EconPapers    
Economics at your fingertips  
 

Details about Andreas Kaeck

Access statistics for papers by Andreas Kaeck.

Update your information in the RePEc Author Service.

Short-id: pka825


Jump to Journal Articles

Working Papers

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 (4)
  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 (28)

2008

  1. Regime dependent determinants of credit default swap spreads
    Journal of Banking & Finance, 2008, 32, (6), 1008-1021 Downloads View citations (122)
 
Page updated 2020-10-11