Browsing All of EconStor by Author Schlag, Christian


Showing results 21 to 31 of 31
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Year of PublicationTitleAuthor(s)
2019Extreme inflation and time-varying consumption growthDergunov, Ilya; Meinerding, Christoph; Schlag, Christian
2020Equilibrium asset pricing in directed networksBranger, Nicole; Konermann, Patrick; Meinerding, Christoph; Schlag, Christian
2020Implied Volatility Duration: A measure for the timing of uncertainty resolutionSchlag, Christian; Thimme, Julian; Weber, Rüdiger
2020Predictability and the cross-section of expected returns: A challenge for asset pricing modelsSchlag, Christian; Semenischev, Michael; Thimme, Julian
2020GMM weighting matrices incross-sectional asset pricing testsLaurinaityte, Nora; Meinerding, Christoph; Schlag, Christian; Thimme, Julian
2020Diverging roads: Theory-based vs. machine learning-implied stock risk premiaGrammig, Joachim; Hanenberg, Constantin; Schlag, Christian; Sönksen, Jantje
2021Momentum-managed equity factorsFlögel, Volker; Schlag, Christian; Zunft, Claudia
2022A jumping index of jumping stocks? An MCMC analysis of continuous-time models for individual stocksPollastri, Alessandro; Rodrigues, Paulo Jorge Maurício; Schlag, Christian; Seeger, Norman
2022The leading premiumCroce, Mariano M.; Marchuk, Tatyana; Schlag, Christian
2022Extreme inflation and time-varying expected consumption growthDergunov, Ilya; Meinerding, Christoph; Schlag, Christian
2023Non-substitutable consumption growth riskDittmar, Robert F.; Schlag, Christian; Thimme, Julian