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Journal of empirical finance
European journal of operational research : EJOR
213
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ECONIS (ZBW)
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1
Consumer confidence or the business cycle : what matters more for European expected returns?
Møller, Stig Vinther
;
Nørholm, Henrik
;
Rangvid, Jesper
- In:
Journal of empirical finance
28
(
2014
),
pp. 230-248
Persistent link: https://www.econbiz.de/10011285064
Saved in:
2
Box-Cox stochastic volatility models with heavy-tails and correlated errors
Zhang, Xibin
;
King, Maxwell L.
- In:
Journal of empirical finance
15
(
2008
)
3
,
pp. 549-566
Persistent link: https://www.econbiz.de/10003759632
Saved in:
3
Predicting tail-related risk measures : the consequences of using GARCH filters for non-GARCH data
Jalal, Amine
;
Rockinger, Michael
- In:
Journal of empirical finance
15
(
2008
)
5
,
pp. 868-877
Persistent link: https://www.econbiz.de/10003776390
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4
Estimating the cross-sectional market response to an endogenous event : Naked vs. underwritten calls of convertible bonds
Scruggs, John T.
- In:
Journal of empirical finance
14
(
2007
)
2
,
pp. 220-247
Persistent link: https://www.econbiz.de/10003499658
Saved in:
5
Optimal futures hedging under jump switching dynamics
Lee, Hsiang-Tai
- In:
Journal of empirical finance
16
(
2009
)
2
,
pp. 446-456
Persistent link: https://www.econbiz.de/10003856819
Saved in:
6
Maximum likelihood estimation of non-affine volatility processes
Chourdakis, Kyriakos
;
Dotsis, George
- In:
Journal of empirical finance
18
(
2011
)
3
,
pp. 533-545
Persistent link: https://www.econbiz.de/10009302070
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7
Re-examining the risk-return relationship in Europe : linear or non-linear trade-off?
Salvador, Enrique
;
Floros, Christos
;
Aragó Manzana, Vicent
- In:
Journal of empirical finance
28
(
2014
),
pp. 60-77
Persistent link: https://www.econbiz.de/10011284508
Saved in:
8
Are regime-shift sources of risk priced in the market?
Chourdakis, Kyriakos
;
Dendramis, Yiannis
;
Tzavalis, Elias
- In:
Journal of empirical finance
28
(
2014
),
pp. 151-170
Persistent link: https://www.econbiz.de/10011285074
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9
Regime switches in the risk-return trade-off
Ghysels, Eric
;
Guérin, Pierre
;
Marcellino, Massimiliano
- In:
Journal of empirical finance
28
(
2014
),
pp. 118-138
Persistent link: https://www.econbiz.de/10011285080
Saved in:
10
Linear-price term structure models
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of empirical finance
24
(
2013
),
pp. 24-41
Persistent link: https://www.econbiz.de/10010371993
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