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Applied financial economics
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ECONIS (ZBW)
330
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111
The constant elasticity of variance model : calibration, test and evidence from the Italian equity market
Ballestra, Luca Vincenzo
;
Pacelli, Graziella
- In:
Applied financial economics
21
(
2011
)
19/21
,
pp. 1479-1487
Persistent link: https://www.econbiz.de/10009356089
Saved in:
112
Small sample properties of copula-GARCH modelling : a Monte Carlo study
Bianchi, Carluccio
;
De Giuli, Maria Elena
;
Fantazzini, Dean
- In:
Applied financial economics
21
(
2011
)
19/21
,
pp. 1587-1597
Persistent link: https://www.econbiz.de/10009356690
Saved in:
113
Applying simulation optimization to dynamic financial analysis for the asset-liability management of a property-casualty insurer
Yu, Tzu-yi
;
Tsai, Chenghsien
;
Huang, Hsiao-tzu
;
Chen, …
- In:
Applied financial economics
21
(
2011
)
7/9
,
pp. 505-518
Persistent link: https://www.econbiz.de/10009153262
Saved in:
114
Discrete time linear-quadratic pricing of bonds and options
Realdon, Marco
- In:
Applied financial economics
21
(
2011
)
7/9
,
pp. 463-467
Persistent link: https://www.econbiz.de/10009153287
Saved in:
115
Foreign-currency bonds : currency choice and the role of uncovered and covered interest parity
Habib, Maurizio Michael
;
Joy, Mark
- In:
Applied financial economics
20
(
2010
)
7/9
,
pp. 601-626
Persistent link: https://www.econbiz.de/10009009325
Saved in:
116
Temporal information gaps and market efficiency : a dynamic behavioural analysis
Witte, Björn-Christopher
- In:
Applied financial economics
20
(
2010
)
13/15
,
pp. 1057-1070
Persistent link: https://www.econbiz.de/10009010306
Saved in:
117
What tames the Celtic tiger? : portfolio implications from a multivariate Markov switching model
Guidolin, Massimo
;
Hyde, Stuart
- In:
Applied financial economics
19
(
2009
)
4/6
,
pp. 463-488
Persistent link: https://www.econbiz.de/10003828825
Saved in:
118
Macroeconomic and market determinants of interest rate spreads in low- and middle-income countries
Tennant, David
;
Folawewo, Abiodun
- In:
Applied financial economics
19
(
2009
)
4/6
,
pp. 489-507
Persistent link: https://www.econbiz.de/10003828829
Saved in:
119
Firms' investment under financial constraints : a euro area investigation
Pál, Rozália
;
Kozhan, Roman
- In:
Applied financial economics
19
(
2009
)
19/21
,
pp. 1611-1624
Persistent link: https://www.econbiz.de/10003904308
Saved in:
120
The performance of moving average rules in emerging stock markets
Fifield, S. G. M.
;
Power, David M.
;
Knipe, D. G. S.
- In:
Applied financial economics
18
(
2008
)
18/21
,
pp. 1515-1532
Persistent link: https://www.econbiz.de/10003799958
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