Lukas Götz

UNIQA Finanz-Service GmbH

Untere Donaustraße 21

Vienna, 1029

Austria

SCHOLARLY PAPERS

4

DOWNLOADS

696

SSRN CITATIONS

4

CROSSREF CITATIONS

2

Scholarly Papers (4)

1.

Common Factors in the Performance of European Corporate Bonds – Evidence Before and after Financial Crisis

Number of pages: 42 Posted: 01 Mar 2012
Wolfgang Aussenegg, Lukas Götz and Ranko Jelic
Vienna University of Technology, UNIQA Finanz-Service GmbH and University of Sussex Business School
Downloads 300 (186,041)
Citation 2

Abstract:

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Asset Pricing, Euro Corporate Bonds, Factor Models, Financial Crisis, Anomalies

2.

European Asset Swap Spreads and the Credit Crisis

Number of pages: 42 Posted: 08 May 2013
Wolfgang Aussenegg, Lukas Götz and Ranko Jelic
Vienna University of Technology, UNIQA Finanz-Service GmbH and University of Sussex Business School
Downloads 190 (289,721)
Citation 3

Abstract:

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European Bonds, Asset Swaps, Credit Risk, Financial Crisis, Markov Switching

3.

European ‘Fear’ Indices – Evidence Before and During the Financial Crisis

Number of pages: 46 Posted: 23 May 2013
Wolfgang Aussenegg, Lukas Götz and Ranko Jelic
Vienna University of Technology, UNIQA Finanz-Service GmbH and University of Sussex Business School
Downloads 132 (392,819)

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European volatility indices, Return-volatility relation, Markov switching, Quantile regression, Impulse response function

4.

Common factors in the performance of European corporate bonds – evidence before and after the financial crisis

European Financial Management, 21, 2, 2015, 265–308.
Number of pages: 47 Posted: 06 Mar 2023
Wolfgang Aussenegg, Lukas Götz and Ranko Jelic
Vienna University of Technology, UNIQA Finanz-Service GmbH and University of Sussex Business School
Downloads 74 (579,793)

Abstract:

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asset pricing, Euro corporate bonds, factor models, financial crisis, anomalies