Dr. Victoria Atanasov

Assistant Professor

 

University of Mannheim
Business School, Chair of Finance
L9, 1-2 Room 311
68161 Mannheim

Phone: +49 621 181 2984


Email: atanasov@uni-mannheim.de
 
 

Research Interests

Empirical Asset Pricing, Macro-Finance, Predictability

 

Publications

Opens external link in new windowFirm size, economic risks, and the cross-section of international stock returns, with Thomas Nitschka, North American Journal of Economics and Finance, 39: 110-126, 2017

Opens external link in new windowConditional interest rate risk and the cross-section of excess stock returns, Review of Financial Economics, 30: 23-32, 2016

Opens external link in new windowForeign currency returns and systematic risks, with Thomas Nitschka, Journal of Financial and Quantitative Analysis, 50: 231-250, 2015

Opens external link in new windowCurrency excess returns and global downside market risk, with Thomas Nitschka, Journal of International Money and Finance, 47: 268-285, 2014

Opens external link in new windowGood times, bad times: Inflation uncertainty and equity returns, Quantitative Finance, 13(9): 1331-1342, 2013 (lead article)

Opens external link in new windowDownside risk of international stock returns, Journal of Banking and Finance, 36(8): 2379-2388, 2012

Opens external link in new windowThe cross-section of equity returns and assets’ fundamental cash-flow risk, Financial Markets and Portfolio Management 24(4): 327-351, 2010 (lead article) 

 

 

Courses

Opens external link in new windowDiscrete Time Finance (PhD)

Opens external link in new windowEconometrics of Financial Markets (PhD)