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Details about Wolfgang Schadner

Workplace:School of Finance, Universität St. Gallen (University of St. Gallen), (more information at EDIRC)

Access statistics for papers by Wolfgang Schadner.

Last updated 2022-05-19. Update your information in the RePEc Author Service.

Short-id: psc919

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Working Papers


  1. Feasible Implied Correlation Matrices from Factor Structures
    Papers, Downloads


  1. Risk-Neutral Momentum and Market Fear
    Working Papers on Finance, University of St. Gallen, School of Finance Downloads

Journal Articles


  1. Estimating Forward-Looking Stock Correlations from Risk Factors
    Mathematics, 2022, 10, (10), 1-19 Downloads
  2. U.S. Politics from a multifractal perspective
    Chaos, Solitons & Fractals, 2022, 155, (C) Downloads View citations (1)


  1. Ex-Ante Risk Factors and Required Structures of the Implied Correlation Matrix
    Finance Research Letters, 2021, 41, (C) Downloads View citations (1)
  2. On the persistence of market sentiment: A multifractal fluctuation analysis
    Physica A: Statistical Mechanics and its Applications, 2021, 581, (C) Downloads View citations (1)
  3. The trilemma of expansionary monetary policy in the Euro area during the COVID-19 crisis
    Finance Research Letters, 2021, 42, (C) Downloads View citations (1)


  1. An idea of risk-neutral momentum and market fear
    Finance Research Letters, 2020, 37, (C) Downloads View citations (3)
Page updated 2022-11-25