Andreas Kaeck

Finance · 2008–2012

A researcher in the Science corpus: 2 papers; trusts 32 researchers and is trusted by 10 researchers here, as inferred from the citation graph.

Subfields

• Finance — 38 citations into it; #3,707 of 10,518 by trust here, #6,162 by citations
• Economics and Econometrics — 12 citations into it; #8,058 of 23,481 by trust here, #14,996 by citations
• Accounting — 7 citations into it

Whom Andreas Kaeck trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Bjørn Eraker
2. David S. Bates
3. Peter F. Christoffersen
4. Yueh-Neng Lin
5. Peter P. Carr
6. Mark Broadie
7. George K. Chacko
8. Stuart Geman
9. Xingguo Luo
10. Liuren Wu

Who trusts Andreas Kaeck overall

1. Antonio Di Cesare
2. Mario Hernandez Tinoco
3. J. Annaert
4. Giovanni Guazzarotti
5. Antje Berndt
6. N. Wilson
7. Peter F. Christoffersen

Papers from Andreas Kaeck's perspective

Ordered by how strongly the researchers Andreas Kaeck trusts endorse each paper. Same corpus, a different order for every researcher.

1. Post-'87 crash fears in the S&P 500 futures option market
2. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
3. Do Stock Prices and Volatility Jump? Reconciling Evidence from Spot and Option Prices
4. The jump-risk premia implicit in options: evidence from an integrated time-series study $
5. The Pricing of Options and Corporate Liabilities
6. A Tale of Two Indices
7. Variance Risk Premiums
8. Model Specification and Risk Premia: Evidence from Futures Options
9. Explaining the Rate Spread on Corporate Bonds
10. An empirical investigation of continuous-time equity return models

Their papers

• Regime dependent determinants of credit default swap spreads (2008) — 298 citations
• Volatility dynamics for the S&P 500: Further evidence from non-affine, multi-factor jump diffusions (2012) — 80 citations