Browsing All of EconStor by Author Prokopczuk, Marcel
Showing results 1 to 13 of 13
Year of Publication | Title | Author(s) |
2017 | The risk premium of gold | Nguyen, Duc Binh Benno; Prokopczuk, Marcel; Wese Simen, Chardin |
2017 | The long memory of equity volatility: International evidence | Nguyen, Duc Binh Benno; Prokopczuk, Marcel; Sibbertsen, Philipp |
2017 | The term structure of systematic and idiosyncratic risk | Hollstein, Fabian; Prokopczuk, Marcel; Wese Simen, Chardin |
2017 | Jumps in commodity markets | Nguyen, Duc Binh Benno; Prokopczuk, Marcel; Wese Simen, Chardin |
2017 | Predicting the equity market with option implied variables | Prokopczuk, Marcel; Tharann, Björn; Wese Simen, Chardin |
2017 | Historical Antisemitism, Ethnic Specialization, and Financial Development | D'Acunto, Francesco; Prokopczuk, Marcel; Weber, Michael |
2017 | The memory of stock return volatility: Asset pricing implications | Nguyen, Duc Binh Benno; Prokopczuk, Marcel; Sibbertsen, Philipp |
2017 | International tail risk and world fear | Nguyen, Duc Binh Benno; Prokopczuk, Marcel; Wese Simen, Chardin |
2017 | How to estimate beta? | Hollstein, Fabian; Prokopczuk, Marcel; Wese Simen, Chardin |
2018 | Is commodity index investing profitable? | Fethke, Tobias; Prokopczuk, Marcel |
2019 | The memory of beta factors | Becker, Janis; Hollstein, Fabian; Prokopczuk, Marcel; Sibbertsen, Philipp |
2019 | Volatility term structures in commodity markets | Hollstein, Fabian; Prokopczuk, Marcel; Würsig, Christoph |
2020 | The long memory of equity volatility and the macroeconomy: International evidence | Dräger, Lena; Nguyen, Duc Binh Benno; Prokopczuk, Marcel; Sibbertsen, Philipp |