نتائج البحث - "Katrin Gottschalk"

1

Academic Journal

Credit Spreads and Equity Volatility during Periods of Financial Turmoil

المصدر: Applied Finance Letters, Vol 3, Iss 1 (2014)

مصطلحات موضوعية: Credit Default Swap, Term Structure, Implied Volatility Surface, Factor Decomposition, Market Linkages, Cross-Hedging, Finance, HG1-9999

وصف الملف: electronic resource

Relation: https://ojs.aut.ac.nz/applied-finance-letters/article/view/19; https://doaj.org/toc/2253-5799; https://doaj.org/toc/2253-5802

URL الوصول: https://doaj.org/article/e9eb4ee5cced42ddb1d708081527c9a3

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2

A Joint Analysis of the Term Structure of Credit Default Swap Spreads and the Implied Volatility Surface

المؤلفون: José Da Fonseca, Katrin Gottschalk

المصدر: SSRN Electronic Journal.

مصطلحات موضوعية: History, Polymers and Plastics, Business and International Management, Industrial and Manufacturing Engineering

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::6ba5393723233a67aa111c0a0df34814
https://doi.org/10.2139/ssrn.4384567

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3

The Co-movement of Credit Default Swap Spreads, Stock Market Returns and Volatilities: Evidence from Asia-Pacific Markets

المؤلفون: José Da Fonseca, Katrin Gottschalk

المصدر: SSRN Electronic Journal.

مصطلحات موضوعية: History, Polymers and Plastics, Business and International Management, Industrial and Manufacturing Engineering

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::e83a794cc5591643505cf2c01adec110
https://doi.org/10.2139/ssrn.4360831

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4

Cross-Hedging Strategies between CDS Spreads and Option Volatility during Crises

المؤلفون: Katrin Gottschalk, José Da Fonseca

المصدر: SSRN Electronic Journal.

مصطلحات موضوعية: Economics and Econometrics, Variance swap, History, Credit default swap, Polymers and Plastics, Financial system, Implied volatility, Industrial and Manufacturing Engineering, Credit default swap index, iTraxx, Volatility swap, Volatility smile, Economics, Business and International Management, Finance, Credit risk

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a25f440b42b4fd46030eddcaa4ee87f0
https://doi.org/10.2139/ssrn.4384577

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5

Veränderung als Graswurzelbewegung

المؤلفون: Katrin Gottschalk

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f9c68c4212728dcd735992d1d360d3e6
https://doi.org/10.1515/9783839450253-006

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6

Academic Journal

* Author for Correspondence

المؤلفون: Jedrzej Bialkowski, Katrin Gottschalk, Tomasz Wisniewski, Große Scharrnstr, Tomasz Piotr Wisniewski

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.aut.ac.nz/resources/schools/business/business_research/enterprise_and_innovation/enterprise_and_innovation_26-2006.pdf.

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.318.6611; http://www.aut.ac.nz/resources/schools/business/business_research/enterprise_and_innovation/enterprise_and_innovation_26-2006.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.318.6611
http://www.aut.ac.nz/resources/schools/business/business_research/enterprise_and_innovation/enterprise_and_innovation_26-2006.pdf

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7

Academic Journal

University Giessen, Phillips-University Marburg and the 21st Annual Congress of the European

المؤلفون: Martin T. Bohl, Katrin Gottschalk, Nigel Duck, Sylvain Friedrich, Bernd Hayo, Harald Henke, Evelyn Korn, Piotr Korczak, Brian Lucey, Jürgen Meckl, Martin Morlock, Richard Payne, Alfred Schüller, Andreas Stephan, R Talavera, Jonathan Temple

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://mpra.ub.uni-muenchen.de/677/1/MPRA_paper_677.pdf.

مصطلحات موضوعية: Institutional Investors and Stock Market Efficiency, The Case of the January Anomaly

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.588.4844; http://mpra.ub.uni-muenchen.de/677/1/MPRA_paper_677.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.588.4844
http://mpra.ub.uni-muenchen.de/677/1/MPRA_paper_677.pdf

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8

The Co-Movement of Credit Default Swap Spreads, Equity Returns and Volatility: Evidence from Asia-Pacific Markets

المؤلفون: Katrin Gottschalk, José Da Fonseca

المصدر: International Review of Finance.

مصطلحات موضوعية: Economics and Econometrics, 050208 finance, Credit default swap, Realized variance, 05 social sciences, Equity (finance), Asset allocation, Monetary economics, Implied volatility, Asia pacific, 0502 economics and business, Economics, 050207 economics, Volatility (finance), Finance, A determinant

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::11b826e50b3f7346063b3ab0eb866d98
https://doi.org/10.1111/irfi.12237

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9

A Joint Analysis of the Term Structure of Credit Default Swap Spreads and the Implied Volatility Surface

المؤلفون: José Da Fonseca, Katrin Gottschalk

المصدر: Journal of Futures Markets. 33:494-517

مصطلحات موضوعية: Economics and Econometrics, Variance swap, Credit default swap, Financial economics, Implied volatility, General Business, Management and Accounting, Credit default swap index, iTraxx, Accounting, Volatility swap, Volatility smile, Econometrics, Economics, Credit valuation adjustment, Finance

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::581367e8482612eac95157452fa47416
https://doi.org/10.1002/fut.21594

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10

International evidence on the Democrat premium and the presidential cycle effect

المؤلفون: Martin T. Bohl, Katrin Gottschalk

المصدر: The North American Journal of Economics and Finance. 17:107-120

مصطلحات موضوعية: Economics and Econometrics, Politics, Panel analysis, Presidential system, Econometrics, Economics, Empirical evidence, Finance, Stock (geology)

