Regina Hammerschmid

University of Zurich

Sch├Ânberggasse 1

Z├╝rich, 8001

Switzerland

Swiss Finance Institute

c/o University of Geneva

40, Bd du Pont-d'Arve

CH-1211 Geneva 4

Switzerland

SCHOLARLY PAPERS

4

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Top 24,501

in Total Papers Downloads

2,113

SSRN CITATIONS

3

CROSSREF CITATIONS

1

Scholarly Papers (4)

1.

Regime Shifts and Stock Return Predictability

International Review of Economics and Finance, Vol. 56, Issue C, July 2018, pp. 138-160
Number of pages: 50 Posted: 04 Jun 2014 Last Revised: 06 Aug 2019
Regina Hammerschmid and Harald Lohre
University of Zurich and Invesco
Downloads 1,259 (16,874)
Citation 1

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Return Predictability, Regime Switching, Predictive Regressions

2.

Commodity Return Predictability

Number of pages: 54 Posted: 03 Feb 2017 Last Revised: 10 Jul 2018
Regina Hammerschmid
University of Zurich
Downloads 519 (57,900)
Citation 3

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Commodities, Return Predictability, Economic Fundamentals

3.

Integrating Time Series and Cross-Sectional Signals for Optimal Commodity Portfolios

Number of pages: 44 Posted: 01 Jan 2020
Regina Hammerschmid and Harald Lohre
University of Zurich and Invesco
Downloads 228 (145,659)

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optimal commodity strategies, parametric portfolio policies, timing and tilting

4.

Crash-o-phobia in Currency Carry Trade Returns

Swiss Finance Institute Research Paper No. 18-64
Number of pages: 53 Posted: 10 Oct 2018 Last Revised: 13 Oct 2018
Regina Hammerschmid and Alexandra Janssen
University of Zurich and University of Zurich - Department of Banking and Finance
Downloads 107 (273,852)

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currency carry trade returns, loss aversion, belief estimation, probability distortion, crash-o-phobia