| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A DCC-GARCH multi-population mortality model and its applications to pricing catastrophic mortality bonds
|
Wang, Zihe
|
|
2016
|
16 |
C |
p. 103-111
9 p.
|
artikel
|
| 2 |
Adoption of the International Financial Reporting Standards (IFRS) on companies’ financing structure in emerging economies
|
dos Santos, Marco Aurélio
|
|
2016
|
16 |
C |
p. 179-189
11 p.
|
artikel
|
| 3 |
A note on why doesn't the choice of performance measure matter?
|
Guo, Biao
|
|
2016
|
16 |
C |
p. 248-254
7 p.
|
artikel
|
| 4 |
A parsimonious quantile regression model to forecast day-ahead value-at-risk
|
Haugom, Erik
|
|
2016
|
16 |
C |
p. 196-207
12 p.
|
artikel
|
| 5 |
Bequest motive and incentive to retire: Consumption, investment, retirement, and life insurance strategies
|
Lim, Byung Hwa
|
|
2016
|
16 |
C |
p. 19-27
9 p.
|
artikel
|
| 6 |
Bitcoin, gold and the dollar – A GARCH volatility analysis
|
Dyhrberg, Anne Haubo
|
|
2016
|
16 |
C |
p. 85-92
8 p.
|
artikel
|
| 7 |
Commonality in liquidity: Effects of monetary policy and macroeconomic announcements
|
Sensoy, Ahmet
|
|
2016
|
16 |
C |
p. 125-131
7 p.
|
artikel
|
| 8 |
Competing by conducting good deeds: The peer effect of corporate social responsibility
|
Liu, Sibo
|
|
2016
|
16 |
C |
p. 47-54
8 p.
|
artikel
|
| 9 |
Credit-implied forward volatility and volatility expectations
|
Byström, Hans
|
|
2016
|
16 |
C |
p. 132-138
7 p.
|
artikel
|
| 10 |
Echo effects and the returns from 52-week high strategies
|
Chen, An-Sing
|
|
2016
|
16 |
C |
p. 38-46
9 p.
|
artikel
|
| 11 |
Editorial Board
|
|
|
2016
|
16 |
C |
p. IFC-
1 p.
|
artikel
|
| 12 |
Efficient estimation of unconditional capital by Monte Carlo simulation
|
Ferrer, Alex
|
|
2016
|
16 |
C |
p. 75-84
10 p.
|
artikel
|
| 13 |
Enhanced index tracking optimal portfolio selection
|
de Paulo, Wanderlei Lima
|
|
2016
|
16 |
C |
p. 93-102
10 p.
|
artikel
|
| 14 |
Financial and real sector returns, IMF-related news, and the Asian crisis
|
Kutan, Ali M.
|
|
2016
|
16 |
C |
p. 28-37
10 p.
|
artikel
|
| 15 |
Financial openness, domestic financial development and credit ratings
|
Andreasen, Eugenia
|
|
2016
|
16 |
C |
p. 11-18
8 p.
|
artikel
|
| 16 |
Hedging capabilities of bitcoin. Is it the virtual gold?
|
Dyhrberg, Anne Haubo
|
|
2016
|
16 |
C |
p. 139-144
6 p.
|
artikel
|
| 17 |
How do independent directors view powerful CEOs? Evidence from a quasi-natural experiment
|
Jiraporn, Pornsit
|
|
2016
|
16 |
C |
p. 268-274
7 p.
|
artikel
|
| 18 |
How functional and geographic diversification affect bank profitability during the crisis
|
Brighi, Paola
|
|
2016
|
16 |
C |
p. 1-10
10 p.
|
artikel
|
| 19 |
Inflation targeting in developing countries revisited
|
Thornton, John
|
|
2016
|
16 |
C |
p. 145-153
9 p.
|
artikel
|
| 20 |
Long-term perspective on the stock market matters in asset pricing
|
Park, Heungju
|
|
2016
|
16 |
C |
p. 162-170
9 p.
|
artikel
|
| 21 |
On the performance of simple trading rules derived from the fractal dynamics of gold and silver price fluctuations
|
Auer, Benjamin R.
|
|
2016
|
16 |
C |
p. 255-267
13 p.
|
artikel
|
| 22 |
On the structural estimation of an optimal portfolio rule
|
Castañeda, Pablo
|
|
2016
|
16 |
C |
p. 290-300
11 p.
|
artikel
|
| 23 |
Openness endangers your wealth: Noise trading and the big five
|
Kleine, Jens
|
|
2016
|
16 |
C |
p. 239-247
9 p.
|
artikel
|
| 24 |
Optimal rates from eigenvalues
|
Carr, Peter
|
|
2016
|
16 |
C |
p. 230-238
9 p.
|
artikel
|
| 25 |
Option pricing on foreign exchange in a Markov-modulated, incomplete-market economy
|
Lian, Yu-Min
|
|
2016
|
16 |
C |
p. 208-219
12 p.
|
artikel
|
| 26 |
Overseas market shocks and VKOSPI dynamics: A Markov-switching approach
|
Song, Wonho
|
|
2016
|
16 |
C |
p. 275-282
8 p.
|
artikel
|
| 27 |
Pricing options under the non-affine stochastic volatility models: An extension of the high-order compact numerical scheme
|
Shi, Guangping
|
|
2016
|
16 |
C |
p. 220-229
10 p.
|
artikel
|
| 28 |
Retirement with risk aversion change and borrowing constraints
|
Jang, Bong-Gyu
|
|
2016
|
16 |
C |
p. 112-124
13 p.
|
artikel
|
| 29 |
Risk-adjusting the returns of private equity using the CAPM and multi-factor extensions
|
Buchner, Axel
|
|
2016
|
16 |
C |
p. 154-161
8 p.
|
artikel
|
| 30 |
Socially (ir)responsible investing? The performance of the VICEX Fund from a business cycle perspective
|
Soler-Domínguez, Amparo
|
|
2016
|
16 |
C |
p. 190-195
6 p.
|
artikel
|
| 31 |
Socially responsible, green, and faith-based investment strategies: Screening activity matters!
|
Lesser, Kathrin
|
|
2016
|
16 |
C |
p. 171-178
8 p.
|
artikel
|
| 32 |
Synergy or downward competition? Interactions between small credit institutions in local markets
|
Kozłowski, Łukasz
|
|
2016
|
16 |
C |
p. 66-74
9 p.
|
artikel
|
| 33 |
The betting against beta anomaly: Fact or fiction?
|
Buchner, Axel
|
|
2016
|
16 |
C |
p. 283-289
7 p.
|
artikel
|
| 34 |
The effect of CEO departure on target firms’ post-takeover performance: Evidence from not-delisting target firms
|
Demirtas, Gul
|
|
2016
|
16 |
C |
p. 55-65
11 p.
|
artikel
|
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