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::0e6863f8fcae16b9c48accf3d6acf957
https://doi.org/10.1016/j.najef.2005.10.001

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11

Stock Market Volatility around National Elections

المؤلفون: Tomasz Piotr Wisniewski, Katrin Gottschalk, Jędrzej Białkowski

مصطلحات موضوعية: Economics and Econometrics, Index (economics), Parliament, media_common.quotation_subject, Victory, Monetary economics, International economics, jel:G12, Biology and political orientation, jel:G11, Shock (economics), jel:G14, Margin (finance), Political risk,National elections,Stock market volatility, Economics, Stock market, Finance, Compulsory voting, media_common

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::eaaa4718797b4d4026039e283d902858
https://www.econstor.eu/bitstream/10419/22109/1/p22006.pdf

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12

Institutional Investors and Stock Market Efficiency: The Case of the January Anomaly

المؤلفون: Rozália Pál, Martin T. Bohl, Katrin Gottschalk

المصدر: SSRN Electronic Journal.

مصطلحات موضوعية: Institutional investor, Event study, Financial system, Secondary market, jel:G23, jel:G14, Institutional Traders,Individual Investors,January Effect,Polish and Hungarian Pension Fund Investors, Third market, Stock market, Insider trading, Business, January effect, Participatory note, health care economics and organizations

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c88465957d534202e59db31f91f2a3a5
https://doi.org/10.2139/ssrn.892144

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13

Political Orientation of Government and Stock Market Returns

المؤلفون: Tomasz Piotr Wisniewski, Katrin Gottschalk, Jędrzej Białkowski

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ae1947b039b3bf34cac31b184d62318a
https://www.econstor.eu/bitstream/10419/22113/1/p92006.pdf

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14

Stock Market Volatility around National Elections

المؤلفون: Katrin Gottschalk, Jędrzej Białkowski, Tomasz Piotr Wisniewski

المصدر: SSRN Electronic Journal.

مصطلحات موضوعية: Government, Shock (economics), Index (economics), Political risk, Margin (finance), Economics, Monetary economics, Volatility risk, health care economics and organizations, Compulsory voting, Biology and political orientation

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::41fb6bec04f6d09a40695ed4118907c7
https://doi.org/10.2139/ssrn.892143

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15

Political Orientation of Government and Stock Market Returns

المؤلفون: Jędrzej Białkowski, Tomasz Piotr Wisniewski, Katrin Gottschalk

المصدر: SSRN Electronic Journal.

مصطلحات موضوعية: Politics, Government, Market economy, International investment, media_common.quotation_subject, Economics, Stock market, Stock (geology), Democracy, Biology and political orientation, media_common

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::be8dbfccecc39b7068c74f962a88c09f
https://doi.org/10.2139/ssrn.921258

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16

Academic Journal

2006a): “Political Orientation of Government and Stock Market Returns,” manuscript

المؤلفون: Jedrzej Bialkowski, Katrin Gottschalk, Tomasz Wisniewski, Große Scharrnstr, Tomasz Piotr Wisniewski

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.aut.ac.nz/__data/assets/pdf_file/0004/48487/enterprise_and_innovation_30-2006.pdf.

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.558.4013; http://www.aut.ac.nz/__data/assets/pdf_file/0004/48487/enterprise_and_innovation_30-2006.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.558.4013
http://www.aut.ac.nz/__data/assets/pdf_file/0004/48487/enterprise_and_innovation_30-2006.pdf

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17

Academic Journal

First Supervisor/Erstgutachter: Second Supervisor/Zweitgutachter

المؤلفون: Katrin Gottschalk, Prof Dr, Wolfgang Berens, Martin T. Bohl, Bernd Wilfling

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://miami.uni-muenster.de/servlets/DerivateServlet/Derivate-4921/diss_gottschalk.pdf.

مصطلحات موضوعية: viii

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.427.6537; http://miami.uni-muenster.de/servlets/DerivateServlet/Derivate-4921/diss_gottschalk.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.427.6537
http://miami.uni-muenster.de/servlets/DerivateServlet/Derivate-4921/diss_gottschalk.pdf

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18

Academic Journal

The timeliness of CDS spread changes in predicting corporate default, 2004-2008 *

المؤلفون: Katrin Gottschalk A, Paddy Walker B

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.efmaefm.org/0EFMAMEETINGS/EFMA%20ANNUAL%20MEETINGS/2011-Braga/papers/0309.pdf.

مصطلحات موضوعية: use of Bloomberg

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.225.6002; http://www.efmaefm.org/0EFMAMEETINGS/EFMA%20ANNUAL%20MEETINGS/2011-Braga/papers/0309.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.225.6002
http://www.efmaefm.org/0EFMAMEETINGS/EFMA%20ANNUAL%20MEETINGS/2011-Braga/papers/0309.pdf

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19

Academic Journal

Political orientation of government and stock market returns

المؤلفون: Jedrzej Bialkowski, Katrin Gottschalk, Tomasz Piotr Wisniewski

Relation: http://www.informaworld.com/openurl?genre=article&doi=10.1080/17446540701222359&magic=repec&7C&7C8674ECAB8BB840C6AD35DC6213A474B5

الاتاحة: http://www.informaworld.com/openurl?genre=article&doi=10.1080/17446540701222359&magic=repec&7C&7C8674ECAB8BB840C6AD35DC6213A474B5

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