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Salmon, Mark
10
Kozhan, Roman
9
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3
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2
Pal, Rozalia
2
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1
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Applied financial economics
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Uncertainty aversion in a heterogeneous agent model of foreign exchange rate formation
Kozhan, Roman
;
Salmon, Mark
- In:
Journal of economic dynamics & control
33
(
2009
)
5
,
pp. 1106-1123
Persistent link: https://www.econbiz.de/10008882150
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2
Uncertainty aversion in a heterogeneous agent model of foreign exchange rate formation
Kozhan, Roman
;
Salmon, Mark
- In:
Journal of economic dynamics & control
33
(
2009
)
5
,
pp. 1106-1122
Persistent link: https://www.econbiz.de/10008239900
Saved in:
3
Firms' investment under financial constraints: a euro area investigation
Pal, Rozalia
;
Kozhan, Roman
- In:
Applied financial economics
19
(
2009
)
20
,
pp. 1611-1625
Persistent link: https://www.econbiz.de/10008706732
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4
Nash equilibria for games in capacities
Kozhan, Roman
;
Zarichnyi, Michael
- In:
Economic theory
35
(
2008
)
2
,
pp. 321-332
Persistent link: https://www.econbiz.de/10007912237
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5
Firms' investment under financial constraints: a euro area investigation
Pal, Rozalia
;
Kozhan, Roman
- In:
Applied financial economics
19
(
2009
)
20
,
pp. 1611-1624
Persistent link: https://www.econbiz.de/10008315306
Saved in:
6
Asset allocation with distorted beliefs and transaction costs
Kozhan, Roman
;
Schmid, Wolfgang
- In:
European journal of operational research : EJOR
194
(
2009
)
1
,
pp. 236-249
Persistent link: https://www.econbiz.de/10008161199
Saved in:
7
Execution Risk in High-Frequency Arbitrage
Kozhan, Roman
;
Tham, Wing Wah
- In:
Management science : journal of the Institute for …
58
(
2012
)
11
,
pp. 2131-2150
Persistent link: https://www.econbiz.de/10010042983
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8
Non-additive anonymous games
Kozhan, Roman
- In:
International journal of game theory : official journal …
40
(
2011
)
2
,
pp. 215-231
Persistent link: https://www.econbiz.de/10009017712
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9
Spurious regressions of stationary AR(p) processes with structural breaks
Chu, Ba
;
Kozhan, Roman
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
15
(
2011
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009949980
Saved in:
10
Representations of I(2) cointegrated systems using the Smith-McMillan form
Haldrup, Niels
;
Salmon, Mark
- In:
Journal of econometrics
84
(
1998
)
2
,
pp. 303-326
Persistent link: https://www.econbiz.de/10006789285
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