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~isPartOf:"European financial management : the journal of the European Financial Management Association"
~language:"eng"
~person:"Ammann, Manuel"
~person:"Fabozzi, Frank J."
~type_genre:"Article in journal"
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Ammann, Manuel
Fabozzi, Frank J.
Doukas, John A.
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European financial management : the journal of the European Financial Management Association
The journal of portfolio management : JPM
34
The journal of portfolio management : a publication of Institutional Investor
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The journal of fixed income
21
International journal of theoretical and applied finance
14
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Applied economics
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Applied financial economics
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International review of financial analysis
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Economics letters
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Financial markets and portfolio management
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Journal of empirical finance
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Journal of international money and finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of asset management : a major new, international quarterly journal for the financial community
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The journal of derivatives : JOD
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Journal of economic dynamics & control
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Swiss journal of economics and statistics
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The journal of structured finance
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Advances in futures and options research : a research annual
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Annals of finance
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Annals of operations research
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Applied economics letters
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Applied financial economics letters
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Insurance / Mathematics & economics
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Journal / The Capco Institute : journal of financial transformation
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Journal of pension economics and finance
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Review of quantitative finance and accounting
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The European journal of finance
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The journal of financial research
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ECONIS (ZBW)
10
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1
Credit variance risk premiums
Ammann, Manuel
;
Mörke, Mathis
- In:
European financial management : the journal of the …
29
(
2023
)
4
,
pp. 1304-1335
Persistent link: https://www.econbiz.de/10014369332
Saved in:
2
Announcement effects of contingent convertible securities : evidence from the global banking industry
Ammann, Manuel
;
Blickle, Kristian
;
Ehmann, Christian
- In:
European financial management : the journal of the …
23
(
2017
)
1
,
pp. 127-152
Persistent link: https://www.econbiz.de/10011713424
Saved in:
3
Hedge fund characteristics and performance persistence
Ammann, Manuel
;
Huber, Otto
;
Schmid, Markus M.
- In:
European financial management : the journal of the …
19
(
2013
)
2
,
pp. 209-250
Persistent link: https://www.econbiz.de/10009732091
Saved in:
4
Product market competition, corporate governance, and firm value : evidence from the EU area
Ammann, Manuel
;
Oesch, David
;
Schmid, Markus M.
- In:
European financial management : the journal of the …
19
(
2013
)
3
,
pp. 452-469
Persistent link: https://www.econbiz.de/10010193756
Saved in:
5
Looking beyond credit ratings : factors investors consider in pricing European asset-backed securities
Fabozzi, Frank J.
;
Vink, Dennis
- In:
European financial management : the journal of the …
18
(
2012
)
4
,
pp. 515-542
Persistent link: https://www.econbiz.de/10009665585
Saved in:
6
A pricing framework for real estate derivatives
Fabozzi, Frank J.
;
Shiller, Robert J.
;
Tunaru, Radu S.
- In:
European financial management : the journal of the …
18
(
2012
)
5
,
pp. 762-789
Persistent link: https://www.econbiz.de/10009665615
Saved in:
7
Demographic change and pharmaceuticals' stock returns
Ammann, Manuel
;
Berchtold, Rachel
;
Seiz, Ralf
- In:
European financial management : the journal of the …
17
(
2011
)
4
,
pp. 726-754
Persistent link: https://www.econbiz.de/10009388258
Saved in:
8
Property derivatives for managing European real-estate risk
Fabozzi, Frank J.
;
Shiller, Robert J.
;
Tunaru, Radu S.
- In:
European financial management : the journal of the …
16
(
2010
)
1
,
pp. 8-26
Persistent link: https://www.econbiz.de/10003926684
Saved in:
9
A new approach for using Lévy processes for determining high-frequency value-at-risk predictions
Sun, Wei
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
European financial management : the journal of the …
15
(
2009
)
2
,
pp. 340-361
Persistent link: https://www.econbiz.de/10003824799
Saved in:
10
Testing conditional asset pricing models using a Markov Chain Monte Carlo approach
Ammann, Manuel
;
Verhofen, Michael
- In:
European financial management : the journal of the …
14
(
2008
)
3
,
pp. 391-418
Persistent link: https://www.econbiz.de/10003724975
Saved in:
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