Stefan Mittnik

Ludwig Maximilian University of Munich (LMU)

Geschwister-Scholl-Platz 1

Munich, DE Bavaria 80539

Germany

  • Ludwig Maximilian University of Munich (LMU)

SCHOLARLY PAPERS

3

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210

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (3)

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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
Svetlozar T. Rachev, Stoyan V. Stoyanov, Stefan Mittnik, Frank J. Fabozzi and Abootaleb Shirvani
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)

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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)

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