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Mr

Felix Fattinger

Postdoctoral Research Fellow (Level C)
Finance
high-frequency data
intraday return and volatility patterns
jumps
market efficiency
price discovery
puttable bonds
state-contingent sovereign debt
gdp-linked bonds
sovereign debt crisis
Felix Fattinger's Profile Picture
Mr

Felix Fattinger

 
Division
Business And Economics
Felix Fattinger's Profile Picture
Mr

Felix Fattinger

 

Find out more about Felix Fattinger's experience

Felix Fattinger's highlights

Scholarly Works

Displaying the 3 most recent scholarly works by Felix Fattinger.

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Trading Complex Risks

F Fattinger

Report  |  2017

Complex risks differ from simple risks in that agents facing them only possess imperfect information about the underlying objectiv..

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Indebtedness, Interests, and Incentives: State-contingent Sovereign Debt Revisited

F Fattinger

Report  |  2017

This paper studies state-contingent debt as an alternative refinancing instrument for advanced economies. In times of high soverei..

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Risk and Return Around the Clock

F Fattinger, A Ziegler

Report  |  2015

We investigate price discovery over the 24-hour trading day for equities, currencies, bonds, and commodities. Sizable price discov..

3

Scholarly Works

Keyword Analysis

Banking, Finance and Investment
Applied Economics
Macroeconomics
Microeconomics
Economic Theory

Credentials

Positions

Postdoctoral Research Fellow (Level C)

Finance

Education

PhD in Banking and Finance

University of Zurich

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