nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
Continuous-time short term interest rate models
|
Nowman, K. Ben |
|
1998 |
8 |
4 |
p. 401-407 |
artikel |
2 |
Empirical tests of short-term interest rate models: a nonparametric approach
|
Niizeki, Mikiyo Kii |
|
1998 |
8 |
4 |
p. 347-352 |
artikel |
3 |
Fractional cointegration tests with GARCH
|
Tse, Yiuman |
|
1998 |
8 |
4 |
p. 329-332 |
artikel |
4 |
Share prices under Tory and Labour governments in the UK since 1945
|
Hudson, Robert |
|
1998 |
8 |
4 |
p. 389-400 |
artikel |
5 |
Short and long-run dependence in Swedish stock returns
|
Berg, Lennart |
|
1998 |
8 |
4 |
p. 435-443 |
artikel |
6 |
Speed of adjustment to the long-run equilibrium: an application with US Stock Price and Dividend data
|
Saltoglu, Burak |
|
1998 |
8 |
4 |
p. 367-375 |
artikel |
7 |
Testing the conditional CAPM using multivariate GARCH-M
|
Hansson, Bjorn |
|
1998 |
8 |
4 |
p. 377-388 |
artikel |
8 |
The economic efficiency of the Credit Department of Farmers' Associations in Taiwan
|
Chang, Ching-Cheng |
|
1998 |
8 |
4 |
p. 409-418 |
artikel |
9 |
The intertemporal stability of the covariance and correlation matrices of Hong Kong stock returns
|
Tang, Gordon Y. N. |
|
1998 |
8 |
4 |
p. 359-365 |
artikel |
10 |
The long-run performance following Japanese rights issues
|
Cai, Jun |
|
1998 |
8 |
4 |
p. 419-434 |
artikel |
11 |
The mean-variance model with capital controls and expectations formation. A test on German portfolio data
|
Jansen, W. Jos |
|
1998 |
8 |
4 |
p. 333-346 |
artikel |
12 |
What causes intra-week regularities in stock returns? Some evidence from the UK
|
Bell, David |
|
1998 |
8 |
4 |
p. 353-357 |
artikel |