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Threshold cointegration relationships between oil and stock markets
Jawadi, Fredj; Leoni, Patrick Lucien - 2009
Persistent link: https://www.econbiz.de/10003826433
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Monopolistic trades, accuracy of beliefs and the persistence of long-run profit
Leoni, Patrick Lucien (contributor) - 2008
Persistent link: https://www.econbiz.de/10003751812
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Downside risk of derivative portfolios with mean-reverting underlyings
Leoni, Patrick Lucien - 2009
Persistent link: https://www.econbiz.de/10003803706
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Anticipation, ocurrence and magnitude of market crashes
Leoni, Patrick Lucien (contributor) - 2008
Persistent link: https://www.econbiz.de/10003779517