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~isPartOf:"Journal of empirical finance"
~isPartOf:"The journal of fixed income"
~language:"eng"
~language:"est"
~language:"spa"
~person:"Brooks, Chris"
~person:"Das, Sanjiv R."
~subject:"Börsenkurs"
~subject:"Collateral"
~subject:"EU countries"
~subject:"Economic growth"
~subject:"Entwicklungsländer"
~subject:"Erwartungsnutzen"
~subject:"Supply chain"
~subject:"Theory"
~subject:"United Kingdom"
~type_genre:"Article in journal"
~type_genre:"Collection of articles of several authors"
~type_genre:"Collection of articles written by one author"
~type_genre:"Sammelwerk"
~type_genre:"Statistik"
~type_genre:"Systematic review"
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Börsenkurs
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EU countries
Economic growth
Entwicklungsländer
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Theory
United Kingdom
Insolvency
5
Insolvenz
5
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5
Correlation
3
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3
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3
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3
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2
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Brooks, Chris
Das, Sanjiv R.
Fabozzi, Frank J.
11
Chen, Ren-Raw
9
Wang, Yudong
6
Baillie, Richard
5
Frijns, Bart
5
Gouriéroux, Christian
5
Wu, Chunchi
5
Bhanot, Karan
4
Conrad, Christian
4
Dionne, Georges
4
Harvey, Campbell R.
4
Helwege, Jean
4
Jarrow, Robert A.
4
Lai, Van Son
4
Lehnert, Thorsten
4
Martellini, Lionel
4
Nijman, Theodore E.
4
Schotman, Peter C.
4
Wu, Chongfeng
4
Ap Gwilym, Owain
3
Ball, Clifford A.
3
Bekaert, Geert
3
Blanc-Brude, Frédéric
3
Brown, Sarah
3
Christiansen, Charlotte
3
Dor, Arik Ben
3
Francis, Bill B.
3
Harvey, David I.
3
Hasan, Iftekhar
3
Hasan, Majid
3
Jensen, Mark J.
3
Karanasos, Menelaos
3
Kellard, Neil
3
Kim, Dongcheol
3
Koedijk, Kees
3
Kolari, James W.
3
Koop, Gary
3
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Journal of empirical finance
The journal of fixed income
Journal of investment management : JOIM
6
Applied financial economics
5
International review of financial analysis
5
Journal of banking & finance
5
Journal of forecasting
5
Applied economics
3
Journal of economic dynamics & control
3
Economic modelling
2
Economics letters
2
International journal of forecasting
2
Journal of financial and quantitative analysis : JFQA
2
Research in international business and finance
2
Review of derivatives research
2
The British accounting review : the journal of the British Accounting Association
2
The European journal of finance
2
The Manchester School
2
The economic journal : the journal of the Royal Economic Society
2
The review of economics and statistics
2
Annals of finance
1
Annals of operations research
1
Annual review of financial economics
1
Applied financial economics letters
1
British journal of management
1
Bulletin of economic research
1
Cliometrica : journal of historical economics and econometric history
1
Computational management science
1
International journal of finance & economics : IJFE
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of management studies : JMS
1
Journal of multinational financial management
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Oxford bulletin of economics and statistics
1
Research policy : policy, management and economic studies of science, technology and innovation
1
The journal of business : B
1
The journal of corporate finance : contracting, governance and organization
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of finance : the journal of the American Finance Association
1
The journal of futures markets
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ECONIS (ZBW)
7
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1
When is a MAX not the MAX? : how news resolves information uncertainty
Tao, Ran
;
Brooks, Chris
;
Bell, Adrian R.
- In:
Journal of empirical finance
57
(
2020
),
pp. 33-51
Persistent link: https://www.econbiz.de/10012430435
Saved in:
2
Managing rollover risk with capital structure covenants in structured finance vehicles
Das, Sanjiv R.
;
Kim, Seoyoung
- In:
The journal of fixed income
26
(
2017
)
4
,
pp. 92-112
Persistent link: https://www.econbiz.de/10011684772
Saved in:
3
Correlated default risk
Das, Sanjiv R.
;
Freed, Laurance
;
Geng, Gary
;
Kapadia, Nikunj
- In:
The journal of fixed income
16
(
2006
)
2
,
pp. 7-32
Persistent link: https://www.econbiz.de/10003400058
Saved in:
4
A comparison of extreme value theory approaches for determining value at risk
Brooks, Chris
;
Clare, Andrew D.
;
Dalle Molle, John W.
; …
- In:
Journal of empirical finance
12
(
2005
)
2
,
pp. 339-352
Persistent link: https://www.econbiz.de/10002685175
Saved in:
5
Impact of correlated default risk on credit portfolios
Das, Sanjiv R.
;
Fong, H. Gifford
;
Geng, Gary
- In:
The journal of fixed income
11
(
2001
)
3
,
pp. 9-19
Persistent link: https://www.econbiz.de/10001706056
Saved in:
6
Cross-correlations and cross-bicorrelations in Sterling exchange rates
Brooks, Chris
;
Hinich, Melvin J.
- In:
Journal of empirical finance
6
(
1999
)
4
,
pp. 385-404
Persistent link: https://www.econbiz.de/10001426372
Saved in:
7
Analytical approximations of the term structure for jump-diffusion processes : a numerical analysis
Baz, Jamil
- In:
The journal of fixed income
6
(
1996
)
1
,
pp. 78-86
Persistent link: https://www.econbiz.de/10001205422
Saved in:
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