- Quantifying the effects of the paradigm shift of the ECB’s interest rate policy
- Kernel Method of Moments for Empirical Asset Pricing
- Analyzing Influential Factors and Forecasting Renewable Electricity Consumption – Using Time Series and Deep Learning Techniques
- Empirical Asset Pricing: Revisiting the Long-Horizon Implications of the Consumption-based CAPM
- Reshuffling the purchasing power parity puzzle. Influence of real economic and monetary factors in a nonlinear error correction model
- Sustainability in Asset Pricing: An empirical analysis of what it can and cannot deliver
- Linkage between ESG-performance and Credit Risk in the European Market: An Econometric Analysis
- The ESG Risk Premia in the Cross-Section of Asset Returns
- Identification via shock constraints: a new way to measure the effect of economic uncertainty in Europe
- Does Conference Call Sentiment Predict Firm Performance? A Pre- and Post-Pandemic Analysis
- Assessing the Importance of Macroeconomic Variables for Machine Learning-based Bond Risk Premium Approximation
- The Effect of Uncertainty and Fear Sentiment in the Coronavirus Pandemic on Bitcoin Price Dynamics
- Can Option-based Equity Premium Prediction be improved using Machine Learning?
- Climate Change Econometrics: Estimating a two-component energy balance model as a cointegrated VAR
- Heterogeneous Intermediary Asset Pricing – A Chebyshev Collocation Approach
- Information Content, Returns and Volatility of Neo-Broker Trading Activity
- Price discovery of cross – listed biotech companies. An econometric analysis
- Financial Crisis Prediction: Evidence from Machine Learning
- Stock Price Prediction using LSTM for a High-Frequency Trading Strategy
- The Development of Market Efficiency in a Cryptocurrency Market
- Comparing Asset Pricing Models: An Econometric Performance Analysis Starting from the Two-Pass Regression Methodology
- Assessing Economic Constraints for Deep Learning in Empirical Asset Pricing
- Liquidity, Noise, and Adverse Selection on Cryptocurrency Markets
- Dynamics, Persistence, and Co-Movement of Cryptocurrency Variance Processes
- Pricing of structured retail products with embodied exotic options on the German market: example of Capped Reverse Bonus Certificates
- Enhancing Automatic Decisions by Machine Learning: An Inductive Rule Based Approach
- Combining asset pricing theory with machine learning: The conditional autoencoder
- Intermediary Asset Pricing and the Value-Moment Strategy
- Assessing the impact of intermittent energy sources on electricity prices
- Indirect Inference Estimation of Stochastic Volatility Models using Neural Networks
- Price Discovery Among Corporate Credit Default Swap and Bond Markets
- From Mean to Machine Learning to Consumption-Based Asset Pricing - A Model Performance Analysis on the Tennis Sports Betting Market
- Surprise Surprise – Using Deep Learning Methods to Model Emotional Cues During Soccer Matches with Incomplete Data
- Uncertainty and the Business Cycle
- Modeling Stock Market Intraday Seasonality: Machine Learning vs. Traditional Approaches
- The Information Linkage across Spot, Futures and ETF Markets of World Commodities: An Econometric Analysis
-
