Stephan Süss

Independent

No Address Available

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 23,199

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Top 23,199

in Total Papers Downloads

1,612

CITATIONS

0

Scholarly Papers (4)

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 601 (28,423)

Abstract:

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 and Stephan Süss
Luxembourg School of Finance and Independent
Downloads 354 (48,029)

Abstract:

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 285 (77,503)

Abstract:

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 115 (188,076)

Abstract:

credit default swap, implied volatility