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How Common are Common Return F...
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1
How common are common return factors across the NYSE and Nasdaq?
Goyal, Amit
;
Pérignon, Christophe
;
Villa, Christophe
- In:
Journal of financial economics
90
(
2008
)
3
,
pp. 252-271
Persistent link: https://www.econbiz.de/10003833349
Saved in:
2
Permanent and transitory factors affecting the dynamics of the term structure of interest rates
Pérignon, Christophe
;
Villa, Christophe
-
2002
Persistent link: https://www.econbiz.de/10001707023
Saved in:
3
Extracting information from options markets : smiles, state-price densities and risk aversion
Pérignon, Christophe
;
Villa, Christophe
- In:
European financial management : the journal of the …
8
(
2002
)
4
,
pp. 495-513
Persistent link: https://www.econbiz.de/10001861065
Saved in:
4
Sources of time variation in the covariance matrix of interest rates
Pérignon, Christophe
;
Villa, Christophe
- In:
The journal of business : B
79
(
2006
)
3
,
pp. 1535-1550
Persistent link: https://www.econbiz.de/10003337025
Saved in:
5
Why common factors in international bond returns are not so common
Pérignon, Christophe
;
Smith, Daniel R.
;
Villa, Christophe
- In:
Journal of international money and finance
26
(
2007
)
2
,
pp. 284-304
Persistent link: https://www.econbiz.de/10003429372
Saved in:
6
Testing the monotonicity property of option prices
Pérignon, Christophe
- In:
The journal of derivatives : the official publication …
14
(
2006
)
2
,
pp. 61-76
Persistent link: https://www.econbiz.de/10003400053
Saved in:
7
On the dynamic interdependence of international stock markets : a Swiss perspective
Isakov, Dušan
;
Pérignon, Christophe
- In:
Swiss journal of economics and statistics
136
(
2000
)
2
,
pp. 123-145
Persistent link: https://www.econbiz.de/10001498529
Saved in:
8
Evolution of market uncertainty around earnings announcements
Isakov, Dušan
;
Pérignon, Christophe
-
1999
Persistent link: https://www.econbiz.de/10001447026
Saved in:
9
Demand for football and intra-match winning probability : an essay on the glorious uncertainty of sports
Falter, Jean-Marc
;
Pérignon, Christophe
-
2000
Persistent link: https://www.econbiz.de/10001456216
Saved in:
10
How do illiquid assets improve portfolio performance? : The case of Bordeaux wine
Mougeot, Nicolas
;
Pérignon, Christophe
-
1999
Persistent link: https://www.econbiz.de/10001443041
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