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Franses, Philip Hans
8
Post, Thierry
7
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3
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2
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2
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Erasmus Research Institute of Management
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364
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317
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ERIM report series research in management
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ECONIS (ZBW)
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1
Modeling the conditional covariance between stock and bond returns : a multivariate GARCH approach
Goeij, Peter de
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001639402
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2
Do macroeconomic announcements cause asymetric volatility?
Goeij, Peter de
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001713906
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3
A GMM test for SSD efficiency
Post, Thierry
(
contributor
);
Versijp, Philippe
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002188617
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4
Conditional downside risk and the CAPM
Post, Thierry
(
contributor
);
Vliet, Pim van
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002190699
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5
Statistical inference on stochastic dominance efficiency : do omitted risk factors explain the size and book-to-market effects?
Post, Thierry
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001765957
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6
Holding period return-risk modeling : ambiguity in estimation
Hallerbach, Winfried G.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791547
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7
Managing product returns : the role of forecasting
Toktay, L. Beril
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001772106
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8
Does risk seeking drive asset prices? : A stochastic dominance analysis of aggregate investor preferences
Post, Thierry
(
contributor
);
Levy, Haim
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001693585
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9
The effects of systemic crises when investors can be crisis ignorant
Kole, Erik
(
contributor
);
Koedijk, Kees
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002059646
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10
New product announcements as market signals : a content analysis in the DRAM chip industry
Popma, Wybe T.
(
contributor
);
Waarts, Eric
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001772094
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