Felix Matthys

Felix Matthys

Instituto Tecnológico Autónomo de México - Mexico City / Mexico
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 4731361
Autonomous Technological Institute of Mexico
person_outline Felix Matthys's MOST POPULAR ARTICLES
1-) Economic policy uncertainty and the yield curveM Leippold, F MatthysReview of Finance 26 (4), 751-797, 2022382022
2-) Robust consumption and portfolio policies when asset prices can jumpY Ait-Sahalia, F MatthysJournal of Economic Theory 179, 1-56, 2019382019
3-) When uncertainty and volatility are disconnected: implications for asset pricing and portfolio performanceY Aït-Sahalia, F Matthys, E Osambela, R SircarNational Bureau of Economic Research, 2021102021
4-) Robust portfolio optimization with jumpsY Aït-Sahalia, FHA MatthysWorking Paper, 2014112014
5-) Government policy uncertainty and the yield curveM Leippold, F MatthysAvailable at SSRN 2664116, 201752017