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Skewness risk premium : theory and empirical evidence
Lehnert, Thorsten; Lin, Yuehao; Wolff, Christiaan … - 2013
Persistent link: https://www.econbiz.de/10009723118
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Skewness term structure tests
Lin, Yuehao; Lehnert, Thorsten - 2014
Persistent link: https://www.econbiz.de/10010502924
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Skewness risk premium : theory and empirical evidence
Lehnert, Thorsten; Lin, Yuehao; Wolff, Christiaan … - 2014
Persistent link: https://www.econbiz.de/10010502927
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Volatility concepts and risk management tools
Bams, Dennis; Blanchard, Gildas; Lehnert, Thorsten - 2015
Persistent link: https://www.econbiz.de/10011547074
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From time varying risk-aversion and sentiment to anomalies in market moments' risk premia
Bams, Dennis; Honarvar, Iman; Lehnert, Thorsten - 2015
Persistent link: https://www.econbiz.de/10011547082
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The impact of uncertainty in the oil and gold market on the cross-section of stock returns
Bams, Dennis; Blanchard, Gildas; Honarvar, Iman; … - 2015
Persistent link: https://www.econbiz.de/10011547101
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Volatility measures and Value-at-Risk
Bams, Dennis; Blanchard, Gildas; Lehnert, Thorsten - In: International journal of forecasting 33 (2017) 4, pp. 848-863
Persistent link: https://www.econbiz.de/10011746918
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Skewness term-structure tests
Lehnert, Thorsten; Lin, Yuehao - In: Applied mathematical finance 23 (2016) 5/6, pp. 484-504
Persistent link: https://www.econbiz.de/10011704272
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Euro at risk : the impact of member countries' credit risk on the stability of the common currency
Bekkour, Lamia; Jin, Xisong; Lehnert, Thorsten; … - In: Journal of empirical finance 33 (2015), pp. 67-83
Persistent link: https://www.econbiz.de/10011556851
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A note on Stein's overreaction puzzle
Lin, Yuehao; Lehnert, Thorsten - In: Decisions in economics and finance : a journal of … 43 (2020) 1, pp. 269-276
Persistent link: https://www.econbiz.de/10012285399