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Non-parametric analysis of hedge fund returns : new insight from high frequency data
Billio, Monica; Getmansky, Mila; Pelizzon, Loriana - 2008
Persistent link: https://www.econbiz.de/10003912704
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Can share price index futures predict returns for the all ordinairies index?
English, John W. - 1987
Persistent link: https://www.econbiz.de/10000829608
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Budgetary decomposition and yield spreads
Afonso, António; Jalles, João Tovar - 2015
Persistent link: https://www.econbiz.de/10011549287
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Weak dependence of CRRA on standard deviation in the case of truncated normal distribution of returns
Corradin, Fausto; Sartore, Domenico - 2016
Persistent link: https://www.econbiz.de/10011636658
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Sovereign credit ratings, market volatility, and financial gains
Afonso, António; Gomes, Pedro; Taamouti, Abderrahim - 2014
Persistent link: https://www.econbiz.de/10011554962
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EU Finance Ministers, capital markets and fiscal outcomes
Afonso, António; Guedes, Maria João - 2013
Persistent link: https://www.econbiz.de/10011554971
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Do individual investors trade differently in different markets?
Abreu, Margarida; Mendes, Victor - 2018 - This version: 21 January 2018
Persistent link: https://www.econbiz.de/10011794656
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How biased is the behavior of the individual investor in warrants?
Abreu, Margarida - 2017
Persistent link: https://www.econbiz.de/10011794716
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Structural estimation of a flexible translog gravity model
Tan, Shawn - 2012
Persistent link: https://www.econbiz.de/10009665375
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Testing causality between two vectors in multivariate GARCH models
Wo´zniak, Tomasz - 2012
Persistent link: https://www.econbiz.de/10009553209