 144 (2022) 1, pp. 227-246
Persistent link: https://www.econbiz.de/10013407090