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Sercu, Piet
17
Vanpée, Rosanne
5
Dhaene, Geert
4
Liu, Fang
3
Moor, Lieven de
3
Apte, Prakash Gajanan
2
De Ville de Goyet, Cédric
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Wu, Jianbin
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ECONIS (ZBW)
17
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1
Volatility spillovers : a sparse multivariate GARCH approach with an application to commodity markets
Dhaene, Geert
;
Sercu, Piet
;
Wu, Jianbin
- In:
The journal of futures markets
42
(
2022
)
5
,
pp. 868-887
Persistent link: https://www.econbiz.de/10013187611
Saved in:
2
The risk-return tradeoff in international stock markets : one-step multivariate GARCH-M estimation with many assets
Dhaene, Geert
;
Sercu, Piet
;
Wu, Jianbin
-
2016
Persistent link: https://www.econbiz.de/10011707065
Saved in:
3
Estimating the costs of international equity investments
Sercu, Piet
;
Vanpée, Rosanne
-
2008
Persistent link: https://www.econbiz.de/10009010426
Saved in:
4
Testing futures returns predictability : implications for hedgers
De Ville de Goyet, Cédric
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003612541
Saved in:
5
The plausibility of risk estimates and implied costs of international equity investments
Moor, Lieven de
;
Sercu, Piet
;
Vanpée, Rosanne
-
2007
Persistent link: https://www.econbiz.de/10003613688
Saved in:
6
The forex forward puzzle : the career risk hypothesis
Liu, Fang
;
Sercu, Piet
-
2007
Persistent link: https://www.econbiz.de/10003613700
Saved in:
7
The forex forward puzzle : the career risk hypothesis
Liu, Fang
;
Sercu, Piet
-
2007
Persistent link: https://www.econbiz.de/10009010436
Saved in:
8
Estimating the costs of international equity investments
Sercu, Piet
(
contributor
);
Vanpée, Rosanne
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003611565
Saved in:
9
Earnings management and debt
Sercu, Piet
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003611597
Saved in:
10
Country versus sector factors in equity returns : the roles of non-unit exposures
Moor, Lieven de
;
Sercu, Piet
- In:
Journal of empirical finance
18
(
2011
)
1
,
pp. 64-77
Persistent link: https://www.econbiz.de/10009301177
Saved in:
1
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