1. 2019
  2. 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 journalArticleResearchpeer review

  3. 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 journalArticleResearchpeer review

  4. 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 journalArticleResearchpeer review

  5. 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 journalArticleResearchpeer review

  6. 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 journalArticleResearchpeer review

  7. 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 journalArticleResearchpeer review

  8. 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 journalArticleResearchpeer review

  9. 2018
  10. 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 journalArticleResearchpeer review

  11. 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 journalArticleResearchpeer review

  12. Published

    Better Knowledge Need Not Affect Behavior: A Randomized Evaluation of the Demand for Lottery Tickets in Rural Thailand

    Zenker, J., Wagener, A. & Vollmer, S., Oct 2018, In: World Bank Economic Review. 32, 3, p. 570-583 14 p.

    Research output: Contribution to journalArticleResearchpeer review

  13. Published

    Introduction—special issue on commodity and energy markets in the Journal of Banking and Finance

    Roncoroni, A., Prokopczuk, M. & Ronn, E. I., Oct 2018, In: Journal of Banking and Finance. 95, p. 1-4 4 p.

    Research output: Contribution to journalEditorial in journalResearch

  14. Published

    Pricing of cyber insurance contracts in a network model

    Fahrenwaldt, M. A., Weber, S. & Weske, K., Sept 2018, In: ASTIN Bulletin. 48, 3, p. 1175-1218 44 p.

    Research output: Contribution to journalArticleResearchpeer review

  15. Published

    The interaction of climate and trade policy

    Pothen, F. & Hübler, M., Aug 2018, In: European economic review. 107, p. 1-26 26 p.

    Research output: Contribution to journalArticleResearchpeer review

  16. Published

    Strongly consistent multivariate conditional risk measures

    Hoffmann, H., Meyer-Brandis, T. & Svindland, G., 1 Jun 2018, In: Mathematics and Financial Economics. 12, 3, p. 413-444 32 p.

    Research output: Contribution to journalArticleResearchpeer review

  17. Published

    Over-indebtedness and its persistence in rural households in Thailand and Vietnam

    Chichaibelu, B. B. & Waibel, H., Jun 2018, In: Journal of Asian Economics. 56, p. 1-23 23 p.

    Research output: Contribution to journalArticleResearchpeer review

  18. Published

    Official sports sponsorship fortress vs ambush marketing attack: Investigating the impact on implicit and explicit brand knowledge

    Schmidt, S., Limbach, M., Langner, S., Wiedmann, K. P., Albertsen, L. & Reiter, P., 5 Feb 2018, In: International Journal of Sports Marketing and Sponsorship. 19, 1, p. 91-108 18 p.

    Research output: Contribution to journalArticleResearchpeer review

  19. Published

    A simple test on structural change in long-memory time series

    Wenger, K., Leschinski, C. & Sibbertsen, P., Feb 2018, In: Economics Letters. 163, p. 90-94 5 p.

    Research output: Contribution to journalArticleResearchpeer review

  20. Published

    The two-moment decision model with additive risks

    Guo, X., Wagener, A., Wong, W. K. & Zhu, L., Feb 2018, In: Risk management. 20, 1, p. 77-94 18 p.

    Research output: Contribution to journalArticleResearchpeer review

  21. 2017
  22. E-pub ahead of print

    Politicized trade: What drives withdrawal of trade preferences?

    Gassebner, M. & Gnutzmann-Mkrtchyan, A., 8 Dec 2017, (E-pub ahead of print) In: Economics letters. 167, p. 10-13 4 p.

    Research output: Contribution to journalArticleResearchpeer review

  23. Published

    An Urban Crisis Management System for Critical Infrastructures: Participation Possibilities for Insurance Companies

    Wrede, D., Will, A., Linderkamp, T. & Von Der Schulenburg, J. M. G., Oct 2017, In: Geneva Papers on Risk and Insurance: Issues and Practice. 42, 4, p. 633-656 24 p.

    Research output: Contribution to journalArticleResearchpeer review