Department of Economics and Business Economics

Daniela Osterrieder

  1. 2019
  2. Published

    The VIX, the Variance Premium, and Expected Returns. / Osterrieder, Daniela; Ventosa-Santaulària, Daniel; Vera-Valdés, J. Eduardo.

    In: Journal of Financial Econometrics, Vol. 17, No. 4, 2019, p. 517-558.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  3. 2017
  4. Published

    The volatility of long-term bond returns : Persistent interest shocks and time-varying risk premiums. / Osterrieder, Daniela; Schotman, Peter C.

    In: Review of Economics and Statistics, Vol. 99, No. 5, 01.12.2017, p. 884-895.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  5. 2015
  6. Published

    Unbalanced Regressions and the Predictive Equation. / Osterrieder, Daniela; Ventosa-Santaulària, Daniel; Vera-Valdés, J. Eduardo.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2015.

    Research output: Working paper/Preprint Working paperResearch

  7. 2013
  8. Published

    Interest Rates with Long Memory: A Generalized Affine Term-Structure Model. / Osterrieder, Daniela.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2013.

    Research output: Working paper/Preprint Working paperResearch

  9. Published

    Risk and return: Long-run relations, fractional cointegration, and return predictability. / Bollerslev, Tim; Osterrieder, Daniela; Sizova, Natalia; Tauchen, George.

    In: Journal of Financial Economics, Vol. 108, No. 2, 2013, p. 409-424.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  10. 2012
  11. Published

    The Volatility of Long-term Bond Returns: Persistent Interest Shocks and Time-varying Risk Premiums. / Osterrieder, Daniela; Schotman, Peter C.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2012.

    Research output: Working paper/Preprint Working paperResearch