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Thimme, Julian
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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/..
 
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2

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/..
 
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3

Up- and downside variance risk premia in global equity mark..:

Held, Matthias ; Kapraun, Julia ; Omachel, Marcel.
Journal of Banking & Finance.  118 (2020)  - p. 105875 , 2020
Link: https://doi.org/10.1016/..
 
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4

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..
 
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5

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/..
 
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6

INTERTEMPORAL SUBSTITUTION IN CONSUMPTION: A LITERATURE REV..:

Thimme, Julian
Journal of Economic Surveys.  31 (2016)  1 - p. 226-257 , 2016
Link: https://doi.org/10.1111/..
 
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7

Ambiguity in the Cross-Section of Expected Returns: An Empi..:

Thimme, Julian ; Völkert, Clemens
Journal of Business & Economic Statistics.  33 (2015)  3 - p. 418-429 , 2015
Link: https://doi.org/10.1080/..
 
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8

Ambiguity in the Cross-Section of Expected Returns: An Empi..:

Thimme, Julian ; Völkert, Clemens
Journal of Business & Economic Statistics.  33 (2015)  3 - p. 418-429 , 2015
Link: http://www.jstor.org/sta..
 
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9

High order smooth ambiguity preferences and asset prices:

Thimme, Julian ; Völkert, Clemens
Review of Financial Economics.  27 (2015)  1 - p. 1-15 , 2015
Link: https://doi.org/10.1016/..
 
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10

GMM weighting matrices in cross-sectional asset pricing tes..:

Laurinaitytė, Nora Marija ; Meinerding, Christoph ; Schlag, Christian.
info:eu-repo/semantics/altIdentifier/doi/10.1016/j.jbankfin.2024.107123.  , 2024
Link: https://repository.vu.lt..
 
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11

Non-Standard Errors:

Menkveld, Albert J ; Abudy, Menachem (Meni) ; Grammig, Joachim...
0022-1082.  , 2024
Link: https://dspace.library.u..
 
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12

GMM weighting matrices in cross-sectional asset pricing tes..:

Laurinaityte, Nora ; Meinerding, Christoph ; Schlag, Christian.
info:eu-repo/semantics/altIdentifier/doi/10.1016/j.jbankfin.2024.107123.  , 2024
Link: https://publikationen.bi..
 
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13

Non-substitutable consumption growth risk:

Dittmar, Robert F ; Schlag, Christian ; Thimme, Julian
http://publikationen.ub.uni-frankfurt.de/frontdoor/index/index/docId/71539.  , 2023
Link: http://publikationen.ub...
 
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14

Non-substitutable consumption growth risk:

Dittmar, Robert F ; Schlag, Christian ; Thimme, Julian
Series: SAFE Working Paper.  , 2023
Link: http://hdl.handle.net/10..
 
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15

Implied volatility duration : A measure for the timing of u..:

Schlag, Christian ; Thimme, Julian ; Weber, Rüdiger
info:eu-repo/semantics/altIdentifier/wos/000625883200006.  , 2021
Link: https://publikationen.bi..
 
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