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type_genre:"Article in journal"
~isPartOf:"Journal of banking & finance"
~person:"Ammann, Manuel"
~person:"Cakici, Nusret"
~subject:"Cointegration"
~subject:"Deutschland"
~subject:"Estimation"
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Cointegration
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Ammann, Manuel
Cakici, Nusret
Prokopczuk, Marcel
7
Wese Simen, Chardin
4
Zaremba, Adam
4
Belke, Ansgar
3
Berkman, Henk
3
Dungey, Mardi H.
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Füss, Roland
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Guo, Hui
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Journal of banking & finance
Swiss journal of economics and statistics
6
Journal of international financial markets, institutions & money
3
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1
Applied financial economics
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
6
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1
Misery on Main Street, victory on Wall Street : economic discomfort and the cross-section of global stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014462426
Saved in:
2
Liquidity and the cross-section of international stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of banking & finance
127
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012820574
Saved in:
3
Characteristics-based portfolio choice with leverage constraints
Ammann, Manuel
;
Coqueret, Guillaume
;
Schade, Jan-Philip
- In:
Journal of banking & finance
70
(
2016
),
pp. 23-37
Persistent link: https://www.econbiz.de/10011635115
Saved in:
4
A new approach to measuring riskiness in the equity market : implications for the risk premium
Bali, Turan G.
;
Cakici, Nusret
;
Chabi-Yo, Fousseni
- In:
Journal of banking & finance
57
(
2015
),
pp. 101-117
Persistent link: https://www.econbiz.de/10011543805
Saved in:
5
An alternative three-factor model for international markets : evidence from the European Monetary Union
Ammann, Manuel
;
Odoni, Sandro
;
Oesch, David
- In:
Journal of banking & finance
36
(
2012
)
7
,
pp. 1857-1864
Persistent link: https://www.econbiz.de/10009629801
Saved in:
6
What drives the performance of convertible-bond funds?
Ammann, Manuel
;
Kind, Axel
;
Seiz, Ralf
- In:
Journal of banking & finance
34
(
2010
)
11
,
pp. 2600-2613
Persistent link: https://www.econbiz.de/10008858856
Saved in:
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