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Revisiting Uncovered Interest...
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Electricity price
22
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22
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17
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17
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9
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9
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8
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8
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Huisman, Ronald
59
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16
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7
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6
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5
Zwinkels, Remco C. J.
5
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4
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4
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4
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3
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3
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ECONIS (ZBW)
RePEc
979
OLC EcoSci
11
Showing
1
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10
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59
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1
Extreme support for uncovered interest parity
Huisman, Ronald
;
Koedijk, Kees
;
Kool, Clemens
;
Nissen, …
- In:
Journal of international money and finance
17
(
1998
)
1
,
pp. 211-228
Persistent link: https://www.econbiz.de/10001338364
Saved in:
2
Financial market competition : the effects of transparency
Huisman, Ronald
- In:
De economist : Netherlands economic review ; quarterly …
146
(
1998
)
3
,
pp. 463-473
Persistent link: https://www.econbiz.de/10001338456
Saved in:
3
Continental factors in international real estate returns
Eichholtz, Piet
;
Huisman, Ronald
;
Koedijk, Kees
; …
- In:
Real estate economics : journal of the American Real …
26
(
1998
)
3
,
pp. 493-509
Persistent link: https://www.econbiz.de/10001249225
Saved in:
4
Tail-index estimates in small samples
Huisman, Ronald
(
contributor
)
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
2
,
pp. 208-216
Persistent link: https://www.econbiz.de/10001568818
Saved in:
5
Optimal portfolio selection in a value-at-risk framework
Campbell, Rachel
;
Huisman, Ronald
;
Koedijk, Kees
- In:
Journal of banking & finance
25
(
2001
)
9
,
pp. 1789-1804
Persistent link: https://www.econbiz.de/10001604027
Saved in:
6
The tail-fatness of FX returns reconsidered
Huisman, Ronald
;
Koedijk, Kees
;
Kool, Clemens
;
Palm, …
- In:
De economist : Netherlands economic review ; quarterly …
150
(
2002
)
3
,
pp. 299-312
Persistent link: https://www.econbiz.de/10001707164
Saved in:
7
Measuring credit spread risk : incorporating the tails
Campbell, Rachel
(
contributor
);
Huisman, Ronald
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001709759
Saved in:
8
Option formulas for mean-reverting power prices with spikes
Jong, Cyriel de
(
contributor
);
Huisman, Ronald
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001709763
Saved in:
9
Regime jumps in electricity prices
Huisman, Ronald
;
Mahieu, Ronald J.
- In:
Energy economics
25
(
2003
)
5
,
pp. 425-434
Persistent link: https://www.econbiz.de/10001790691
Saved in:
10
Fat tails in power prices
Huisman, Ronald
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791531
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