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~isPartOf:"Applied economics letters"
~isPartOf:"The journal of fixed income"
~person:"Fabozzi, Frank J."
~person:"Huang, Ho-chuan"
~person:"McAleer, Michael"
~person:"Nadarajah, Saralees"
~subject:"Lieferkette"
~subject:"Risk measure"
~subject:"Theorie"
~subject:"Time series analysis"
~subject:"USA"
~subject:"Unternehmenserfolg"
~subject:"Volatility"
~subject:"Welt"
~subject:"net share issues"
~type_genre:"Article in journal"
~type_genre:"Collection of articles written by one author"
~type_genre:"Sammlung"
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Lieferkette
Risk measure
Theorie
Time series analysis
USA
Unternehmenserfolg
Volatility
Welt
net share issues
United States
13
Theory
11
Estimation
9
Schätzung
9
Yield curve
7
Zinsstruktur
7
Anleihe
5
Bond
5
Arbeitslosigkeit
4
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4
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4
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4
Kreditrisiko
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Okun's law
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Okunsches Gesetz
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Random variable
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Article in journal
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Sammlung
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26
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English
26
Author
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Fabozzi, Frank J.
Huang, Ho-chuan
McAleer, Michael
Nadarajah, Saralees
Gil-Alaña, Luis A.
14
Chang, Tsangyao
13
Cebula, Richard J.
12
Cook, Steven
11
Gupta, Rangan
11
Apergēs, Nikolaos
10
Cantor, Richard
10
Goel, Rajeev K.
9
Bahmani-Oskooee, Mohsen
8
Caporale, Guglielmo Maria
8
Afonso, Oscar
7
Chen, Ren-Raw
7
Dynkin, Lev
7
Hatemi-J, Abdulnasser
7
Jawadi, Fredj
7
Mixon, Franklin G.
7
Peel, David
7
Pierdzioch, Christian
7
Weisman, Dennis L.
7
Yoon, Gawon
7
Fridson, Martin S.
6
Goodman, Laurie Sharon
6
Grobys, Klaus
6
Haley, M. Ryan
6
Hsing, Yu
6
Ilmanen, Antti
6
Lucey, Brian M.
6
Paudel, Krishna P.
6
Simonian, Joseph
6
Sosvilla-Rivero, Simón
6
Wang, Miao
6
Afonso, António
5
Baffes, John
5
Batabyal, Amitrajeet A.
5
Koutmos, Gregory
5
Martellini, Lionel
5
Payne, James E.
5
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Applied economics letters
The journal of fixed income
Econometric reviews
19
Applied economics
17
Journal of econometrics
17
Journal of risk and financial management : JRFM
17
Journal of economic surveys
15
The journal of portfolio management : JPM
12
The journal of portfolio management : a publication of Institutional Investor
12
Computational economics
10
Economics letters
10
Applied financial economics
9
Energy economics
8
International journal of theoretical and applied finance
8
International review of economics & finance : IREF
8
The North American journal of economics and finance : a journal of financial economics studies
7
Econometric theory
6
Economic modelling
6
Journal of banking & finance
6
Journal of forecasting
6
Risks : open access journal
6
Annals of financial economics
5
Econometrics : open access journal
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
The Japanese economic review : the journal of the Japanese Economic Association
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Finance research letters
4
International journal of forecasting
4
International review of financial analysis
4
Journal of macroeconomics
4
The journal of fixed income : JFI
4
Tourism economics : the business and finance of tourism and recreation
4
Advances in futures and options research : a research annual
3
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
3
Annals of operations research
3
Applied financial economics letters
3
European journal of operational research : EJOR
3
Journal of applied econometrics
3
Journal of empirical finance
3
Journal of international money and finance
3
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ECONIS (ZBW)
26
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1
A complete model for pricing coco bonds
Milanov, Krasimir
;
Kunčev, Ognjan I.
;
Fabozzi, Frank J.
- In:
The journal of fixed income
29
(
2020
)
3
,
pp. 53-67
Persistent link: https://www.econbiz.de/10012253567
Saved in:
2
Bond portfolio optimization in the presence of duration constraints
Deguest, Romain
;
Fabozzi, Frank J.
;
Martellini, Lionel
; …
- In:
The journal of fixed income
28
(
2018
)
1
,
pp. 6-26
Persistent link: https://www.econbiz.de/10011905566
Saved in:
3
Estimating the elasticity of intertemporal substitution accounting for stockholder-specific portfolios
Bonaparte, Yosef
;
Fabozzi, Frank J.
- In:
Applied economics letters
24
(
2017
)
13/15
,
pp. 923-927
Persistent link: https://www.econbiz.de/10011714413
Saved in:
4
Okun's law revisited : a threshold in regression quantiles approach
Wang, Xiuhua
;
Huang, Ho-chuan
- In:
Applied economics letters
24
(
2017
)
21
,
pp. 1533-1541
Persistent link: https://www.econbiz.de/10011853463
Saved in:
5
A capital adequacy buffer model
Allen, David E.
;
McAleer, Michael
;
Powell, R. J.
; …
- In:
Applied economics letters
23
(
2016
)
1/3
,
pp. 175-179
Persistent link: https://www.econbiz.de/10011414540
Saved in:
6
A one-factor shifted squared Gaussian term structure model for interest rate modeling
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of fixed income
25
(
2016
)
3
,
pp. 36-45
Persistent link: https://www.econbiz.de/10011430618
Saved in:
7
The effects of inflation and openness on inequality across alternative monetary regimes
Chen, Yi-Heng
;
Huang, Ho-chuan
;
Ku, Kuang-ping
- In:
Applied economics letters
22
(
2015
)
4/6
,
pp. 291-298
Persistent link: https://www.econbiz.de/10010506768
Saved in:
8
Extreme value analysis of electricity demand in the UK
Chan, Stephen
;
Nadarajah, Saralees
- In:
Applied economics letters
22
(
2015
)
13/15
,
pp. 1246-1251
Persistent link: https://www.econbiz.de/10011312714
Saved in:
9
Are crude oil markets globalised or regionalised? : evidence from WTI and Brent
Liao, Huei-chu
;
Lin, Shu-chuan
;
Huang, Ho-chuan
- In:
Applied economics letters
21
(
2014
)
4/6
,
pp. 235-241
Persistent link: https://www.econbiz.de/10010413883
Saved in:
10
Time series and copula dependency analysis for eurozone sovereign bond returns
Tsuchida, Naoshi
;
Giacometti, Rosella
;
Fabozzi, Frank J.
; …
- In:
The journal of fixed income
24
(
2014
)
1
,
pp. 75-87
Persistent link: https://www.econbiz.de/10011293042
Saved in:
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