Maxim Ulrich

Karlsruhe Institute of Technology

Professor for Financial Economics and Risk Management

Bluecherstrasse 17

Karlsruhe, Baden W├╝rttemberg 76131

Germany

http://risk.fbv.kit.edu/c-ram

SCHOLARLY PAPERS

7

DOWNLOADS

2,355

CITATIONS

16

Scholarly Papers (7)

1.
Downloads 618 ( 34,921)
Citation 2

Nominal Bonds, Real Bonds, and Equity

Netspar Discussion Paper No. 12/2011-103
Number of pages: 56 Posted: 24 Dec 2011 Last Revised: 06 Mar 2012
Andrew Ang and Maxim Ulrich
BlackRock, Inc and Karlsruhe Institute of Technology
Downloads 379 (63,949)
Citation 2

Abstract:

term structure, yield curve, equity risk premium, Fed model, TIPS, Taylor rule

Nominal Bonds, Real Bonds, and Equity

Number of pages: 56 Posted: 02 Nov 2011 Last Revised: 17 Apr 2012
Andrew Ang and Maxim Ulrich
BlackRock, Inc and Karlsruhe Institute of Technology
Downloads 239 (107,350)
Citation 2

Abstract:

Yield Curve, Equity Risk Premium, Fed Model, TIPS, Taylor Rule

2.

Inflation Ambiguity and the Term Structure of U.S. Government Bonds

AFA 2008 New Orleans Meetings Paper
Number of pages: 35 Posted: 14 Nov 2008 Last Revised: 29 Aug 2012
Maxim Ulrich
Karlsruhe Institute of Technology
Downloads 593 (35,144)
Citation 5

Abstract:

Term premium, inflation ambiguity premium, model uncertainty, yield curve, multiple prior

3.

How does the Bond Market Perceive Government Interventions?

Columbia Business School Research Paper No. 12/42
Number of pages: 69 Posted: 10 Mar 2010 Last Revised: 15 Mar 2013
Maxim Ulrich
Karlsruhe Institute of Technology
Downloads 376 (48,352)
Citation 7

Abstract:

policy uncertainty, fiscal multiplier, policy premium, option implied volatility, knightian ambiguity

4.

Economic Policy Uncertainty & Asset Price Volatility

Number of pages: 60 Posted: 10 Mar 2010 Last Revised: 08 Nov 2012
Maxim Ulrich
Karlsruhe Institute of Technology
Downloads 332 (60,395)
Citation 1

Abstract:

Policy Uncertainty, Economic Uncertainty, Monetary Policy, Volatility, Bond Option, Knightian Uncertainty, Yield Curve

5.

The Real Risk-Free Rate and the Price of Equity: What Role does Macroeconomic Uncertainty Play?

Number of pages: 66 Posted: 27 May 2012 Last Revised: 29 Sep 2012
Maxim Ulrich
Karlsruhe Institute of Technology
Downloads 162 (131,402)
Citation 1

Abstract:

$\alpha$-maxmin preferences, Estimating Ambiguity and Risk Attitudes, Knightian Uncertainty, Equity Pricing, Macroeconomic Risks

6.

The Euro Crisis and the 24h Pre-ECB Announcement Return

Number of pages: 50 Posted: 22 Aug 2017 Last Revised: 29 Aug 2017
Karlsruhe Institute of Technology, Karlsruhe Institute of Technology, Karlsruhe Institute of Technology and Karlsruhe Institute of Technology
Downloads 0 (386,919)

Abstract:

ECB announcements, equity premium, return anomaly, euro crisis, monetary policy put, announcement premium

7.

Monetary Policy During Liquidity Dry-Ups

Number of pages: 42 Posted: 22 Aug 2017 Last Revised: 23 Aug 2017
Karlsruhe Institute of Technology, Karlsruhe Institute of Technology (KIT) - Institute for Finance and Karlsruhe Institute of Technology
Downloads 0 (503,890)

Abstract:

liquidity, global shocks, multi-country, monetary policy