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~isPartOf:"Applied financial economics"
~isPartOf:"Economics letters"
~language:"ces"
~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Yang, Yang"
~type_genre:"Article in journal"
~type_genre:"Article"
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Fabozzi, Frank J.
Yang, Yang
Peel, David
39
Stark, Oded
28
Krämer, Walter
24
Schmitz, Patrick W.
23
Stengos, Thanasēs
21
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Applied financial economics
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The journal of portfolio management : JPM
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The journal of portfolio management : a publication of Institutional Investor
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Tourism management : research, policies, practice
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International journal of hospitality management
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Applied economics letters
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International journal of contemporary hospitality management
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of asset management : a major new, international quarterly journal for the financial community
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Applied financial economics letters
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ECONIS (ZBW)
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1
Revisiting the effects of monetary policy shocks : evidence from SVAR with narrative sign restrictions
Cheng, Kai
;
Yang, Yang
- In:
Economics letters
196
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012510944
Saved in:
2
Predictability dynamics of emerging sovereign CDS markets
Sensoy, Ahmet
;
Fabozzi, Frank J.
;
Eraslan, Veysel
- In:
Economics letters
161
(
2017
),
pp. 5-9
Persistent link: https://www.econbiz.de/10011903820
Saved in:
3
Two simple tests of the trend hypothesis under time-varying variance
Yang, Yang
;
Wang, Shaoping
- In:
Economics letters
156
(
2017
),
pp. 123-128
Persistent link: https://www.econbiz.de/10011822386
Saved in:
4
Multi-purpose binomial model : fitting all moments to the underlying geometric Brownian motion
Kim, Young Shin
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
Economics letters
145
(
2016
),
pp. 225-229
Persistent link: https://www.econbiz.de/10011618437
Saved in:
5
Controlling portfolio skewness and kurtosis without directly optimizing third and fourth moments
Kim, Woo Chang
;
Fabozzi, Frank J.
;
Cheridito, Patrick
; …
- In:
Economics letters
122
(
2014
)
2
,
pp. 154-158
Persistent link: https://www.econbiz.de/10010395223
Saved in:
6
Market overreaction and underreaction : tests of the directional and magnitude effects
Fabozzi, Frank J.
;
Fung, Chun-yip
;
Lam, Kin
;
Wong, Wing …
- In:
Applied financial economics
23
(
2013
)
16/18
,
pp. 1469-1482
Persistent link: https://www.econbiz.de/10010259386
Saved in:
7
Option pricing with time-changed Lévy processes
Klingler, Sven
;
Kim, Young Shin
;
Račev, Svetlozar T.
; …
- In:
Applied financial economics
23
(
2013
)
13/15
,
pp. 1231-1238
Persistent link: https://www.econbiz.de/10010204746
Saved in:
8
Approximation of skewed and leptokurtic return distributions
Scherer, Matthias
;
Račev, Svetlozar T.
;
Kim, Young Shin
; …
- In:
Applied financial economics
22
(
2012
)
16/18
,
pp. 1305-1316
Persistent link: https://www.econbiz.de/10009625374
Saved in:
9
Is food consumption a good proxy for nondurable consumption?
Bonaparte, Yosef
;
Fabozzi, Frank J.
- In:
Economics letters
111
(
2011
)
2
,
pp. 110-112
Persistent link: https://www.econbiz.de/10009242403
Saved in:
10
Savings selectivity bias, subjective expectations and stock market participation
Bonaparte, Yosef
;
Fabozzi, Frank J.
- In:
Applied financial economics
21
(
2011
)
1/3
,
pp. 119-130
Persistent link: https://www.econbiz.de/10009124659
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