Details about Wolfgang Schadner

Access statistics for papers by Wolfgang Schadner.

Last updated 2025-03-16. Update your information in the RePEc Author Service.

Short-id: psc919

Working Papers

2023

1. Which is Worse: Heavy Tails or Volatility Clusters?
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute

2021

2. Feasible Implied Correlation Matrices from Factor Structures
   Papers, arXiv.org

2019

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

Journal Articles

2023

1. The value of expected return persistence
   Annals of Finance, 2023, 19, (4), 449-476

2022

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

2021

4. Ex-Ante Risk Factors and Required Structures of the Implied Correlation Matrix
   Finance Research Letters, 2021, 41, (C) View citations (2)
5. On the persistence of market sentiment: A multifractal fluctuation analysis
   Physica A: Statistical Mechanics and its Applications, 2021, 581, (C) View citations (4)
6. The trilemma of expansionary monetary policy in the Euro area during the COVID-19 crisis
   Finance Research Letters, 2021, 42, (C) View citations (3)

2020

7. An idea of risk-neutral momentum and market fear
   Finance Research Letters, 2020, 37, (C) View citations (3)

Chapters

2024

1. An Empirical Analysis of the Trilemma of Exiting Expansionary Monetary Policy in the Euro Area
   Chapter 11 in Banking Resilience and Global Financial Stability, 2024, pp 299-316