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~type_genre:"Arbeitspapier"
~institution:"Center for Economic Research <Tilburg>"
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Search: subject:"Wertpapier"
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Securities trading
3
Wertpapierhandel
3
Börsenkurs
2
Derivat
2
Derivative
2
Risikomanagement
2
Risk management
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Bodnar, Gordon M.
1
Engelen, Peter-Jan
1
Jong, Abe de
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Kerkhof, Jeroen
1
Macrae, Victor
1
Melenberg, Bertrand
1
Nijman, Theodore E.
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Renault, Eric
1
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1
Soest, Arthur van
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Center for Economic Research <Tilburg>
National Bureau of Economic Research
26
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18
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
15
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10
Centre for Analytical Finance <Århus>
9
Ekonomiska forskningsinstitutet <Stockholm>
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Institute of Finance and Accounting <London>
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New York Stock Exchange
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Chambre de commerce et d'industrie de Paris
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School of Finance and Business Economics <Perth, Western Australia>
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Federal Reserve Bank of St. Louis
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Institute for Research in the Behavioral, Economic, and Management Sciences
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Krannert Graduate School of Management
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Econometrisch Instituut <Rotterdam>
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School of Accounting, Economics and Finance <Geelong>
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
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Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
3
Instituto Valenciano de Investigaciones Económicas
3
International Center for Financial Asset Management and Engineering
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Judge Institute of Management Studies
3
Leibniz-Institut für Wirtschaftsforschung Halle
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School of Accounting, Finance and Economics <Perth, Western Australia>
3
Trinity College Dublin / Department of Economics
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University of York / Department of Economics and Related Studies
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Basel Committee on Banking Supervision
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Discussion paper / Center for Economic Research, Tilburg University
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ECONIS (ZBW)
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1
Testing expected shortfall models for derivative positions
Kerkhof, Jeroen
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001773733
Saved in:
2
The impact of institutional differences on derivatives usage : a comparative study of us and Dutch firms
Bodnar, Gordon M.
(
contributor
);
Jong, Abe de
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001611149
Saved in:
3
Stochastic volatility models with transaction time risk
Renault, Eric
(
contributor
);
Werker, Bas J. M.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001989255
Saved in:
4
Modeling comovements in trading intensities to distinguish sector and stock specific news
Spierdijk, Laura
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001692418
Saved in:
5
Empirical evidence on the role of trading suspensions in disseminating new information to the capital market
Engelen, Peter-Jan
(
contributor
);
Kabir, Rezaul
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001630203
Saved in:
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