| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
Anticipatory effects in the FTSE 100 index revisions
|
Fernandes, Marcelo
|
|
2016
|
37 |
C |
p. 79-90
12 p.
|
artikel
|
| 2 |
Are idiosyncratic volatility and MAX priced in the Canadian market?
|
Aboulamer, Anas
|
|
2016
|
37 |
C |
p. 20-36
17 p.
|
artikel
|
| 3 |
Bond portfolio optimization using dynamic factor models
|
Caldeira, João F.
|
|
2016
|
37 |
C |
p. 128-158
31 p.
|
artikel
|
| 4 |
Bringing an elementary agent-based model to the data: Estimation via GMM and an application to forecasting of asset price volatility
|
Ghonghadze, Jaba
|
|
2016
|
37 |
C |
p. 1-19
19 p.
|
artikel
|
| 5 |
Capital asset pricing model: A time-varying volatility approach
|
Kim, Kun Ho
|
|
2016
|
37 |
C |
p. 268-281
14 p.
|
artikel
|
| 6 |
Comparing logit-based early warning systems: Does the duration of systemic banking crises matter?
|
Caggiano, Giovanni
|
|
2016
|
37 |
C |
p. 104-116
13 p.
|
artikel
|
| 7 |
Credit market freedom and cost efficiency in US state banking
|
Chortareas, Georgios
|
|
2016
|
37 |
C |
p. 173-185
13 p.
|
artikel
|
| 8 |
Dynamic asymmetries in house price cycles: A generalized smooth transition model
|
Canepa, Alessandra
|
|
2016
|
37 |
C |
p. 91-103
13 p.
|
artikel
|
| 9 |
Editorial Board
|
|
|
2016
|
37 |
C |
p. IFC-
1 p.
|
artikel
|
| 10 |
Investigating United Kingdom's monetary policy with Macro-Factor Augmented Dynamic Nelson–Siegel models
|
Levant, Jared
|
|
2016
|
37 |
C |
p. 117-127
11 p.
|
artikel
|
| 11 |
Leverage changes and growth options in mergers and acquisitions
|
Agliardi, Elettra
|
|
2016
|
37 |
C |
p. 37-58
22 p.
|
artikel
|
| 12 |
Limits to mutual funds' ability to rely on mean/variance optimization
|
Karagiannidis, Iordanis
|
|
2016
|
37 |
C |
p. 282-292
11 p.
|
artikel
|
| 13 |
Location and excess comovement
|
Kaul, Aditya
|
|
2016
|
37 |
C |
p. 293-308
16 p.
|
artikel
|
| 14 |
Macro-economic determinants of European stock and government bond correlations: A tale of two regions
|
Perego, Erica R.
|
|
2016
|
37 |
C |
p. 214-232
19 p.
|
artikel
|
| 15 |
On the relationship between conditional jump intensity and diffusive volatility
|
Li, Gang
|
|
2016
|
37 |
C |
p. 196-213
18 p.
|
artikel
|
| 16 |
Private information and limitations of Heckman's estimator in banking and corporate finance research
|
Campbell, Randall C.
|
|
2016
|
37 |
C |
p. 186-195
10 p.
|
artikel
|
| 17 |
Public news arrival and the idiosyncratic volatility puzzle
|
Shi, Yanlin
|
|
2016
|
37 |
C |
p. 159-172
14 p.
|
artikel
|
| 18 |
Stochastic correlation and risk premia in term structure models
|
Chiarella, Carl
|
|
2016
|
37 |
C |
p. 59-78
20 p.
|
artikel
|
| 19 |
The benefits of improved covariance estimation
|
Turtle, H.J.
|
|
2016
|
37 |
C |
p. 233-246
14 p.
|
artikel
|
| 20 |
The economic value of predicting bond risk premia
|
Sarno, Lucio
|
|
2016
|
37 |
C |
p. 247-267
21 p.
|
artikel
|
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