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~isPartOf:"Economics letters"
~language:"eng"
~language:"fra"
~person:"Fabozzi, Frank J."
~person:"Kugler, Peter"
~type_genre:"Article in journal"
~type_genre:"Kongressschrift"
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Fabozzi, Frank J.
Kugler, Peter
Peel, David
33
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28
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24
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23
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ECONIS (ZBW)
17
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1
Predictability dynamics of emerging sovereign CDS markets
Sensoy, Ahmet
;
Fabozzi, Frank J.
;
Eraslan, Veysel
- In:
Economics letters
161
(
2017
),
pp. 5-9
Persistent link: https://www.econbiz.de/10011903820
Saved in:
2
Multi-purpose binomial model : fitting all moments to the underlying geometric Brownian motion
Kim, Young Shin
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
Economics letters
145
(
2016
),
pp. 225-229
Persistent link: https://www.econbiz.de/10011618437
Saved in:
3
Controlling portfolio skewness and kurtosis without directly optimizing third and fourth moments
Kim, Woo Chang
;
Fabozzi, Frank J.
;
Cheridito, Patrick
; …
- In:
Economics letters
122
(
2014
)
2
,
pp. 154-158
Persistent link: https://www.econbiz.de/10010395223
Saved in:
4
Financial market integration in the early modern period in Spain : results from a threshold error correction model
Bernholz, Peter
;
Kugler, Peter
- In:
Economics letters
110
(
2011
)
2
,
pp. 93-96
Persistent link: https://www.econbiz.de/10009241690
Saved in:
5
Is food consumption a good proxy for nondurable consumption?
Bonaparte, Yosef
;
Fabozzi, Frank J.
- In:
Economics letters
111
(
2011
)
2
,
pp. 110-112
Persistent link: https://www.econbiz.de/10009242403
Saved in:
6
Construction of probability metrics on classes of investors
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Economics letters
103
(
2009
)
1
,
pp. 45-48
Persistent link: https://www.econbiz.de/10003838955
Saved in:
7
Dynamic interactions between crimes
Funk, Patricia
;
Kugler, Peter
- In:
Economics letters
79
(
2003
)
3
,
pp. 291-298
Persistent link: https://www.econbiz.de/10001755271
Saved in:
8
The term premium, time varying interest rate volatility and central bank policy reaction
Kugler, Peter
- In:
Economics letters
76
(
2002
)
3
,
pp. 311-316
Persistent link: https://www.econbiz.de/10001691844
Saved in:
9
The expectations hypothesis of the term structure of interest rates, open interest rate parity and central bank policy reaction
Kugler, Peter
- In:
Economics letters
66
(
2000
)
2
,
pp. 209-214
Persistent link: https://www.econbiz.de/10001440030
Saved in:
10
Price level trend-stationarity and the instruments and targets of monetary policy : an empirical note
Kugler, Peter
- In:
Economics letters
63
(
1999
)
1
,
pp. 97-101
Persistent link: https://www.econbiz.de/10001398815
Saved in:
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