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Schlag, Christian
11
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8
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3
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2
Schneider, Eva
2
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1
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1
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OLC EcoSci
ECONIS (ZBW)
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1
Asset allocation in markets with contagion: The interplay between volatilities, jump intensities, and correlations
Konermann, Patrick
;
Meinerding, Christoph
;
Sedova, Olga
- In:
Review of financial economics : RFE
22
(
2013
)
1
,
pp. 36-46
Persistent link: https://www.econbiz.de/10010067695
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2
What is the impact of stock market contagion on an investor’s portfolio choice?
Branger, Nicole
;
Kraft, Holger
;
Meinerding, Christoph
- In:
Insurance / Mathematics & economics
45
(
2009
)
1
,
pp. 94-113
Persistent link: https://www.econbiz.de/10008895435
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3
What is the impact of stock market contagion on an investor’s portfolio choice?
Branger, Nicole
;
Kraft, Holger
;
Meinerding, Christoph
- In:
Insurance / Mathematics & economics
45
(
2009
)
1
,
pp. 94-112
Persistent link: https://www.econbiz.de/10008277112
Saved in:
4
An Empirical Examination Of The Effect Of Dividend Taxation On Asset Pricing And Returns In Germany
Murphy, A.
;
Schlag, C.
- In:
Global finance journal
10
(
1999
)
1
,
pp. 35-52
Persistent link: https://www.econbiz.de/10007685007
Saved in:
5
An Explorative Investigation of Intraday Trading on the German Stock Market
Kirchner, Tobias
;
Schlag, Christian
- In:
Finanzmarkt und Portfolio-Management
12
(
1998
)
1
,
pp. 13-31
Persistent link: https://www.econbiz.de/10006097045
Saved in:
6
Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia?
Branger, Nicole
;
Schlag, Christian
- In:
Journal of financial and quantitative analysis : JFQA
43
(
2008
)
4
,
pp. 1055
Persistent link: https://www.econbiz.de/10008213261
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7
Optimal portfolios when volatility can jump
Branger, Nicole
;
Schlag, Christian
;
Schneider, Eva
- In:
Journal of banking & finance
32
(
2008
)
6
,
pp. 1087-1097
Persistent link: https://www.econbiz.de/10008052218
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8
Internationally cross-listed stock prices during overlapping trading hours: price discovery and exchange rate effects
Grammig, Joachim
;
Melvin, Michael
;
Schlag, Christian
- In:
Journal of empirical finance
12
(
2005
)
1
,
pp. 139-164
Persistent link: https://www.econbiz.de/10007225892
Saved in:
9
Hedging under model misspecification: All risk factors are equal, but some are more equal than others …
Branger, Nicole
;
Krautheim, Eva
;
Schlag, Christian
; …
- In:
The journal of futures markets
32
(
2012
)
5
,
pp. 397-431
Persistent link: https://www.econbiz.de/10009842701
Saved in:
10
Measuring Financial Integration via Idiosyncratic Risk: What Effects Are We Really Picking Up?
Parsley, Davidc
;
Schlag, Christian
- In:
Journal of money, credit and banking : JMCB
39
(
2007
)
5
,
pp. 1267-1274
Persistent link: https://www.econbiz.de/10007756664
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