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Sercu, Piet
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Sercu, P.
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ECONIS (ZBW)
61
RePEc
8
OLC EcoSci
6
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1
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10
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75
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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
Aggregation bias in tests of the commodity currency hypothesis
Bork, Lasse
;
Rovira Kaltwasser, Pablo
;
Sercu, Piet
- In:
Journal of banking & finance
135
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013401953
Saved in:
3
Modelling multiperiod patterns in stock-market reactions to events, with an application to serial acquisitions
Doan, Minh-Phuong
;
Sercu, Piet
- In:
International review of financial analysis
77
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012806449
Saved in:
4
Merging one's way to the top : AB Inbev versus Heineken
Doan, Minh-Phuong
;
Sercu, Piet
- In:
Journal of wine economics
16
(
2021
)
1
,
pp. 32-55
Persistent link: https://www.econbiz.de/10012505758
Saved in:
5
The response of multinationals’ foreign exchange rate exposure to macroeconomic news
Boudt, Kris
;
Neely, Christopher J.
;
Sercu, Piet
; …
- In:
Journal of international money and finance
94
(
2019
),
pp. 32-47
Persistent link: https://www.econbiz.de/10012135140
Saved in:
6
A measure of pure home bias
Cooper, Ian
;
Sercu, Piet
;
Vanpée, Rosanne
- In:
Review of finance : journal of the European Finance …
22
(
2018
)
4
,
pp. 1469-1514
Persistent link: https://www.econbiz.de/10012005751
Saved in:
7
Subjectivity in sovereign credit ratings
Moor, Lieven de
;
Luitel, Prabesh
;
Sercu, Piet
;
Vanpée, …
- In:
Journal of banking & finance
88
(
2018
),
pp. 366-392
Persistent link: https://www.econbiz.de/10011962937
Saved in:
8
Exporters' exposures to currencies : beyond the loglinear model
Boudt, Kris
;
Liu, Fang
;
Sercu, Piet
- In:
Review of finance : journal of the European Finance …
20
(
2016
)
4
,
pp. 1631-1657
Persistent link: https://www.econbiz.de/10011610726
Saved in:
9
The smallest stocks are not just smaller : global evidence
Moor, Lieven de
;
Sercu, Piet
- In:
The European journal of finance
21
(
2015
)
1/3
,
pp. 51-70
Persistent link: https://www.econbiz.de/10010519976
Saved in:
10
Characteristics of pricing errors in stocks implied by autocovariance and "drag"
Moor, Lieven de
;
Sercu, Piet
- In:
Applied economics letters
22
(
2015
)
10/12
,
pp. 999-1004
Persistent link: https://www.econbiz.de/10011286529
Saved in:
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