Concepedia
Statistics
Publications
6
Citations
769
H-Index
Active since
2010
Affiliations
University of Zurich(Current)
Princeton University
Università della Svizzera italiana
BIVŠ Vysoká škola v Praze a v Brně
Swiss Finance Institute
Mustafa Karaman is an author at University of Zurich specializing in financial economics, finance, and business.
Top concepts
FinanceBusinessFinancial EconomicsEconomicsManagementEmpirical FinanceAsset PricingFinancial Risk ManagementRisk ManagementFinancial Crisis
Publications per year
2010–2020
The impact of terrorism on financial markets: An empirical study
Marc Chesney, Ganna Reshetar, Mustafa Karaman · Journal of Banking & Finance · 2010 · 413 citations
Empirical Finance, Economics, Financial Economics +7
The term structure of equity and variance risk premia
Yacine Aı̈t-Sahalia, Mustafa Karaman, Loriano Mancini · Journal of Econometrics · 2020 · 91 citations
Financial Economics, Asset Pricing, Value-at-risk +6
The Impact of Terrorism on Financial Markets: An Empirical Study
Marc Chesney, Mustafa Karaman, Ganna Reshetar · SSRN Electronic Journal · 2010 · 84 citations · Full text
The Term Structure of Variance Swaps, Risk Premia and the Expectation Hypothesis
Yacine Aı̈t-Sahalia, Mustafa Karaman, Loriano Mancini · SSRN Electronic Journal · 2012 · 83 citations · Full text
The Term Structure of Variance Swaps and Risk Premia
Yacine Aı̈t-Sahalia, Mustafa Karaman, Loriano Mancini · RePEc: Research Papers in Economics · 2018 · 60 citations
Empirical Finance, Volatility Modeling, Economics +12
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