Olga Klinkowska

University of Aberdeen - Business School

Edward Wright Building

Aberdeen, Aberdeenshire AB24 3QY

United Kingdom

http://www.abdn.ac.uk/~bus067/

SCHOLARLY PAPERS

5

DOWNLOADS

832

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (5)

1.

Forecasting Stock Returns: Do Commodity Prices Help?

Number of pages: 34 Posted: 18 Jul 2014
University of Aberdeen - Business School, University of Aberdeen - Business School, University of Stirling and University of St. Andrews
Downloads 391 (94,574)
Citation 4

Abstract:

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Stock Prices, Commodity Prices, Forecasting, Rolling

2.

Consumption Risk and the Cross-Section of Government Bond Returns

Number of pages: 72 Posted: 25 Mar 2008 Last Revised: 15 Sep 2011
Abhay Abhyankar, Olga Klinkowska and Soyeon Lee
MOVE,Departament d'Economia i d'Història Econòmica, Universitat Autònoma de Barcelona, University of Aberdeen - Business School and University of Edinburgh
Downloads 191 (197,084)

Abstract:

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Epstein-Zin-Weil preferences, consumption risk, asset pricing tests, government bonds, dynamic factor analysis

Salvaging the C-CAPM: Currency Carry Trade Risk Premia and Conditioning Information

Number of pages: 35 Posted: 14 Sep 2011
Abhay Abhyankar, Angelica Gonzalez and Olga Klinkowska
MOVE,Departament d'Economia i d'Història Econòmica, Universitat Autònoma de Barcelona, University of Edinburgh and University of Aberdeen - Business School
Downloads 131 (270,632)

Abstract:

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Consumption CAPM, Fama-MacBeth Regressions, Net Foreign Assets, Conditioning Information, Conditional Asset Pricing Models

Salvaging the C-Capm: Currency Carry Trade Risk Premia and Conditioning Information

Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 35 Posted: 04 Oct 2012
Angelica Gonzalez, Abhay Abhyankar and Olga Klinkowska
University of Edinburgh, MOVE,Departament d'Economia i d'Història Econòmica, Universitat Autònoma de Barcelona and University of Aberdeen - Business School
Downloads 47 (496,148)

Abstract:

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Consumption CAPM, Fama-MacBeth Regressions, Net Foreign Assets, Conditioning Information, Conditional Asset Pricing Models

4.

The Use of Copulas in Hedging Oil and Market Price Risk for US Oil and Gas Investors: Empirical Investigation

Number of pages: 57 Posted: 24 Jul 2017 Last Revised: 19 Nov 2017
Jingzhen Liu and Olga Klinkowska
University of Aberdeen - Business School and University of Aberdeen - Business School
Downloads 72 (397,538)

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U.S. oil and gas; Copula; Risk management; Hedging; Portfolio; Performance evaluation

5.

Dynamic Factors and the Predictability of Consumption Growth

Posted: 17 Sep 2011
Abhay Abhyankar and Olga Klinkowska
MOVE,Departament d'Economia i d'Història Econòmica, Universitat Autònoma de Barcelona and University of Aberdeen - Business School

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E21, E27