Concepedia

Karin Loch

KL

Statistics

Publications

5

Citations

452

H-Index

5

Active since

2012

Affiliations

Heidelberg University(Current)

Karin Loch is an author at Heidelberg University specializing in asset pricing, business, and financial economics.

Top concepts

FinanceBusinessAsset PricingFinancial EconomicsEconomicsMacroeconomicsEconomic AnalysisVolatility ModelingStatisticsForecasting

Publications per year

2012–2015

5

Publications

5

Anticipating Long-Term Stock Market Volatility

Christian Conrad, Karin Loch · Journal of Applied Econometrics · 2014 · 218 citations

Volatility Modeling, Economics, Financial Economics +11

On the macroeconomic determinants of long-term volatilities and correlations in U.S. stock and crude oil markets

Christian Conrad, Karin Loch, Daniel Rittler · Journal of Empirical Finance · 2014 · 180 citations

Economics, Volatility Modeling, Financial Economics +10

The variance risk premium and fundamental uncertainty

Christian Conrad, Karin Loch · Economics Letters · 2015 · 28 citations

Financial Economics, Asset Pricing, Risk Metric +4

On the Macroeconomic Determinants of the Long-Term Oil-Stock Correlation

Christian Conrad, Karin Loch, Daniel Rittler · heiDOK (Heidelberg University) · 2012 · 14 citations

Economics, Stock Price Returns, Financial Economics +15

Anticipating Long-Term Stock Market Volatility

Christian Conrad, Karin Loch · SSRN Electronic Journal · 2012 · 12 citations · Full text

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