185 Results

1. 2020
2. Published

   Volatility term structures in commodity markets

   Hollstein, F., Prokopczuk, M. & Würsig, C., 3 Mar 2020, In: Journal of Futures Markets. 40, 4, p. 527-555 29 p.

   Research output: Contribution to journal › Article › Research › peer review

3. Published

   The memory of stock return volatility: Asset pricing implications

   Nguyen, D. B. B., Prokopczuk, M. & Sibbertsen, P., Jan 2020, In: Journal of Financial Markets. 47, 100487.

   Research output: Contribution to journal › Article › Research › peer review

4. 2019
5. Published

   The economic drivers of commodity market volatility

   Prokopczuk, M., Stancu, A. & Symeonidis, L., Nov 2019, In: Journal of International Money and Finance. 98, 102063.

   Research output: Contribution to journal › Article › Research › peer review

6. Risk sharing for capital requirements with multidimensional security markets

   Liebrich, F. & Svindland, G., Oct 2019, In: Finance and stochastics. 23, 4, p. 925-973 49 p.

   Research output: Contribution to journal › Article › Research › peer review

7. Published

   The Income Tax Compliance Costs of Private Households: Empirical Evidence from Germany

   Blaufus, K., Hechtner, F. & Jarzembski, J. K., Sept 2019, In: Public Finance Review. 47, 5, p. 925-966 42 p.

   Research output: Contribution to journal › Article › Research › peer review

8. Published

   Asset prices and “the devil(s) you know”

   Hollstein, F., Nguyen, D. B. B. & Prokopczuk, M., Aug 2019, In: Journal of Banking and Finance. 105, p. 20-35 16 p.

   Research output: Contribution to journal › Article › Research › peer review

9. Commitment to pay taxes: Results from field and laboratory experiments

   Koessler, A. K., Torgler, B., Feld, L. P. & Frey, B. S., Jun 2019, In: European economic review. 115, p. 78-98 21 p.

   Research output: Contribution to journal › Article › Research › peer review

10. Published

    Estimating beta: Forecast adjustments and the impact of stock characteristics for a broad cross-section

    Hollstein, F., Prokopczuk, M. & Wese Simen, C., Jun 2019, In: Journal of Financial Markets. 44, p. 91-118 28 p.

    Research output: Contribution to journal › Article › Research › peer review

11. Published

    The risk premium of gold

    Nguyen, D. B. B., Prokopczuk, M. & Wese Simen, C., Jun 2019, In: Journal of International Money and Finance. 94, p. 140-159 20 p.

    Research output: Contribution to journal › Article › Research › peer review

12. Published

    International tail risk and World Fear

    Hollstein, F., Nguyen, D. B. B., Prokopczuk, M. & Wese Simen, C., May 2019, In: Journal of International Money and Finance. 93, p. 244-259 16 p.

    Research output: Contribution to journal › Article › Research › peer review

13. Published

    The term structure of systematic and idiosyncratic risk

    Hollstein, F., Prokopczuk, M. & Wese Simen, C., 4 Mar 2019, In: Journal of Futures Markets. 39, 4, p. 435-460 26 p.

    Research output: Contribution to journal › Article › Research › peer review

14. Published

    Hedging parameter risk

    Claußen, A., Rösch, D. & Schmelzle, M., Mar 2019, In: Journal of Banking and Finance. 100, p. 111-121 11 p.

    Research output: Contribution to journal › Article › Research › peer review

15. Published

    Jumps in commodity markets

    Nguyen, D. B. B. & Prokopczuk, M., Mar 2019, In: Journal of Commodity Markets. 13, p. 55-70 16 p.

    Research output: Contribution to journal › Article › Research › peer review

16. Published

    Analysis of wearable technologies’ usage for pay-as-you-live tariffs: recommendations for insurance companies

    Wiegard, R., Guhr, N., Krylow, S. & Breitner, M., 11 Feb 2019, In: Zeitschrift fur die gesamte Versicherungswissenschaft. 108, 1, p. 63-88 26 p.

    Research output: Contribution to journal › Article › Research › peer review

17. Published

    Multiple prizes in research tournaments

    Hoppe-Wewetzer, H. & Wagener, A., Feb 2019, In: Economics letters. 175, p. 118-120 3 p.

    Research output: Contribution to journal › Article › Research › peer review

18. 2018

19. How aggregate volatility-of-volatility affects stock returns

    Hollstein, F. & Prokopczuk, M., 1 Dec 2018, In: Review of Asset Pricing Studies. 8, 2, p. 253-292 40 p.

    Research output: Contribution to journal › Article › Research › peer review

20. Fiscal competition and public debt

    Janeba, E. & Todtenhaupt, M., Dec 2018, In: Journal of public economics. 168, p. 47-61 15 p.

    Research output: Contribution to journal › Article › Research › peer review

21. Published

    Is Commodity Index Investing Profitable?

    Prokopczuk, M. & Fethke, T., Dec 2018, In: Journal of Index Investing. 9, 3, p. 37-71 35 p.

    Research output: Contribution to journal › Article › Research › peer review

22. Published

    Peeling away the layers: Impacts of durable tariff elimination

    Gnutzmann-Mkrtchyan, A. & Henn, C., Nov 2018, In: Journal of international economics. 115, p. 259-276 18 p.

    Research output: Contribution to journal › Article › Research › peer review

23. Published

    Brief des Schriftleiters an die Leser

    Graf von der Schulenburg, J. M., 11 Oct 2018, In: Zeitschrift fur die gesamte Versicherungswissenschaft. 107, 4, p. 329-331 3 p.

    Research output: Contribution to journal › Editorial in journal › Research