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Estimating hedged portfolio value-at-risk using the conditional copula: An illustration of model risk
Chen, Yi-Hsuan; Tu, Anthony H. - In: International review of economics & finance : IREF 27 (2013), pp. 514-528
Persistent link: https://www.econbiz.de/10010104880
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Dependence structure between the credit default swap return and the kurtosis of the equity return distribution: Evidence from Japan
Chen, Yi-Hsuan; Tu, Anthony H.; Wang, Kehluh - In: Journal of international financial markets, … 18 (2008) 3, pp. 259-271
Persistent link: https://www.econbiz.de/10007995512
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The dynamic dependence between the Chinese market and other international stock markets: A time-varying copula approach
Wang, Kehluh; Chen, Yi-Hsuan; Huang, Szu-Wei - In: International review of economics & finance : IREF 20 (2011) 4, pp. 654-665
Persistent link: https://www.econbiz.de/10009030733
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Default correlation at the sovereign level: evidence from some Latin American markets
Chen, Yi-Hsuan; Wang, Kehluh; Tu, Anthony - In: Applied economics 43 (2011) 11, pp. 1399-1412
Persistent link: https://www.econbiz.de/10008993706
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Dependence structure between the credit default swap return and the kurtosis of the equity return distribution: Evidence from Japan
Chen, Yi-Hsuan; Tu, Anthony H.; Wang, Kehluh - In: Journal of international financial markets, … 18 (2008) 3, pp. 259-272
Persistent link: https://www.econbiz.de/10008883332
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Human capital costs, firm leverage, and unemployment rates
Akyol, Ali C.; Verwijmeren, Patrick - In: Journal of financial intermediation 22 (2013) 3, pp. 464-481
Persistent link: https://www.econbiz.de/10010130136
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Convertibles and Hedge Funds as Distributors of Equity Exposure
Brown, Stephen J.; Grundy, Bruce D.; Lewis, Craig M.; … - In: The review of financial studies 25 (2013) 10, pp. 3077-3076
Persistent link: https://www.econbiz.de/10010114803
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EXTERNE VERSLAGGEVING - De invloed van IFRS op preferente aandelen in Nederland
jong, Abe de; Roselion, Miguel; Verwijmeren, Patrick - In: Maandblad voor accountancy en bedrijfseconomie : MAB 80 (2006) 7-8, pp. 336-342
Persistent link: https://www.econbiz.de/10007293210
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DOES FINANCIAL FLEXIBILITY REDUCE INVESTMENT DISTORTIONS?
de Jong, Abe; Verbeek, Marno; Verwijmeren, Patrick - In: The journal of financial research : a publ. of the … 35 (2012) 2, pp. 243-260
Persistent link: https://www.econbiz.de/10009979435
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Governance Characteristics and the Market Reaction to the SEC's Proxy Access Rule
Akyol, Ali C.; Lim, Wei Fen; Verwijmeren, Patrick - In: International review of finance 12 (2012) 2, pp. 175-196
Persistent link: https://www.econbiz.de/10009979538