nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
A comparison of non-Gaussian VaR estimation and portfolio construction techniques
|
Allen, David |
|
|
58 |
C |
p. 356-368 |
artikel |
2 |
Beta and firm age
|
Chincarini, Ludwig B. |
|
|
58 |
C |
p. 50-74 |
artikel |
3 |
Conditional extreme risk, black swan hedging, and asset prices
|
Rhee, S. Ghon |
|
|
58 |
C |
p. 412-435 |
artikel |
4 |
Date-stamping multiple bubble regimes
|
Harvey, David I. |
|
|
58 |
C |
p. 226-246 |
artikel |
5 |
Determinants of the bid-to-cover ratio in Eurozone sovereign debt auctions
|
Beetsma, Roel |
|
|
58 |
C |
p. 96-120 |
artikel |
6 |
Disaggregation and the equity premium puzzle
|
Wilson, Matthew S. |
|
|
58 |
C |
p. 1-18 |
artikel |
7 |
Does sophistication of the weighting scheme enhance the performance of long-short commodity portfolios?
|
Rad, Hossein |
|
|
58 |
C |
p. 164-180 |
artikel |
8 |
Do foreign investors insulate firms from local shocks? Evidence from the response of investable firms to monetary policy
|
Francis, Bill B. |
|
|
58 |
C |
p. 386-411 |
artikel |
9 |
Editorial Board
|
|
|
|
58 |
C |
p. ii |
artikel |
10 |
Equity premium prediction and the state of the economy
|
Tsiakas, Ilias |
|
|
58 |
C |
p. 75-95 |
artikel |
11 |
Forced retirement risk and portfolio choice
|
Chen, Guodong |
|
|
58 |
C |
p. 293-315 |
artikel |
12 |
Information shares in a two-tier FX market
|
Piccotti, Louis R. |
|
|
58 |
C |
p. 19-35 |
artikel |
13 |
Investigating tail-risk dependence in the cryptocurrency markets: A LASSO quantile regression approach
|
Nguyen, Linh Hoang |
|
|
58 |
C |
p. 333-355 |
artikel |
14 |
Mispricing firm-level productivity
|
Ang, Tze Chuan ‘Chewie’ |
|
|
58 |
C |
p. 139-163 |
artikel |
15 |
Predicting the long-term stock market volatility: A GARCH-MIDAS model with variable selection
|
Fang, Tong |
|
|
58 |
C |
p. 36-49 |
artikel |
16 |
Stock market illiquidity, bargaining power and the cost of borrowing
|
Chen, Jiayuan |
|
|
58 |
C |
p. 181-206 |
artikel |
17 |
Testing for explosive bubbles in the presence of autocorrelated innovations
|
Pedersen, Thomas Quistgaard |
|
|
58 |
C |
p. 207-225 |
artikel |
18 |
The beauty contest between systemic and systematic risk measures: Assessing the empirical performance
|
Cipollini, Fabrizio |
|
|
58 |
C |
p. 316-332 |
artikel |
19 |
The economic value of VIX ETPs
|
Christensen, Kim |
|
|
58 |
C |
p. 121-138 |
artikel |
20 |
The information content of the term structure of risk-neutral skewness
|
Borochin, Paul |
|
|
58 |
C |
p. 247-274 |
artikel |
21 |
The time-varying asymmetry of exchange rate returns: A stochastic volatility – stochastic skewness model
|
Iseringhausen, Martin |
|
|
58 |
C |
p. 275-292 |
artikel |
22 |
Time varying integration of European stock markets and monetary drivers
|
Lee, Hyunchul |
|
|
58 |
C |
p. 369-385 |
artikel |
23 |
Turning local: Home-bias dynamics of relocating foreigners
|
Florentsen, Bjarne |
|
|
58 |
C |
p. 436-452 |
artikel |