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Details about Andreas Kaeck

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Short-id: pka825


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Journal Articles

2012

  1. Does model fit matter for hedging? Evidence from FTSE 100 options
    Journal of Futures Markets, 2012, 32, (7), 609-638 View citations (5)
  2. Volatility dynamics for the S&P 500: Further evidence from non-affine, multi-factor jump diffusions
    Journal of Banking & Finance, 2012, 36, (11), 3110-3121 Downloads View citations (42)

2008

  1. Regime dependent determinants of credit default swap spreads
    Journal of Banking & Finance, 2008, 32, (6), 1008-1021 Downloads View citations (148)
 
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