| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
Determinants of Interest rate swap spreads: A quantile regression approach
|
Tah, Kenneth A.
|
|
|
46 |
3 |
p. 522-534
|
artikel
|
| 2 |
Evaluating measures of dependence for linearly generated nonlinear time series along with spurious correlation
|
Agiakloglou, Christos
|
|
|
46 |
3 |
p. 535-552
|
artikel
|
| 3 |
Ex-date variables and DIPO parent returns
|
Thompson, Thomas H.
|
|
|
46 |
3 |
p. 553-565
|
artikel
|
| 4 |
Inflation in the G7 countries: persistence and structural breaks
|
Caporale, Guglielmo Maria
|
|
|
46 |
3 |
p. 493-506
|
artikel
|
| 5 |
Is interest rate uncertainty a predictor of investment volatility? evidence from the wild bootstrap likelihood ratio approach
|
Olasehinde-Williams, Godwin
|
|
|
46 |
3 |
p. 507-521
|
artikel
|
| 6 |
Mortgage rate predictability and consumer home-buying assessments
|
Baghestani, Hamid
|
|
|
46 |
3 |
p. 593-603
|
artikel
|
| 7 |
Predicting distress: a post Insolvency and Bankruptcy Code 2016 analysis
|
Arora, Paras
|
|
|
46 |
3 |
p. 604-622
|
artikel
|
| 8 |
Shareholder response to pension deficit: evidence from the COVID-19 pandemic
|
Singh, Amanjot
|
|
|
46 |
3 |
p. 566-574
|
artikel
|
| 9 |
The impact of global economies on US inflation: A test of the Phillips curve
|
Guirguis, Hany
|
|
|
46 |
3 |
p. 575-592
|
artikel
|
| 10 |
U.S. monetary policy and the predictability of global economic synchronization patterns
|
Balcilar, Mehmet
|
|
|
46 |
3 |
p. 473-492
|
artikel
|
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