Stefan Albers
Research Associate
NameMr Dipl.-Wi.-Ing. Stefan Albers
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Visiting address:
Hülße-Bau, HÜL N 217 Helmholtzstr. 10
01069 Dresden
Office hours:
upon appointment
- Behavioral Finance
- Derivatives and Risk Management (previously)
- Asset Management (previously)
- Empirical & Corporate Finance (previously)
- Capital Markets (previously)
- Volatility Risk Premium
- VIX-ETPs and -strategies
- Financial Risk Management
2023
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Contagious uncertainty: how corporate credit risk in the United States and Europe drives (and is driven by) uncertainty in main asset classes , 30 Dec 2023, 16 p.Electronic (full-text) versionResearch output: Preprint/documentation/report > Preprint
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The daily rise and fall of the VIX1D: causes and solutions of its overnight bias , 1 Dec 2023, 15 p.Electronic (full-text) versionResearch output: Preprint/documentation/report > Preprint
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A new star is born: does the VIX1D render common volatility forecasting models for the U.S. equity market obsolete? , 17 Jul 2023, Elsevier Science B.V., 33 p.Electronic (full-text) versionResearch output: Preprint/documentation/report > Preprint
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The Fear of Fear in the US Stock Market: Changing Characteristics of the VVIX , Jul 2023, In: Finance Research Letters. 55, 103926Electronic (full-text) versionResearch output: Contribution to journal > Research article
2020
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The Rhythm of the Night: Some Anomalies in Open and Close Prices of Polish and German Blue-Chip Stocks , 2020, p. 3-20, 18 p.Research output: Contribution to conferences > Paper