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Benchmarking Australian fixed interest fund performance: finding the optimal factors
Soucik, Victor; Allen, Davide - In: Accounting and finance : journal of the Accounting … 46 (2006) 5, pp. 865
Persistent link: https://www.econbiz.de/10007384005
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Multivariate GARCH hedge ratios and hedging effectiveness in Australian futures markets
Yang, Wenling; Allen, David E. - In: Accounting and finance : journal of the Accounting … 45 (2005) 2, pp. 301
Persistent link: https://www.econbiz.de/10006237579
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Customers and markets : both are essential to credit-risk measurement in Australian banks
Allen, David E.; Powell, Robert - In: Australasian accounting business and finance journal : AABF 5 (2011) 1, pp. 57-75
Persistent link: https://www.econbiz.de/10009958963
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Econometric modelling in finance and risk management: An overview
Gao, Jiti; Mcaleer, Michael; Allen, David E. - In: Journal of econometrics 147 (2008) 1, pp. 1-4
Persistent link: https://www.econbiz.de/10008143209
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A hidden Markov chain model for the term structure of bond credit risk spreads
Thomas, Lyn C.; Allen, David E.; Morkel-Kingsbury, Nigel - In: International review of financial analysis 11 (2002) 3, pp. 311-330
Persistent link: https://www.econbiz.de/10007165519
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STRIPPING COUPONS WITH LINEAR PROGRAMMING
Allen, David E.; Thomas, Lyn C.; Zheng, Harry - In: The journal of fixed income 10 (2000) 2
Persistent link: https://www.econbiz.de/10007177501
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Econometric modelling in finance and risk management: An overview
Gao, Jiti; McAleer, Michael; Allen, David E. - In: Journal of econometrics 147 (2008) 1, pp. 1-5
Persistent link: https://www.econbiz.de/10008898210
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Effects of Bank Funds Management Activities on the Disintermediation of Bank Deposits
Allen, David E.; Parwada, Jerry T. - In: Journal of business finance & accounting : JBFA 31 (2004) 7, pp. 1151-1170
Persistent link: https://www.econbiz.de/10006962608