Details about Jantje Sönksen

Access statistics for papers by Jantje Sönksen.

Last updated 2024-09-09. Update your information in the RePEc Author Service.

Short-id: psn68

Working Papers

2021

1. Non-Standard Errors
   Working Papers, Faculty of Economics and Statistics, Universität Innsbruck View citations (6)

2020

2. Diverging roads: Theory-based vs. machine learning-implied stock risk premia
   University of Tübingen Working Papers in Business and Economics, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics View citations (1)
3. Empirical Asset Pricing with Multi-Period Disaster Risk: A Simulation-Based Approach
   CFR Working Papers, University of Cologne, Centre for Financial Research (CFR) View citations (2)
   See also Journal Article Empirical asset pricing with multi-period disaster risk: A simulation-based approach, Journal of Econometrics, Elsevier (2021) (2021)

2014

4. Consumption-Based Asset Pricing with Rare Disaster Risk: A Simulated Method of Moments Approach
   VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association
5. Consumption-based asset pricing with rare disaster risk
   CFS Working Paper Series, Center for Financial Studies (CFS)

Journal Articles

2021

1. Empirical asset pricing with multi-period disaster risk: A simulation-based approach
   Journal of Econometrics, 2021, 222, (1), 805-832
   See also Working Paper Empirical Asset Pricing with Multi-Period Disaster Risk: A Simulation-Based Approach, CFR Working Papers (2020) View citations (2) (2020)