Stephan Süss

Independent

SCHOLARLY PAPERS

4

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10

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Scholarly Papers (4)

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1.

Do Implied Volatilities Predict Stock Returns?

Number of pages: 28 Posted: 04 Sep 2010
Manuel Ammann, Stephan Süss and Michael Verhofen
University of St. Gallen - School of Finance, Independent and University of St. Gallen - Swiss Institute of Banking and Finance
Downloads 823 (50,385)
Citation 1

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Implied Volatility, Expected Returns

2.

Market Sentiment in Commodity Futures Returns

Journal of Empirical Finance, vol 33, pp.84-103, 2015
Number of pages: 56 Posted: 27 Sep 2011 Last Revised: 06 Jun 2016
Lin Gao, Lin Gao and Stephan Süss
Universite du LuxembourgLuxembourg School of Finance and Independent
Downloads 723 (59,924)
Citation 7

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Commodity Futures, Market Sentiment

3.

Asymmetric Dependence Patterns in Financial Time Series

European Journal of Finance, 2008
Number of pages: 31 Posted: 03 Dec 2008
Manuel Ammann and Stephan Süss
University of St. Gallen - School of Finance and Independent
Downloads 361 (139,275)
Citation 2

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Copulae, Asymmetric Dependence Concepts

4.

Skewed Credit Markets

Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 32 Posted: 15 Sep 2011
Stephan Süss
Independent
Downloads 145 (332,407)

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credit default swap, implied volatility