nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
A study of analyst-run mutual funds: The abilities and roles of buy-side analysts
|
Cici, Gjergji |
|
2016 |
36 |
C |
p. 8-29 22 p. |
artikel |
2 |
A test of asymmetric comovement for state-dependent stock returns
|
Deng, Kaihua |
|
2016 |
36 |
C |
p. 68-85 18 p. |
artikel |
3 |
Dynamic conditional correlation multiplicative error processes
|
Bodnar, Taras |
|
2016 |
36 |
C |
p. 41-67 27 p. |
artikel |
4 |
Editorial Board
|
|
|
2016 |
36 |
C |
p. IFC- 1 p. |
artikel |
5 |
Exchange rates and commodity prices: Measuring causality at multiple horizons
|
Zhang, Hui Jun |
|
2016 |
36 |
C |
p. 100-120 21 p. |
artikel |
6 |
Liquidation discount—a novel application of ARFIMA–GARCH
|
Singh, Ranjodh B. |
|
2016 |
36 |
C |
p. 151-161 11 p. |
artikel |
7 |
On the properties of the constrained Hansen–Jagannathan distance
|
Gospodinov, Nikolay |
|
2016 |
36 |
C |
p. 121-150 30 p. |
artikel |
8 |
Realizing the extremes: Estimation of tail-risk measures from a high-frequency perspective
|
Bee, Marco |
|
2016 |
36 |
C |
p. 86-99 14 p. |
artikel |
9 |
Risk and return of short-duration equity investments
|
Cejnek, Georg |
|
2016 |
36 |
C |
p. 181-198 18 p. |
artikel |
10 |
The usefulness of cross-sectional dispersion for forecasting aggregate stock price volatility
|
Byun, Sung Je |
|
2016 |
36 |
C |
p. 162-180 19 p. |
artikel |
11 |
Time-varying integration of the sovereign bond markets in European post-transition economies
|
Posedel Šimović, Petra |
|
2016 |
36 |
C |
p. 30-40 11 p. |
artikel |
12 |
Uncovered interest parity: The long and the short of it
|
Lothian, James R. |
|
2016 |
36 |
C |
p. 1-7 7 p. |
artikel |