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An empirical analysis of intertemporal asset pricing models with transaction costs and habit persistence
Marquering, Wessel A.; Verbeek, Marno - In: Journal of empirical finance 6 (1999) 3, pp. 243-265
Persistent link: https://www.econbiz.de/10001426363
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Stock and bond market interactions with level and asymmetry dynamics: An out-of-sample application
de Goeij, Peter; Marquering, Wessel - In: Journal of empirical finance 16 (2009) 2, pp. 318-329
Persistent link: https://www.econbiz.de/10008172656
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Stock and bond market interactions with level and asymmetry dynamics: An out-of-sample application
de Goeij, Peter; Marquering, Wessel - In: Journal of empirical finance 16 (2009) 2, pp. 318-330
Persistent link: https://www.econbiz.de/10008896125
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Stock and bond market interactions with level and asymmetry dynamics : an out-of-sample application
Goeij, Peter de; Marquering, Wessel A. - In: Journal of empirical finance 16 (2009) 2, pp. 318-329
Persistent link: https://www.econbiz.de/10003839335
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Residual momentum
Blitz, David; Huij, Joop; Martens, Martin - In: Journal of empirical finance 18 (2011) 3, pp. 506-522
Persistent link: https://www.econbiz.de/10009030614
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Residual momentum
Blitz, David; Huij, Joop; Martens, Martin - In: Journal of empirical finance 18 (2011) 3, pp. 506-521
Persistent link: https://www.econbiz.de/10009302077