Details about Marta Szymanowska

Access statistics for papers by Marta Szymanowska.

Last updated 2023-04-09. Update your information in the RePEc Author Service.

Short-id: psz42

Working Papers

2013

1. Time-Varying Inflation Risk and Stock Returns
   Staff Reports, Federal Reserve Bank of New York View citations (14)
   See also Journal Article Time-varying inflation risk and stock returns, Journal of Financial Economics, Elsevier (2020) View citations (26) (2020)

2006

2. Essays on rational asset pricing
   Other publications TiSEM, Tilburg University, School of Economics and Management View citations (5)

Journal Articles

2020

1. Time-varying inflation risk and stock returns
   Journal of Financial Economics, 2020, 136, (2), 444-470 View citations (26)
   See also Working Paper Time-Varying Inflation Risk and Stock Returns, Staff Reports (2013) View citations (14) (2013)

2014

2. An Anatomy of Commodity Futures Risk Premia
   Journal of Finance, 2014, 69, (1), 453-482 View citations (175)

2012

3. Asset Pricing Restrictions on Predictability: Frictions Matter
   Management Science, 2012, 58, (10), 1916-1932 View citations (6)

2009

4. Reverse convertible bonds analyzed
   Journal of Futures Markets, 2009, 29, (10), 895-919 View citations (29)