Narrow search
Showing 1 - 10 of 199
Cover Image
Sovereign debt and the London Club: A precommitment device for limiting punishment for default
Uppal, R.; Hulle, C.Van - In: Journal of banking & finance 21 (1997) 5, pp. 741-756
Persistent link: https://www.econbiz.de/10005905570
Cover Image
De ideale basisperiode in de koopkrachtpariteitstheorie
Sercu, P. - In: Tijdschrift voor economie en management 27 (1982) 3, pp. 315-335
Persistent link: https://www.econbiz.de/10002790148
Cover Image
Termijnstructuren
Sercu, P. - In: Tijdschrift voor economie en management 28 (1983) 4, pp. 463-487
Persistent link: https://www.econbiz.de/10002790257
Cover Image
Bond options and bond portfolio insurance
Sercu, P. - In: Insurance: Mathematics and Economics 10 (1991) 3, pp. 203-230
Persistent link: https://www.econbiz.de/10005375304
Cover Image
The variance of a truncated random variable and the riskiness of the underlying variables
Sercu, P. - In: Insurance / Mathematics & economics 20 (1997) 2, pp. 79-96
Persistent link: https://www.econbiz.de/10006922461
Cover Image
Cross- and delta-hedges: Regression- versus price-based hedge ratios
Sercu, P.; Wu, X. - In: Journal of banking & finance 24 (2000) 5, pp. 735-758
Persistent link: https://www.econbiz.de/10005896390
Cover Image
The information content in bond model residuals: An empirical study on the Belgian bond market
Sercu, P.; Wu, X. - In: Journal of banking & finance 21 (1997) 5, pp. 685-720
Persistent link: https://www.econbiz.de/10005905572
Cover Image
On the structure of take-over models, and insider-outsider conflicts in negotiated take-overs
Sercu, P.; Van Hulle, C. - In: Journal of Banking & Finance 19 (1995) 1, pp. 11-44
Persistent link: https://www.econbiz.de/10005201293
Cover Image
Forward Premiums in the Brussels SE and the Shadow Price of Cash Balances
Bui, T. T. N.; Sercu, P. - In: Competition and Regulation in Network Industries LIV (2009) 4, pp. 418-438
Investors who want to profitably trade stocks which they believe to be undervalued or overvalued are facing not just transaction costs: also cash constraints and short-selling restriction can hinder them. Intuitively, the more onerous friction may seem to be short-selling: borrowing shares from...
Persistent link: https://www.econbiz.de/10010569229
Cover Image
Forward Premiums in the Brussels SE and the Shadow Price of Cash Balances
Bui, T. T. N.; Sercu, P. - In: Review of Business and Economic Literature LIV (2009) 4, pp. 418-438
Investors who want to profitably trade stocks which they believe to be undervalued or overvalued are facing not just transaction costs: also cash constraints and short-selling restriction can hinder them. Intuitively, the more onerous friction may seem to be short-selling: borrowing shares from...
Persistent link: https://www.econbiz.de/10010570236