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A new take on the relationship between interest rates and credit spreads
Dupoyet, Brice
;
Jiang, Xiaoquan
;
Zhang, Qianying
- In:
Applied economics
56
(
2024
)
5
,
pp. 520-536
Persistent link: https://www.econbiz.de/10014440088
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2
A simplified pricing model for volatility futures
Dupoyet, Brice
;
Daigler, Robert T.
;
Chen, Zhiyao
- In:
The journal of futures markets
31
(
2011
)
4
,
pp. 307-339
Persistent link: https://www.econbiz.de/10008908397
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3
Optimum allocation of weights to assets in a portfolio : the case of nominal annualization of returns
Chang, Chun-hao
;
DuPoyet, Brice
;
Prakash, Arun J.
- In:
Applied financial economics
18
(
2008
)
18/21
,
pp. 1635-1646
Persistent link: https://www.econbiz.de/10003800194
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4
Effect of intervalling and skewness on portfolio selection indeveloped and developing markets
Chang, Chun-hao
;
Dupoyet, Brice
;
Prakash, Arun J.
- In:
Applied financial economics
18
(
2008
)
18/21
,
pp. 1697-1707
Persistent link: https://www.econbiz.de/10003800238
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5
Tax policies and agency costs
Duarte, Diogo
;
Dupoyet, Brice
;
Docgne, Sandrine
; …
- In:
The journal of financial research : the journal of the …
46
(
2023
)
2
,
pp. 383-409
Persistent link: https://www.econbiz.de/10014302374
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6
Commodity prices and the terms of trade
Bidarkota, Prasad V.
;
Crucini, Mario J.
- In:
Review of international economics
8
(
2000
)
4
,
pp. 647-666
Persistent link: https://www.econbiz.de/10001533091
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7
Real stock returns : non-normality, seasonality, and volatility peristence, but no predictability
Bidarkota, Prasad V.
;
McCulloch, J. Huston
-
1997
Persistent link: https://www.econbiz.de/10000980109
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8
Alternative regime switching models for forecasting inflation
Bidarkota, Prasad V.
- In:
Journal of forecasting
20
(
2001
)
1
,
pp. 21-35
Persistent link: https://www.econbiz.de/10001556212
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9
Consumption asset pricing with stable shocks-exploring a solution and its implications for mean equity returns
Bidarkota, Prasad V.
;
McCulloch, J. Huston
- In:
Journal of economic dynamics & control
27
(
2003
)
3
,
pp. 399-421
Persistent link: https://www.econbiz.de/10001706327
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10
Forecast performance of neural networks and business cycle asymmetries
Kiani, Khurshid M.
;
Bidarkota, Prasad V.
;
Kastens, Terry L.
- In:
Applied financial economics letters
1
(
2005
)
4
,
pp. 205-210
Persistent link: https://www.econbiz.de/10003016823
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