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Political risk and expected government bond returns
Duyvesteyn, Johan
;
Martens, Martin
;
Verwijmeren, Patrick
- In:
Journal of empirical finance
38
(
2016
),
pp. 498-512
Persistent link: https://www.econbiz.de/10011664803
Saved in:
2
Carry investing on the yield curve
Martens, Martin
;
Beekhuizen, Paul
;
Duyvesteyn, Johan
; …
- In:
Financial analysts journal : FAJ
75
(
2019
)
4
,
pp. 51-63
Persistent link: https://www.econbiz.de/10012195949
Saved in:
3
Hedging demand and market intraday momentum
Baltussen, Guido
;
Da, Zhi
;
Lammers, Sten
;
Martens, Martin
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 377-403
Persistent link: https://www.econbiz.de/10012650726
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4
Factor investing in sovereign bond markets : deep sample evidence
Baltussen, Guido
;
Martens, Martin
;
Penninga, Olaf
- In:
The journal of portfolio management : JPM
48
(
2022
)
2
,
pp. 209-225
Persistent link: https://www.econbiz.de/10012802500
Saved in:
5
Returns synchronization and daily correlation dynamics between international stock markets
Martens, Martin
;
Poon, Ser-Huang
- In:
Journal of Banking & Finance
25
(
2001
)
10
,
pp. 1805-1827
Persistent link: https://www.econbiz.de/10005213628
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6
Estimating dynamic copula dependence using intraday data
Grossmass, Lidan
;
Poon, Ser-Huang
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
4
,
pp. 501-529
Persistent link: https://www.econbiz.de/10011339412
Saved in:
7
The reality of stock market jumps diversification
Chen, Mark Ke
;
Vitiello, Luiz
;
Hyde, Stuart
;
Poon, Ser-Huang
- In:
Journal of international money and finance
86
(
2018
),
pp. 171-188
Persistent link: https://www.econbiz.de/10012000491
Saved in:
8
What does risk-neutral skewness tell us about future stock returns?
Stilger, Przemysław S.
;
Kostakis, Alexandros
;
Poon, …
- In:
Management science : journal of the Institute for …
63
(
2017
)
6
,
pp. 1814-1834
Persistent link: https://www.econbiz.de/10011707251
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9
Slow- and fast-moving information content of CDS spreads : new endogenous systematic factors
Lin, Ming-Tsung
;
Kolokolova, Olga
;
Poon, Ser-Huang
- In:
The European journal of finance
27
(
2021
)
1/2
,
pp. 136-157
Persistent link: https://www.econbiz.de/10012424932
Saved in:
10
Too big to ignore? : hedge fund flows and bond yields
Kolokolova, Olga
;
Lin, Ming-Tsung
;
Poon, Ser-Huang
- In:
Journal of banking & finance
112
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012225305
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