Details about Katrin Gottschalk

Access statistics for papers by Katrin Gottschalk.

Last updated 2021-05-08. Update your information in the RePEc Author Service.

Short-id: pgo211

Working Papers

2006

1. Institutional investors and stock market efficiency: The case of the January anomaly
   Working Paper Series, European University Viadrina Frankfurt (Oder), The Postgraduate Research Programme Capital Markets and Finance in the Enlarged Europe View citations (3)
   Also in MPRA Paper, University Library of Munich, Germany (2006) View citations (5)
2. Political Orientation of Government and Stock Market Returns
   Working Paper Series, European University Viadrina Frankfurt (Oder), The Postgraduate Research Programme Capital Markets and Finance in the Enlarged Europe
   Also in MPRA Paper, University Library of Munich, Germany (2006) View citations (1)
3. Stock Market Volatility around National Elections
   Working Paper Series, European University Viadrina Frankfurt (Oder), The Postgraduate Research Programme Capital Markets and Finance in the Enlarged Europe View citations (3)
   Also in MPRA Paper, University Library of Munich, Germany (2006)
   See also Journal Article Stock market volatility around national elections, Journal of Banking & Finance, Elsevier (2008) View citations (154) (2008)

2005

4. Steht der deutsche Aktienmarkt unter politischem Einfluss?
   Working Paper Series, European University Viadrina Frankfurt (Oder), The Postgraduate Research Programme Capital Markets and Finance in the Enlarged Europe View citations (5)

Journal Articles

2020

1. The Co‐Movement of Credit Default Swap Spreads, Equity Returns and Volatility: Evidence from Asia‐Pacific Markets
   International Review of Finance, 2020, 20, (3), 551-579 View citations (6)

2014

2. Cross-hedging strategies between CDS spreads and option volatility during crises
   Journal of International Money and Finance, 2014, 49, (PB), 386-400 View citations (6)

2013

3. A Joint Analysis of the Term Structure of Credit Default Swap Spreads and the Implied Volatility Surface
   Journal of Futures Markets, 2013, 33, (6), 494-517 View citations (7)

2008

4. Stock market volatility around national elections
   Journal of Banking & Finance, 2008, 32, (9), 1941-1953 View citations (154)
   See also Working Paper Stock Market Volatility around National Elections, Working Paper Series (2006) View citations (3) (2006)

2006

5. International evidence on the Democrat premium and the presidential cycle effect
   The North American Journal of Economics and Finance, 2006, 17, (2), 107-120 View citations (16)