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Time variation in asset return dependence : strength or structure?

Markwat, Thijs (contributor); Kole, Erik (contributor); … - 2009

Persistent link: https://www.econbiz.de/10008664770

Corporate governance and the cost of debt of large European firms

Schauten, Maximilien Bernard Joseph (contributor); … - 2010

Persistent link: https://www.econbiz.de/10008665038

Corporate governance and performance during normal and crisis periods : evidence from an emerging market perspective

Fassler, Karen Watkins; Spronk, Jaap; Dijk, Dick van - In: International journal of corporate governance : IJCG 1 (2008/09) 4, pp. 382-399

Persistent link: https://www.econbiz.de/10003985519

Forecasting the yield curve in a data-rich environment using the factor-augmented Nelson-Siegel model

Exterkate, Peter; Dijk, Dick van; Heij, Christiaan; … - 2010

Persistent link: https://www.econbiz.de/10003987315

Contagion as a domino effect in global stock markets

Markwat, Thijs; Kole, Erik; Dijk, Dick van - In: Journal of banking & finance 33 (2009) 11, pp. 1996-2012

Persistent link: https://www.econbiz.de/10003892170

Changes in international business cycle affiliations

Bataa, Erdenebat; Osborn, Denise R.; Sensier, Marianne; … - 2009

Persistent link: https://www.econbiz.de/10003935265

Term structure forecasting using macro factors and forecast combination

Pooter, Michiel de; Ravazzolo, Francesco; Dijk, Dick van - 2010

Persistent link: https://www.econbiz.de/10003937282

Out-of-sample comparison of copula specifications in multivariate density forecasts

Diks, Cees G. H.; Panchenko, Valentyn; Dijk, Dick van - In: Journal of economic dynamics & control 34 (2010) 9, pp. 1596-1609

Persistent link: https://www.econbiz.de/10009125848

On the effects of private information on volatility

Opschoor, Anne; Wel, Michel van der; Dijk, Dick van; … - 2011

We study the impact of private information on volatility in financial markets. We develop a comprehensive framework to investigate this link while controlling for the effects of both public information (such as macroeconomic news releases) and private information on prices and the effects of...

Persistent link: https://www.econbiz.de/10009126682

Forecasting with leading indicators by means of the principal covariate index /N by Christian Heij; Dick van Dijk; Patrick J. F. Groenen

Heij, Christian; Dijk, Dick van; Groenen, Patrick J. F. - In: Journal of business cycle measurement and analysis : a … (2011) 1, pp. 73-91

Persistent link: https://www.econbiz.de/10009156436

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