E-LIB Suche - Ergebnisse für: Branger, Nicole

1

Stock returns in global value chains: The role of upstreamn..:

Branger, Nicole ; Flacke, René Marian ; Meyerhof, Paul.
Journal of Empirical Finance. 74 (2023) - p. 101437 , 2023

Link: https://doi.org/10.1016/..

2

The information content of wheat derivatives regarding the ..:

Branger, Nicole ; Hanke, Michael ; Weissensteiner, Alex
Journal of Futures Markets. 44 (2023) 3 - p. 420-431 , 2023

Link: https://doi.org/10.1002/..

3

Optimal collective investment: an analysis of individual we..:

Branger, Nicole ; Chen, An ; Mahayni, Antje.
Mathematics and Financial Economics. , 2022

Link: https://doi.org/10.1007/..

4

Measurement errors in index trader positions data: Is the p..:

Bohl, Martin T. ; Branger, Nicole ; Trede, Mark
Applied Economic Perspectives and Policy. 44 (2021) 3 - p. 1534-1553 , 2021

Link: https://doi.org/10.1002/..

5

International stochastic discount factors and covariance ri..:

Branger, Nicole ; Herold, Michael ; Muck, Matthias
Journal of Banking & Finance. 123 (2021) - p. 106018 , 2021

Link: https://doi.org/10.1016/..

6

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/..

7

Monopoly power in the oil market and the macroeconomy:

Branger, Nicole ; Flacke, René Marian ; Gräber, Nikolai
Energy Economics. 85 (2020) - p. 104597 , 2020

Link: https://doi.org/10.1016/..

8

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/..

9

Hedging recessions:

Branger, Nicole ; Larsen, Linda Sandris ; Munk, Claus
Journal of Economic Dynamics and Control. 107 (2019) - p. 103715 , 2019

Link: https://doi.org/10.1016/..

10

Optimal granularity for portfolio choice:

Branger, Nicole ; Lučivjanská, Katarína ; Weissensteiner, Alex
Journal of Empirical Finance. 50 (2019) - p. 125-146 , 2019

Link: https://doi.org/10.1016/..

11

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/..

12

Correlation risk and international portfolio choice:

Branger, Nicole ; Muck, Matthias ; Weisheit, Stefan
Journal of Futures Markets. 39 (2018) 1 - p. 128-146 , 2018

Link: https://doi.org/10.1002/..

13

The case for herding is stronger than you think:

Bohl, Martin T. ; Branger, Nicole ; Trede, Mark
Journal of Banking & Finance. 85 (2017) - p. 30-40 , 2017

Link: https://doi.org/10.1016/..

14

Optimal portfolios when variances and covariances can jump:

Branger, Nicole ; Muck, Matthias ; Seifried, Frank Thomas.
Journal of Economic Dynamics and Control. 85 (2017) - p. 59-89 , 2017

Link: https://doi.org/10.1016/..

15

The Dynamics of Crises and the Equity Premium:

Branger, Nicole ; Kraft, Holger ; Meinerding, Christoph
The Review of Financial Studies. 29 (2016) 1 - p. 232-270 , 2016

Link: http://www.jstor.org/sta..