Selected bibliography for Michael Weber

Assistant Professor of Finance

Home page of Michael Weber

Published Works

"Conditional Risk Premia in Currency Markets and Other Asset Classes." Martin Lettau, Matteo Maggiori and Michael Weber; Journal of Financial Economics, 2014, 114(2), pp. 197-225.

Nominal Rigidities and Finance
; Michael Weber; Ph.D Dissertation, University of California, Berkeley, 2014.

"American Option Valuation: Implied Calibration of GARCH Pricing Models." Michael Weber and Marcel Prokopczuk; Journal of Futures Markets, 2011, 31(10), pp. 971-94.