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Pricing of credit default index swap tranches with one-factor heavy-tailed copula models
Wang, Dezhong; Račev, Svetlozar T.; Fabozzi, Frank J. - In: Journal of empirical finance 16 (2009) 2, pp. 201-215
Persistent link: https://www.econbiz.de/10003839259
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Quantile regression analysis of hedge fund strategies
Meligkotsidou, Loukia; Vrontos, Ioannis D.; Vrontos, … - In: Journal of empirical finance 16 (2009) 2, pp. 264-279
Persistent link: https://www.econbiz.de/10003839319
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On the explanatory power of firm-specific variables in cross-sections of expected returns
Zhang, Chu - In: Journal of empirical finance 16 (2009) 2, pp. 306-317
Persistent link: https://www.econbiz.de/10003839331
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Stock and bond market interactions with level and asymmetry dynamics : an out-of-sample application
Goeij, Peter de; Marquering, Wessel A. - In: Journal of empirical finance 16 (2009) 2, pp. 318-329
Persistent link: https://www.econbiz.de/10003839335
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Habit persistence : explaining cross-sectional variation in returns and time-varying expected returns
Møller, Stig Vinther - In: Journal of empirical finance 16 (2009) 4, pp. 525-536
Persistent link: https://www.econbiz.de/10003900239
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Learning about beta : time-varying factor loadings, expected returns, and the conditional CAPM
Adrian, Tobias; Franzoni, Francesco - In: Journal of empirical finance 16 (2009) 4, pp. 537-556
Persistent link: https://www.econbiz.de/10003900252
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Institutional ownership and credit spreads : an information asymmetry perspective
Wang, Ashley W.; Zhang, Gaiyan - In: Journal of empirical finance 16 (2009) 4, pp. 597-612
Persistent link: https://www.econbiz.de/10003900270
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Time varying consumption covariance and dynamics of the equity premium : evidence from the G7 countries
Sarkar, Asani; Zhang, Lingjia - In: Journal of empirical finance 16 (2009) 4, pp. 613-631
Persistent link: https://www.econbiz.de/10003900309
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International comovement of stock market returns : a wavelet analysis
Rua, António; Nunes, Luis C. - In: Journal of empirical finance 16 (2009) 4, pp. 632-639
Persistent link: https://www.econbiz.de/10003900313
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Jackknifing stock return predictions
Chiquoine, Benjamin; Hjalmarsson, Erik - In: Journal of empirical finance 16 (2009) 5, pp. 793-803
Persistent link: https://www.econbiz.de/10003900408