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Equity style allocation : a nonparametric approach
Subbiah, Mohan; Fabozzi, Frank J. - In: The journal of asset management 17 (2016) 3, pp. 141-164
Persistent link: https://www.econbiz.de/10011485142
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On stability of operational risk estimates by LDA : from causes to approaches
Zhou, Xiaoping; Durfee, Antonina V.; Fabozzi, Frank J. - In: Journal of banking & finance 68 (2016), pp. 266-278
Persistent link: https://www.econbiz.de/10011634840
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An improved least squares Monte Carlo valuation method based on heteroscedasticity
Fabozzi, Frank J.; Paletta, Tommaso; Tunaru, Radu - In: European journal of operational research : EJOR 263 (2017) 2, pp. 698-706
Persistent link: https://www.econbiz.de/10011794017
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The effects of errors in means, variances, and correlations on the mean-variance framework
Chung, Munki; Lee, Yongjae; Kim, Jang Ho; Kim, Woo Chang; … - In: Quantitative finance 22 (2022) 10, pp. 1893-1903
Persistent link: https://www.econbiz.de/10013367960
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How do fiscal consolidation and fiscal stimuli impact on the synchronization of business cycles?
Agnello, Luca; Caporale, Guglielmo Maria; Sousa, Ricardo M. - In: Bulletin of economic research 69 (2017) 4, pp. 309-329
Persistent link: https://www.econbiz.de/10011778594
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The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Poza, Carlos - In: The quarterly review of economics and finance : journal … 86 (2022), pp. 118-123
Persistent link: https://www.econbiz.de/10014249042
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US policy responses to the COVID-19 pandemic and sectoral stock indices : a fractional integration approach
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Abakah, … - In: Applied economics 55 (2023) 3, pp. 283-292
Persistent link: https://www.econbiz.de/10013494423
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The COVID-19 pandemic, policy responses and stock markets in the G20
Caporale, Guglielmo Maria; Kang, Woo-Young; Spagnolo, Fabio - In: International economics : a journal published by CEPII … 172 (2022), pp. 77-90
Persistent link: https://www.econbiz.de/10014339400
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The Covid-19 pandemic and European trade flows : evidence from a dynamic panel model
Caporale, Guglielmo Maria; Sova, Anamaria Diana; Sova, … - In: International journal of finance & economics : IJFE 29 (2024) 3, pp. 2563-2580
Persistent link: https://www.econbiz.de/10014635142
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Energy taxes in three political economy models
Cremer, Helmuth (contributor);  … - In: The B.E. journal of economic analysis & policy 7 (2007) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10003741711