Thorsten Lehnert and Financial - Free people check

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Modelling structural changes in the volatility process

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Downloadable! GARCH-type models have been very successful in describing the volatility dynamics of financial return series for short periods of time. However,...

TIPS and inflation expectations: Applied Economics Letters

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Thorsten Lehnert Limburg Institute of Financial Economics (LIFE), Maastricht University , P.O. Box 616, Maastricht, MD, The Netherlands ; Nijmegen ... › ... › Volume 15, Issue 7

Cost of Capital: Applications and Examples

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Andonov, Aleksandar, Florian Bardong, and Thorsten Lehnert. “TIPS, Inflation Expectations, and the Financial Crisis.” Financial Analysts Journal 66(6) ...

Financial Contagion: The Viral Threat to the Wealth of Nations

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c05 JWBT430-Kolb December 21, :19 Printer Name: Yet to Come 44 Contagion: Theory and Identification Thorsten Lehnert is a professor of finance at the ...

Lehnert & Neske QX - Risk.net

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Thorsten Lehnert*. Limburg Institute of Financial Economics (LIFE), Maastricht University, ... Thorsten Lehnert and Frederick Neske. Journal of Credit Risk. › download › download

TIPS, Inflation Expectations, and the Financial Crisis by Aleksandar...

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The authors show that inefficiencies in the U.S. market for inflation-linked bonds can be exploited by informed traders who include survey estimates or inflatio

Modelling Scale-Consistent VAR with the Truncated Levy Flight by...

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Thorsten Lehnert. Maastricht University - Limburg Institute of Financial Economics (LIFE); Radboud University Nijmegen ...

EconPapers: TIPS, Inflation Expectations and the Financial Crisis

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Thorsten Lehnert (), Aleksandar Andonov and Florian Bardong () Additional contact information. Thorsten Lehnert: Luxembourg School of ...

EconPapers: Measuring Financial Contagion Using Time‐Aligned Data:...

econpapers.repec.org

By Stefanie Kleimeier, Thorsten Lehnert and Willem F. C. Verschoor; Abstract: This paper presents a new empirical approach to address the ...

Wikipedia: Inflationsindexierte Anleihe – Wikipedia

Kanada: Real Return Bond (RRB) Einzelbelege ↑ Thorsten Lehnert, Aleksandar Andonov, Florian Bardong: TIPS, Inflation Expectations and the Financial Crisis.

All web results to the name "Thorsten Lehnert"

The Journal of Finance and Data Science - ScienceDirect

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The Journal of Finance and Data Science (JFDS) is the leading analytical journal on finance and data science, providing detailed analyses of theoretical and empirical foundations and their applications in financial economics. JFDS publishes evaluations of both well-established and new theories using financial data, data-scientific measurements of variables relevant to financial â€¦