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Andreas Kaeck

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This is information that was supplied by Andreas Kaeck in registering through RePEc. If you are Andreas Kaeck , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Andreas
Middle Name:
Last Name: Kaeck
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RePEc Short-ID: pka825

Email: [This author has chosen not to make the email address public]
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Affiliation

School of Finance
Universit├Ąt St. Gallen
Location: Sankt Gallen, Switzerland
Homepage: http://www.unisg.ch/de/Schools/Finance.aspx
Email:
Phone: +41 71 243 40 11
Fax: +41 71 243 40 40
Postal:
Handle: RePEc:edi:cfisgch (more details at EDIRC)

Works

as in new window

Working papers

  1. Carol Alexander & Andreas Kaeck, 2006. "Regimes in CDS Spreads: A Markov Switching Model of iTraxx Europe Indices," ICMA Centre Discussion Papers in Finance icma-dp2006-08, Henley Business School, Reading University.

Articles

  1. Kaeck, Andreas & Alexander, Carol, 2012. "Volatility dynamics for the S&P 500: Further evidence from non-affine, multi-factor jump diffusions," Journal of Banking & Finance, Elsevier, vol. 36(11), pages 3110-3121.
  2. Carol Alexander & Andreas Kaeck, 2012. "Does model fit matter for hedging? Evidence from FTSE 100 options," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 32(7), pages 609-638, 07.
  3. Alexander, Carol & Kaeck, Andreas, 2008. "Regime dependent determinants of credit default swap spreads," Journal of Banking & Finance, Elsevier, vol. 32(6), pages 1008-1021, June.

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