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Umlandt, Dennis
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1

Score-driven asset pricing: Predicting time-varying risk pr..:

Umlandt, Dennis
Journal of Econometrics.  237 (2023)  2 - p. 105470 , 2023
Link: https://doi.org/10.1016/..
 
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2

Currency returns and FX dealer balance sheets:

Reitz, Stefan ; Umlandt, Dennis
Journal of International Economics.  133 (2021)  - p. 103541 , 2021
Link: https://doi.org/10.1016/..
 
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3

(Almost) Recursive Identification of Monetary Policy Shocks..:

Burgard, Jan Pablo ; Neuenkirch, Matthias ; Umlandt, Dennis
Series: CESifo Working Paper.  , 2023
Link: http://hdl.handle.net/10..
 
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4

Dynamic Mixture Vector Autoregressions with Score-Driven We..:

Gretener, Alexander Georges ; Neuenkirch, Matthias ; Umlandt, Dennis
Series: CESifo Working Paper.  , 2023
Link: http://hdl.handle.net/10..
 
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5

(Almost) recursive identification of monetary policy shocks..:

Burgard, Jan Pablo ; Neuenkirch, Matthias ; Umlandt, Dennis
Series: Research Papers in Economics.  , 2023
Link: http://hdl.handle.net/10..
 
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6

Dynamic mixture vector autoregressions with score-driven we..:

Gretener, Alexander Georges ; Neuenkirch, Matthias ; Umlandt, Dennis
Series: Research Papers in Economics.  , 2022
Link: http://hdl.handle.net/10..
 
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7

Essays in Empirical Dynamic Asset Pricing: Methods and Appl..:

Umlandt, Dennis
https://nbn-resolving.org/urn:nbn:de:gbv:8-mods-2020-00014-5.  , 2020
Link: https://nbn-resolving.or..
 
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8

Foreign exchange dealer asset pricing:

Reitz, Stefan ; Umlandt, Dennis
Series: Deutsche Bundesbank Discussion Paper.  , 2019
Link: http://hdl.handle.net/10..
 
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9

Essays in empirical dynamic asset pricing 

methods and applications in foreign exchange 
Umlandt, Dennis , 2020
Link: https://nbn-resolving.de..
 
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