| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A Conditional Single Index model with Local Covariates for detecting and evaluating active portfolio management
|
Caporin, Massimiliano
|
|
2013
|
26 |
C |
p. 236-249
14 p.
|
artikel
|
| 2 |
Anchoring effect on foreign institutional investors’ momentum trading behavior: Evidence from the Taiwan stock market
|
Liao, Li-Chuan
|
|
2013
|
26 |
C |
p. 72-91
20 p.
|
artikel
|
| 3 |
Arbitrage-free implied volatility surfaces for options on single stock futures
|
Kotzé, Antonie
|
|
2013
|
26 |
C |
p. 380-399
20 p.
|
artikel
|
| 4 |
Asset price, risk transfer and economic activities: Firm-level evidence from China
|
Huang, Ying Sophie
|
|
2013
|
26 |
C |
p. 663-676
14 p.
|
artikel
|
| 5 |
Coping with financial market risks in Asia: An introduction
|
Chen, Carl R.
|
|
2013
|
26 |
C |
p. 640-642
3 p.
|
artikel
|
| 6 |
Credit vs. demand constraints: The determinants of US firm-level investment over the business cycles from 1977 to 2011
|
Schoder, Christian
|
|
2013
|
26 |
C |
p. 1-27
27 p.
|
artikel
|
| 7 |
Deciphering the Libor and Euribor Spreads during the subprime crisis
|
Pelizzon, Loriana
|
|
2013
|
26 |
C |
p. 565-585
21 p.
|
artikel
|
| 8 |
Decomposing U.S. Stock Market Comovement into spillovers and common factors
|
Weber, Enzo
|
|
2013
|
26 |
C |
p. 106-118
13 p.
|
artikel
|
| 9 |
Diagnostic checking for non-stationary ARMA models with an application to financial data
|
Ling, Shiqing
|
|
2013
|
26 |
C |
p. 624-639
16 p.
|
artikel
|
| 10 |
Does bank relationship matter for corporate risk-taking? Evidence from listed firms in Taiwan
|
Chan, Chia-Chung
|
|
2013
|
26 |
C |
p. 323-338
16 p.
|
artikel
|
| 11 |
Does financial regulation affect the profit efficiency and risk of banks? Evidence from China's commercial banks
|
Lee, Tung-Hao
|
|
2013
|
26 |
C |
p. 705-724
20 p.
|
artikel
|
| 12 |
Dynamic price integration in the global gold market
|
Chang, Chia-Lin
|
|
2013
|
26 |
C |
p. 227-235
9 p.
|
artikel
|
| 13 |
Dynamic relationships between industry returns and stock market returns
|
Lee, Chien-Chiang
|
|
2013
|
26 |
C |
p. 119-144
26 p.
|
artikel
|
| 14 |
Editorial Board
|
|
|
2013
|
26 |
C |
p. CO2-
1 p.
|
artikel
|
| 15 |
Evaluating inflation targeting based on the distribution of inflation and inflation volatility
|
Ginindza, Mzwandile
|
|
2013
|
26 |
C |
p. 497-518
22 p.
|
artikel
|
| 16 |
EVT and tail-risk modelling: Evidence from market indices and volatility series
|
Allen, David E.
|
|
2013
|
26 |
C |
p. 355-369
15 p.
|
artikel
|
| 17 |
Expected worsening or improving financial instability and the 2008 financial crisis
|
Agarwal, Manmohan
|
|
2013
|
26 |
C |
p. 92-105
14 p.
|
artikel
|
| 18 |
Forecasting volatility with the realized range in the presence of noise and non-trading
|
Bannouh, Karim
|
|
2013
|
26 |
C |
p. 535-551
17 p.
|
artikel
|
| 19 |
Has recent financial crisis changed permanently the correlations between BRICS and developed stock markets?
|
Zhang, Bing
|
|
2013
|
26 |
C |
p. 725-738
14 p.
|
artikel
|
| 20 |
Has the Basel Accord improved risk management during the global financial crisis?
|
McAleer, Michael
|
|
2013
|
26 |
C |
p. 250-265
16 p.
|
artikel
|
| 21 |
High quantiles estimation with Quasi-PORT and DPOT: An application to value-at-risk for financial variables
|
Araújo Santos, Paulo
|
|
2013
|
26 |
C |
p. 487-496
10 p.
