Felix Fattinger

University of Melbourne - Department of Finance

Faculty of Economics and Commerce

Parkville, Victoria 3010

Australia

SCHOLARLY PAPERS

3

DOWNLOADS

395

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.

Risk and Return Around the Clock

Number of pages: 48 Posted: 17 May 2015 Last Revised: 01 Nov 2015
Felix Fattinger and Alexandre Ziegler
University of Melbourne - Department of Finance and University of Zurich - Department of Banking and Finance
Downloads 164 (182,761)

Abstract:

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Price discovery, Market efficiency, Intraday return and volatility patterns, High-frequency data, Jumps

2.

Indebtedness, Interests, and Incentives: State-contingent Sovereign Debt Revisited

Number of pages: 40 Posted: 03 Oct 2015 Last Revised: 30 Oct 2017
Andrin Bögli and Felix Fattinger
University of Zurich - Department of Banking and Finance and University of Melbourne - Department of Finance
Downloads 119 (236,463)
Citation 1

Abstract:

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state-contingent sovereign debt, puttable bonds, GDP-linked bonds, sovereign debt crisis, outright monetary transactions

3.
Downloads 112 (246,988)

Trading Complex Risks

Number of pages: 71 Posted: 12 Dec 2017 Last Revised: 13 Jun 2018
Felix Fattinger
University of Melbourne - Department of Finance
Downloads 90 (288,401)

Abstract:

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Complexity, Risk Sharing, Information Aggregation, Bounded Rationality

Trading Complex Risks

Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 71 Posted: 05 Jun 2018
Felix Fattinger
University of Melbourne - Department of Finance
Downloads 22 (531,609)

Abstract:

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