Michael Rockinger

Faculty of Business and Economics (HEC Lausanne), University of Lausanne, and Swiss Finance Institute.

Publications 

Discussion paper

DP2762 New Extreme-Value Dependence Measures and Finance Applications

• Michael Rockinger
• Ser-Huang Poon
• Jonathan Tawn

24 Apr 2001

• Financial Economics
• C13
• C22
• G11
• G15

Discussion paper

DP2346 A Time Varying Parameter Model to Test for Predictability and Integration in Stock Markets of Transition Economies

• Michael Rockinger
• Giovanni Urga

31 Jan 2000

• Financial Economics
• Transition Economics
• C22
• G14
• G15

Discussion paper

DP2009 Reading the Smile: The Message Conveyed by Methods which Infer Risk Neutral Densities

• Michael Rockinger
• Eric Jondeau

31 Oct 1998

• Financial Economics
• C52
• F31
• F33
• G14
• G15

Discussion paper

DP2010 Reading Interest Rate and Bond Futures Options' Smiles Around the 1997 French Snap Election

• Michael Rockinger
• Eric Jondeau
• Sophie Coutant

31 Oct 1998

• Financial Economics
• C52
• E43
• E52
• G13
• G14

Latest contributions 

VoxEU Column

Systemic risk in Europe: Too big to save

• Eric Jondeau
• Michael Rockinger
• Robert Engle

20 Sep 2014

• Global economy
• International Finance