Published
- Volatility Discovery in Cryptocurrency Markets, Journal of Risk Finance, November 2021, Volume 22, Issue No. 5, pages 313-331, https://doi.org/10.1108/JRF-11-2020-0238 with Thomas Dimpfl
Working Papers
- Empirical Asset Pricing in a DSGE Framework: Reconciling Calibration and Econometrics using Partial Indirect Inference (August 17, 2020), Available at SSRN: https://ssrn.com/abstract=3648085 or http://dx.doi.org/10.2139/ssrn.3648085, with Joachim Grammig and Julie Schnaitmann