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Felix Matthys
Title
Cited by
Cited by
Year
Economic policy uncertainty and the yield curve
M Leippold, F Matthys
Review of Finance 26 (4), 751-797, 2022
482022
Robust consumption and portfolio policies when asset prices can jump
Y Ait-Sahalia, F Matthys
Journal of Economic Theory 179, 1-56, 2019
432019
When uncertainty and volatility are disconnected: Implications for asset pricing and portfolio performance
Y Aït-Sahalia, F Matthys, E Osambela, R Sircar
Journal of Econometrics, 105654, 2024
192024
Robust portfolio optimization with jumps
Y Aït-Sahalia, FHA Matthys
Working Paper, 2014
102014
Government policy uncertainty and the yield curve
M Leippold, F Matthys
Available at SSRN 2664116, 2017
62017
Political uncertainty and currency markets
M Leippold, F Matthys, P Mueller, M Svaton
Swiss Finance Institute Research Paper, 2024
12024
Learning about the impact of Government Policy and the Yield Curve
FH Matthys
Working Paper. Available from http://scholar. princeton. edu/sites/default …, 2014
12014
Research Paper Series N 22-36
M Leippold, F Matthys
2022
Endogenous Markov Switching Regression Models for High-Frequency Data under Microstructure Noise
M Leippold, F Matthys
Available at SSRN 2611154, 2015
2015
Three essays in quantitative finance
F Matthys
University of Zurich, 2014
2014
Correlation Processes: Application to Default Intensity Models
J Stojkovic, M Leippold, F Matthys
2012
The Greek Debt Tragedy: An Ongoing Odyssey
F MATTHYS
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Articles 1–12