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Prognosen und Entscheidungen : Einführung in Unternehmensforschung und Ökonometrie

Theil, Henri - 1971

Persistent link: https://www.econbiz.de/10013506475

Determinants of Leverage and Agency Problems: A Regression Approach with Survey Data

Jong, Abe De; Dijk, Ronald Van - In: The European Journal of Finance 13 (2007) 6, pp. 565-593

This paper reports on empirical investigations of the determinants of leverage and agency problems. Use is made of private data obtained through questionnaires, and a regression model is estimated in which leverage and four agency problems are explained, i.e. direct wealth transfer, asset...

Persistent link: https://www.econbiz.de/10005438046

Stock selection, style rotation, and risk

Lucas, Andre; van Dijk, Ronald; Kloek, Teun - In: Journal of Empirical Finance 9 (2002) 1, pp. 1-34

Persistent link: https://www.econbiz.de/10005152438

Long-term versus short-term contingencies in asset allocation

Botshekan, Mahmoud; Lucas, André - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 5, pp. 2277-2303

Persistent link: https://www.econbiz.de/10011929004

Testing for parameter instability across different modeling frameworks

Calvori, Francesco; Creal, Drew; Koopman, Siem Jan; … - In: Journal of financial econometrics : official journal of … 15 (2017) 2, pp. 223-246

Persistent link: https://www.econbiz.de/10011987424

Joint Bayesian analysis of oarameters and states in nonlinear non‐Gaussian state space models

Barra, István; Hoogerheide, Lennart; Koopman, Siem Jan; … - In: Journal of applied econometrics 32 (2017) 5, pp. 1003-1026

Persistent link: https://www.econbiz.de/10011862307

Do negative interest rates make banks less safe?

Nucera, Federico; Lucas, André; Schaumburg, Julia; … - In: Economics letters 159 (2017), pp. 112-115

Persistent link: https://www.econbiz.de/10011903443

Modeling financial sector joint tail risk in the Euro Area

Lucas, André; Schwaab, Bernd; Zhang, Xin - In: Journal of applied econometrics 32 (2017) 1, pp. 171-191

Persistent link: https://www.econbiz.de/10011688510

Global credit risk : world, country and industry factors

Schwaab, Bernd; Koopman, Siem Jan; Lucas, André - In: Journal of applied econometrics 32 (2017) 2, pp. 296-317

Persistent link: https://www.econbiz.de/10011689783

The information in systemic risk rankings

Nucera, Federico; Schwaab, Bernd; Koopman, Siem Jan; … - In: Journal of empirical finance 38 (2016), pp. 461-475

Persistent link: https://www.econbiz.de/10011664797