Marta Szymanowska

Marta Szymanowska

Erasmus University - Rotterdam / Netherlands
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 1851295
Erasmus Universiteit
person_outline Marta Szymanowska's MOST POPULAR ARTICLES
1-) An anatomy of commodity futures risk premiaM Szymanowska, F De Roon, T Nijman, R Van Den GoorberghThe Journal of Finance 69 (1), 453-482, 20143092014
2-) Reverse convertible bonds analyzedM Szymanowska, JT Horst, C VeldJournal of Futures Markets 29 (10), 895-919, 200993*2009
3-) Time-Varying Inflation risk and Stock ReturnsM Boons, F Duarte, F de Roon, M SzymanowskaJournal of Financial Economics 136 (2), 444-470, 202060*2020
4-) The price of commodity risk in stock and futures marketsM Boons, F De Roon, M SzymanowskaAfa 2012 Chicago meetings paper, 2014422014
5-) The cross-section of commodity futures returnsF De Roon, M SzymanowskaAvailable at SSRN 891073, 2010252010