|
artikel
|
| 22 |
How does news sentiment impact asset volatility? Evidence from long memory and regime-switching approaches
|
Ho, Kin-Yip
|
|
2013
|
26 |
C |
p. 436-456
21 p.
|
artikel
|
| 23 |
Identifying permanent and transitory risks in the Chinese property insurance market
|
Guo, Feng
|
|
2013
|
26 |
C |
p. 689-704
16 p.
|
artikel
|
| 24 |
Information transmission between sovereign debt CDS and other financial factors ⿿ The case of Latin America
|
Wang, Alan T.
|
|
2013
|
26 |
C |
p. 586-601
16 p.
|
artikel
|
| 25 |
International diversification: Households versus institutional investors
|
Giofré, Maela
|
|
2013
|
26 |
C |
p. 145-176
32 p.
|
artikel
|
| 26 |
Is small beautiful? Size effects of volatility spillovers for firm performance and exchange rates in tourism
|
Chang, Chia-Lin
|
|
2013
|
26 |
C |
p. 519-534
16 p.
|
artikel
|
| 27 |
Nonlinear dynamics and recurrence plots for detecting financial crisis
|
Addo, Peter Martey
|
|
2013
|
26 |
C |
p. 416-435
20 p.
|
artikel
|
| 28 |
Portfolio selection and portfolio frontier with background risk
|
Huang, Hung-Hsi
|
|
2013
|
26 |
C |
p. 177-196
20 p.
|
artikel
|
| 29 |
Pricing options on stocks denominated in different currencies: Theory and illustrations
|
Ng, Andrew C.Y.
|
|
2013
|
26 |
C |
p. 339-354
16 p.
|
artikel
|
| 30 |
Quantitative evaluation of contingent capital and its applications
|
Gupta, Anshul
|
|
2013
|
26 |
C |
p. 457-486
30 p.
|
artikel
|
| 31 |
Recent developments in financial economics and econometrics: An overview
|
Chang, Chia-Lin
|
|
2013
|
26 |
C |
p. 217-226
10 p.
|
artikel
|
| 32 |
Reexamining the time-varying volatility spillover effects: A Markov switching causality approach
|
Zheng, Tingguo
|
|
2013
|
26 |
C |
p. 643-662
20 p.
|
artikel
|
| 33 |
Separating Information Maximum Likelihood estimation of the integrated volatility and covariance with micro-market noise
|
Kunitomo, Naoto
|
|
2013
|
26 |
C |
p. 282-309
28 p.
|
artikel
|
| 34 |
Spillovers of currency carry trade returns, market risk sentiment, and U.S. market returns
|
Lee, Hsiu-Chuan
|
|
2013
|
26 |
C |
p. 197-216
20 p.
|
artikel
|
| 35 |
Stock prices and the location of trade: Evidence from China-backed ADRs
|
Wang, Xue
|
|
2013
|
26 |
C |
p. 677-688
12 p.
|
artikel
|
| 36 |
Stress testing correlation matrices for risk management
|
So, Mike K.P.
|
|
2013
|
26 |
C |
p. 310-322
13 p.
|
artikel
|
| 37 |
The cross market effects of short sale restrictions
|
Dungey, Mardi
|
|
2013
|
26 |
C |
p. 53-71
19 p.
|
artikel
|
| 38 |
The dynamic interactions among the stock, bond and insurance markets
|
Lee, Chien-Chiang
|
|
2013
|
26 |
C |
p. 28-52
25 p.
|
artikel
|
| 39 |
The economics of data: Using simple model-free volatility in a high-frequency world
|
Garvey, John
|
|
2013
|
26 |
C |
p. 370-379
10 p.
|
artikel
|
| 40 |
The non-uniform pricing effect of employee stock options using quantile regression
|
Kuo, Chii-Shyan
|
|
2013
|
26 |
C |
p. 400-415
16 p.
|
artikel
|
| 41 |
The role of banking regulation in an economy under credit risk and liquidity shock
|
da Silva, Marcos Soares
|
|
2013
|
26 |
C |
p. 266-281
16 p.
|
artikel
|
| 42 |
Time-varying mixture GARCH models and asymmetric volatility
|
Haas, Markus
|
|
2013
|
26 |
C |
p. 602-623
22 p.
|
artikel
|
| 43 |
Using CARRX models to study factors affecting the volatilities of Asian equity markets
|
Sin, Chor-Yiu (CY)
|
|
2013
|
26 |
C |
p. 552-564
13 p.
|
artikel
|
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