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isPartOf:"Policy research working paper : WPS"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"The European journal of finance"
~isPartOf:"The Quarterly Journal of Finance : QJF"
~type_genre:"Konferenzbeitrag"
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Policy research working paper : WPS
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The European journal of finance
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1
Risk and ambiguity in turbulent times
Brenner, Menachem
;
Izhakian, Yehuda
- In:
The Quarterly Journal of Finance : QJF
12
(
2022
)
1
,
pp. 2240001-1-2240001-16
Persistent link: https://www.econbiz.de/10013174941
Saved in:
2
Modeling non-maturing demand deposits : a proposed methodology to determining the idiosyncratic confidence level used for separating stable deposit volumes from volatile deposit vo...
Döpp, Sophie
;
Horovitz, Andre
;
Szimayer, Alexander
- In:
The Quarterly Journal of Finance : QJF
12
(
2022
)
1
,
pp. 2240006-1-2240006-20
Persistent link: https://www.econbiz.de/10013174948
Saved in:
3
Density forecasts and the leverage effect : evidence from observation and parameter-driven volatility models
Catania, Leopoldo
;
Nonejad, Nima
- In:
The European journal of finance
26
(
2020
)
2/3
,
pp. 100-118
Persistent link: https://www.econbiz.de/10012207189
Saved in:
4
The variance implied conditional correlation
Algaba, Andres
;
Boudt, Kris
;
Vanduffel, Steven
- In:
The European journal of finance
26
(
2020
)
2/3
,
pp. 200-222
Persistent link: https://www.econbiz.de/10012207197
Saved in:
5
Asymmetric dependence in international currency markets
Paltalidis, Nikos
;
Patsika, Victoria
- In:
The European journal of finance
26
(
2020
)
10
,
pp. 994-1017
Persistent link: https://www.econbiz.de/10012207352
Saved in:
6
Expected shortfall assessment in commodity (L)ETF portfolios with semi-nonparametric specifications
Brio, Esther B. del
;
Mora-Valencia, Andrés
;
Perote, Javier
- In:
The European journal of finance
25
(
2019
)
17
,
pp. 1746-1764
Persistent link: https://www.econbiz.de/10012207145
Saved in:
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