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Schlag, Christian
72
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1
GMM weighting matrices in cross-sectional asset pricing tes..:
Laurinaityte, Nora
;
Meinerding, Christoph
;
Schlag, Christian
.
Journal of Banking & Finance. 162 (2024) - p. 107123 , 2024
Link:
https://doi.org/10.1016/..
?
2
A jumping index of jumping stocks? An MCMC analysis of cont..:
Pollastri, Alessandro
;
Rodrigues, Paulo
;
Schlag, Christian
.
Journal of Empirical Finance. 70 (2023) - p. 322-341 , 2023
Link:
https://doi.org/10.1016/..
?
3
The Leading Premium:
Croce, Mariano M
;
Marchuk, Tatyana
;
Schlag, Christian
.
The Review of Financial Studies. 36 (2023) 8 - p. 2997-3033 , 2023
Link:
https://doi.org/10.1093/..
?
4
Momentum-Managed Equity Factors:
Flögel, Volker
;
Schlag, Christian
;
Zunft, Claudia
Journal of Banking & Finance. 137 (2022) - p. 106251 , 2022
Link:
https://doi.org/10.1016/..
?
5
Implied volatility duration: A measure for the timing of un..:
Schlag, Christian
;
Thimme, Julian
;
Weber, Rüdiger
Journal of Financial Economics. 140 (2021) 1 - p. 127-144 , 2021
Link:
https://doi.org/10.1016/..
?
6
Computing Macro-Effects and Welfare Costs of Temperature Vo..:
Donadelli, Michael
;
Jüppner, Marcus
;
Paradiso, Antonio
.
Computational Economics. 58 (2020) 2 - p. 347-394 , 2020
Link:
https://doi.org/10.1007/..
?
7
Equilibrium Asset Pricing in Directed Networks*:
Branger, Nicole
;
Konermann, Patrick
;
Meinerding, Christoph
.
Review of Finance. 25 (2020) 3 - p. 777-818 , 2020
Link:
https://doi.org/10.1093/..
?
8
The Collateralizability Premium:
Ai, Hengjie
;
Li, Jun E
;
Li, Kai
..
The Review of Financial Studies. 33 (2020) 12 - p. 5821-5855 , 2020
Link:
https://doi.org/10.1093/..
?
9
Optimists and Pessimists in (In)Complete Markets:
Branger, Nicole
;
Konermann, Patrick
;
Schlag, Christian
Journal of Financial and Quantitative Analysis. 55 (2019) 8 - p. 2466-2499 , 2019
Link:
https://doi.org/10.1017/..
?
10
Volatility-of-Volatility Risk:
Huang, Darien
;
Schlag, Christian
;
Shaliastovich, Ivan
.
The Journal of Financial and Quantitative Analysis. 54 (2019) 6 - p. 2423-2452 , 2019
Link:
https://www.jstor.org/st..
?
11
Horizontal industry relationships and return predictability:
Schlag, Christian
;
Zeng, Kailin
Journal of Empirical Finance. 53 (2019) - p. 310-330 , 2019
Link:
https://doi.org/10.1016/..
?
12
Level and slope of volatility smiles in long-run risk model:
Branger, Nicole
;
Rodrigues, Paulo
;
Schlag, Christian
Journal of Economic Dynamics and Control. 86 (2018) - p. 95-122 , 2018
Link:
https://doi.org/10.1016/..
?
13
Volatility-of-Volatility Risk:
Huang, Darien
;
Schlag, Christian
;
Shaliastovich, Ivan
.
Journal of Financial and Quantitative Analysis. 54 (2018) 6 - p. 2423-2452 , 2018
Link:
https://doi.org/10.1017/..
?
14
'Nobody is perfect': Asset pricing and long-run survival wh..:
Branger, Nicole
;
Schlag, Christian
;
Wu, Lue
Journal of Economic Dynamics and Control. 61 (2015) - p. 303-333 , 2015
Link:
https://doi.org/10.1016/..
?
15
Pricing Two Heterogeneous Trees:
Branger, Nicole
;
Schlag, Christian
;
Wu, Lue
The Journal of Financial and Quantitative Analysis. 46 (2011) 5 - p. 1437-1462 , 2011
Link:
https://www.jstor.org/st..
1-15