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~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Güth, Werner"
~person:"Phillips, Peter C. B."
~type_genre:"Article in journal"
~type_genre:"Commentary"
~type_genre:"Sammlung"
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Fabozzi, Frank J.
Güth, Werner
Phillips, Peter C. B.
Gupta, Rangan
570
Bahmani-Oskooee, Mohsen
454
Nijkamp, Peter
429
Gil-Alaña, Luis A.
354
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346
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233
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28
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24
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23
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21
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13
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13
International journal of theoretical and applied finance
12
Theory and decision : an international journal for multidisciplinary advances in decision science
12
Journal of banking & finance
11
Metroeconomica : international review of economics
11
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10
European journal of operational research : EJOR
9
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9
European journal of political economy
8
Finance research letters
8
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8
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8
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8
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7
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7
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7
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7
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6
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ECONIS (ZBW)
792
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1
Bootstrap inference for quantile treatment effects in randomized experiments with matched pairs
Jiang, Liang
;
Liu, Xiaobin
;
Phillips, Peter C. B.
; …
- In:
The review of economics and statistics
106
(
2024
)
2
,
pp. 542-556
Persistent link: https://www.econbiz.de/10014537048
Saved in:
2
How do alternatives to LIBOR measure up?
Sabry, Faten
;
Fabozzi, Frank J.
;
Roya, Ramisa
- In:
The journal of fixed income : JFI
33
(
2023
)
4
,
pp. 45-62
Persistent link: https://www.econbiz.de/10014534071
Saved in:
3
The risk-adjusted performance of convertible venture contracts
Pandher, Gurupdesh S.
;
Bonaparte, Yosef
;
Fabozzi, Frank J.
- In:
International review of economics & finance : IREF
93
(
2024
)
1
,
pp. 485-500
Persistent link: https://www.econbiz.de/10014535364
Saved in:
4
What difference do new factor models make in portfolio allocation?
Fabozzi, Frank J.
;
Huang, Dashan
;
Jiang, Fuwei
;
Wang, Jiexun
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014451422
Saved in:
5
Who cares when value (mis)reporting may be found out? : an Acquiring-a-Company experiment with value messages and information leaks
Di Cagno, Daniela
;
Güth, Werner
;
Lohse, Tim
;
Marazzi, …
- In:
Journal of behavioral and experimental economics
108
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014490138
Saved in:
6
Alternative risk premium : specification noise
Gorman, Stephen A.
;
Fabozzi, Frank J.
- In:
The journal of asset management : a major new, …
24
(
2023
)
6
,
pp. 459-473
Persistent link: https://www.econbiz.de/10014419524
Saved in:
7
The battle of the factors : macroeconomic variables or investor sentiment?
Mascio, David A.
;
Molyboga, Marat
;
Fabozzi, Frank J.
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2280-2291
Persistent link: https://www.econbiz.de/10014432891
Saved in:
8
Caplets/floorlets with backward-looking risk-free rates under the one- and two-factor hull-white models
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of derivatives : JOD
31
(
2023
)
1
,
pp. 96-110
Persistent link: https://www.econbiz.de/10014422392
Saved in:
9
Common bubble detection in large dimensional financial systems
Chen, Ye
;
Phillips, Peter C. B.
;
Shi, Shuping
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 989-1063
Persistent link: https://www.econbiz.de/10014391455
Saved in:
10
A comparison of multi-factor term structure models for interbank rates
Fabozzi, Frank J.
;
Fabozzi, Francesco A.
;
Tunaru, Diana
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 323-356
Persistent link: https://www.econbiz.de/10014342033
Saved in:
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