Fed tails: FOMC announcements and stock market uncertainty H Beckmeyer, N Branger, T Grünthaler Proceedings of Paris December 2020 Finance Meeting EUROFIDAI-ESSEC, 2020 | 17 | 2020 |
Risk Premia and Option Intermediation T Gruenthaler Available at SSRN 4404111, 2022 | 1 | 2022 |
Option-based intermediary leverage T Gruenthaler, F Lorenz, P Meyerhof Journal of Banking & Finance 145, 106670, 2022 | 1 | 2022 |
Option Liquidity and Gamma Imbalances L Gayda, T Grünthaler, J Harren Available at SSRN 4138512, 2022 | 1 | 2022 |
The leverage bearing capacity: A new tool for intermediary asset pricing T Grünthaler, F Lorenz, P Meyerhof Working paper, 2022 | 1 | 2022 |
Volatility Uncertainty and Jumps T Grünthaler, H Hülsbusch Available at SSRN 3169216, 2019 | | 2019 |
The Costs of Scheduling FOMC Meetings H Beckmeyer, N Branger, T Grünthaler | | |