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Marta Szymanowska

This is information that was supplied by Marta Szymanowska in registering through RePEc. If you are Marta Szymanowska , 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:Marta
Middle Name:
Last Name:Szymanowska
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RePEc Short-ID:psz42
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http://www.rsm.nl/people/marta-szymanowska/
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  1. Boons, Martijn & Duarte, Fernando M. & de Roon, Frans & Szymanowska , Marta, 2013. "Time-varying inflation risk and the cross section of stock returns," Staff Reports 621, Federal Reserve Bank of New York, revised 01 Jul 2016.
  2. Szymanowska, M., 2006. "Essays on rational asset pricing," Other publications TiSEM 5886cd88-c481-41b7-aa48-d, Tilburg University, School of Economics and Management.
  1. Marta Szymanowska & Frans Roon & Theo Nijman & Rob Goorbergh, 2014. "An Anatomy of Commodity Futures Risk Premia," Journal of Finance, American Finance Association, vol. 69(1), pages 453-482, 02.
  2. Frans de Roon & Marta Szymanowska, 2012. "Asset Pricing Restrictions on Predictability: Frictions Matter," Management Science, INFORMS, vol. 58(10), pages 1916-1932, October.
  3. Marta Szymanowska & Jenke Ter Horst & Chris Veld, 2009. "Reverse convertible bonds analyzed," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 29(10), pages 895-919, October.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FMK: Financial Markets (1) 2013-06-30. Author is listed
  2. NEP-MAC: Macroeconomics (1) 2013-06-30. Author is listed

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