Economic policy uncertainty and the yield curve M Leippold, F Matthys Review of Finance 26 (4), 751-797, 2022 | 48 | 2022 |
Robust consumption and portfolio policies when asset prices can jump Y Ait-Sahalia, F Matthys Journal of Economic Theory 179, 1-56, 2019 | 43 | 2019 |
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 | 19 | 2024 |
Robust portfolio optimization with jumps Y Aït-Sahalia, FHA Matthys Working Paper, 2014 | 10 | 2014 |
Government policy uncertainty and the yield curve M Leippold, F Matthys Available at SSRN 2664116, 2017 | 6 | 2017 |
Political uncertainty and currency markets M Leippold, F Matthys, P Mueller, M Svaton Swiss Finance Institute Research Paper, 2024 | 1 | 2024 |
Learning about the impact of Government Policy and the Yield Curve FH Matthys Working Paper. Available from http://scholar. princeton. edu/sites/default …, 2014 | 1 | 2014 |
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 | | |