Citation Impact
Citing Papers
Prediction of undrained shear strength using extreme gradient boosting and random forest based on Bayesian optimization
2020 Standout
Volatility impacts on the European banking sector: GFC and COVID-19
2022
Beliefs, Doubts and Learning: Valuing Macroeconomic Risk
2007 StandoutNobel
Uncertainty about Government Policy and Stock Prices
2012 Standout
Going, Going, Gone? The Demise of the Accruals Anomaly
2009
Deciphering the Liquidity and Credit Crunch 2007–2008
2009 Standout
Understanding earnings quality: A review of the proxies, their determinants and their consequences
2010 Standout
Monetary Policy Shifts and the Term Structure
2008
Variance Risk Premia
2007
Twenty‐five years of the Taffler z‐score model: Does it really have predictive ability?
2007
Uncertainty Shocks as Second-Moment News Shocks
2019
Expectation puzzles, time-varying risk premia, and affine models of the term structure
2002
Contagion in financial networks
2010
The Behavior of Interest Rates
2004 StandoutNobel
A comparative analysis of US policy initiatives and their implications in a credit crisis: The Depression Era of the 1920s in a twenty-first century context
2010
Benchmarking state-of-the-art classification algorithms for credit scoring: An update of research
2015
Measuring Geopolitical Risk
2022 Standout
Credit contagion and aggregate losses
2005
Robust portfolio rules and detection-error probabilities for a mean-reverting risk premium
2006
Comparing the performance of market-based and accounting-based bankruptcy prediction models
2007
Economic costs of the Russia‐Ukraine war
2022 Standout
Credit Constraints and the Cyclicality of R&D Investment: Evidence from France
2008 StandoutNobel
Geopolitical risk, economic policy uncertainty and asset returns in Chinese financial markets
2021
Systemic credit freezes in financial lending networks
2020 StandoutNobel
2016 Standout
Corporate green bonds
2021 Standout
Pandemic, War, and Global Energy Transitions
2022 Standout
Deep learning with long short-term memory networks for financial market predictions
2017 Standout
Heterogeneous impacts of wars on global equity markets: Evidence from the invasion of Ukraine
2022 Standout
A COMPARISON OF DATA MINING TECHNIQUES FOR CREDIT SCORING IN BANKING: A MANAGERIAL PERSPECTIVE
2009
The Cost of Russian Sanctions on the Global Equity Markets
2022
The Importance of Climate Risks for Institutional Investors
2019 Standout
Predicting default of Russian SMEs on the basis of financial and non-financial variables
2010 Standout
Networks, Shocks, and Systemic Risk
2015 StandoutNobel
Innovation and Productivity in SMEs - Empirical Evidence for Italy
2009 Standout
Dynamic Valuation Decomposition Within Stochastic Economies
2012 StandoutNobel
Inflation-Gap Persistence in the US
2009 StandoutNobel
Comparative credit risk in Islamic and conventional bank
2015 Standout
Modeling the Long Run: Valuation in Dynamic Stochastic Economies
2008 StandoutNobel
Pairs trading with partial cointegration
2017
The financing of innovative SMEs: A multicriteria credit rating model
2015
The Behavior of Interest Rates
2006 StandoutNobel
THE EIGENFUNCTION EXPANSION METHOD IN MULTI‐FACTOR QUADRATIC TERM STRUCTURE MODELS
2007
Introduction to model uncertainty and robustness
2006 StandoutNobel
Bond Risk Premia, Macroeconomic Fundamentals and the Exchange Rate
2009
Switching Varma Term Structure Models - Extended Version
2006
Multiple criteria decision-making techniques and their applications – a review of the literature from 2000 to 2014
2015 Standout
Impact of Russian-Ukraine war on clean energy, conventional energy, and metal markets: Evidence from event study approach
2022 Standout
Political uncertainty and risk premia
2013 Standout
Switching Varma Term Structure Models - Extended Version
2007
CREDIT CONSTRAINTS AND THE CYCLICALITY OF R&D INVESTMENT: EVIDENCE FROM FRANCE
2012 StandoutNobel
Institutional Investors’ Views and Preferences on Climate Risk Disclosure
2019
How does the Bond Market Perceive Government Interventions?
2012
Geopolitical risk and dynamic connectedness between commodity markets
2022 Standout
Data mining techniques and applications – A decade review from 2000 to 2011
2012 Standout
The Cross‐Section of Volatility and Expected Returns
2006 Standout
Works of Markus Leippold being referenced
Quadratic Term Structure Models
2000
Does the CDS Market Reflect Regulatory Climate Risk Disclosures?
2020
Variance Risk Dynamics, Variance Risk Premia, and Optimal Variance Swap Investments
2007
A New Goodness-of-Fit Test for Event Forecasting and Its Application to Credit Defaults
2011
Design and Estimation of Multi-Currency Quadratic Models
2003
Design and Estimation of Quadratic Term Structure Models
2002
Economic Policy Uncertainty and the Yield Curve
2015
Learning and Asset Prices Under Ambiguous Information
2007
The Term Structure of Variance Swap Rates and Optimal Variance Swap Investments
2010
Stock Prices and the Russia-Ukraine War: Sanctions, Energy and ESG
2022
Ask BERT: How Regulatory Disclosure of Transition and Physical Climate Risks Affects the CDS Term Structure
2022
Design and Estimation of Quadratic Term Structure Models
2003
Economic benefit of powerful credit scoring
2005
Inferring volatility dynamics and risk premia from the S&P 500 and VIX markets
2018
Asset Pricing under the Quadratic Class
2002
A Simple Model of Credit Contagion
2004
A simple model of credit contagion
2007
Data Snooping and the Global Accrual Anomaly
2010
Design and Estimation of Multi-Currency Quadratic Models*
2007
International price and earnings momentum
2011