Markus Leippold

17 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0001-5983-2360

University of Zurich and Swiss Finance Institute

Publications

• Firm-level green innovation beyond patentsOpen Access — Review of Finance 2026 (name-matched, not ORCID-linked)
• Economic Policy Uncertainty and the Yield Curve — Review of Finance 2022
• Machine learning in the Chinese stock market — Journal of Financial Economics 2022 (name-matched, not ORCID-linked)
• How Rational and Competitive Is the Market for Mutual Funds? — Review of Finance 2020
• Option-Implied Intrahorizon Value at Risk — Management Science 2020
• Inferring volatility dynamics and risk premia from the S&P 500 and VIX markets — Journal of Financial Economics 2019
• Are Ratings the Worst Form of Credit Assessment Except for All the Others? — Journal of Financial and Quantitative Analysis 2018
• Time-changed Lévy LIBOR market model: Pricing and joint estimation of the cap surface and swaption cube — Journal of Financial Economics 2014
• Equilibrium Implications of Delegated Asset Management under Benchmarking — Review of Finance 2012
• A New Goodness-of-Fit Test for Event Forecasting and Its Application to Credit Defaults — Management Science 2011
• The Term Structure of Variance Swap Rates and Optimal Variance Swap Investments — Journal of Financial and Quantitative Analysis 2010
• Quantile estimation with adaptive importance sampling — The Annals of Statistics 2010
• Learning and Asset Prices Under Ambiguous Information — The Review of Financial Studies 2008
• Design and Estimation of Multi-Currency Quadratic Models* — Review of Finance 2007
• Statistics, Econometrics and Forecasting — Journal of the American Statistical Association 2005
• Design and Estimation of Quadratic Term Structure Models — Review of Finance 2003
• Asset Pricing under the Quadratic Class — Journal of Financial and Quantitative Analysis 2002