Stefan Mittnik

Ludwig Maximilian University of Munich (LMU)

Geschwister-Scholl-Platz 1

Munich, DE Bavaria 80539

Germany

SCHOLARLY PAPERS

3

DOWNLOADS

210

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Overleveraging, Financial Fragility and the Banking-Macro Link: Theory and Empirical Evidence

ZEW - Centre for European Economic Research Discussion Paper No. 14-110
Number of pages: 41 Posted: 27 Jan 2015
Stefan Mittnik and Willi Semmler
Ludwig Maximilian University of Munich (LMU) and The New School - Department of Economics
Downloads 81 (317,491)
Citation 4

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2.

Behavioral Finance - Asset Prices Predictability, Equity Premium Puzzle, Volatility Puzzle: The Rational Finance Approach

Number of pages: 30 Posted: 02 Mar 2020
Texas Tech University, Charles Schwab, Ludwig Maximilian University of Munich (LMU), EDHEC Business School and Texas Tech University - Department of Mathematics and Statistics
Downloads 67 (353,426)

Abstract:

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Behavioral Finance, Rational Finance

3.

The Micro Dynamics of Macro Announcements

CESifo Working Paper Series No. 4421
Number of pages: 28 Posted: 16 Oct 2013
Stefan Mittnik, Nikolay Robinzonov and Klaus Wohlrabe
Ludwig Maximilian University of Munich (LMU), Ludwig Maximilian University of Munich (LMU) and CESifo (Center for Economic Studies and Ifo Institute) - Ifo Institute
Downloads 62 (367,815)

Abstract:

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announcement effects, market efficiency, information spillover, impulse response analysis, volatility, weighted least squares