Access Statistics for Katrin Gottschalk
Author contact details at EconPapers.
| Working Paper | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| Institutional investors and stock market efficiency: The case of the January anomaly | 0 | 0 | 0 | 25 | 0 | 1 | 2 | 135 |
| Institutional investors and stock market efficiency: The case of the January anomaly | 0 | 0 | 0 | 141 | 0 | 1 | 3 | 710 |
| Political Orientation of Government and Stock Market Returns | 0 | 0 | 1 | 20 | 0 | 0 | 6 | 117 |
| Political orientation of government and stock market returns | 0 | 0 | 0 | 92 | 0 | 1 | 4 | 288 |
| Steht der deutsche Aktienmarkt unter politischem Einfluss? | 0 | 0 | 0 | 27 | 0 | 1 | 2 | 101 |
| Stock Market Volatility around National Elections | 0 | 0 | 2 | 206 | 0 | 2 | 12 | 738 |
| Stock market volatiltity around national elections | 0 | 0 | 2 | 167 | 1 | 1 | 5 | 553 |
| Total Working Papers | 0 | 0 | 5 | 678 | 1 | 7 | 34 | 2,642 |
| Journal Article | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| A Joint Analysis of the Term Structure of Credit Default Swap Spreads and the Implied Volatility Surface | 0 | 0 | 0 | 0 | 0 | 1 | 2 | 49 |
| Cross-hedging strategies between CDS spreads and option volatility during crises | 0 | 0 | 0 | 31 | 0 | 0 | 0 | 159 |
| International evidence on the Democrat premium and the presidential cycle effect | 0 | 0 | 5 | 44 | 0 | 1 | 11 | 197 |
| Stock market volatility around national elections | 1 | 4 | 23 | 277 | 6 | 15 | 79 | 865 |
| The Co‐Movement of Credit Default Swap Spreads, Equity Returns and Volatility: Evidence from Asia‐Pacific Markets | 0 | 0 | 2 | 6 | 0 | 0 | 4 | 23 |
| Total Journal Articles | 1 | 4 | 30 | 358 | 6 | 17 | 96 | 1,293 |
1 registered items for which data could not be found
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