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Risk and return in convertible arbitrage : evidence from the convertible bond market
Agarwal, Vikas; Fung, William; Loon, Yee Cheng; Naik, … - In: Journal of empirical finance 18 (2011) 2, pp. 175-194
Persistent link: https://www.econbiz.de/10009301134
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Insights on the global macro-finance interface : structural sources of risk factor fluctuations and the cross-section of expected stock returns
Morana, Claudio - In: Journal of empirical finance 29 (2014), pp. 64-79
Persistent link: https://www.econbiz.de/10011300504
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A new family of equity style indices and mutual fund performance : do liquidity and idiosyncratic risk matter?
Wagner, Niklas F.; Winter, Elisabeth - In: Journal of empirical finance 21 (2013), pp. 69-85
Persistent link: https://www.econbiz.de/10009745292
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On financial risk and the safe haven characteristics of Swiss franc exchange rates
Grisse, Christian; Nitschka, Thomas - In: Journal of empirical finance 32 (2015), pp. 153-164
Persistent link: https://www.econbiz.de/10011556812
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Predicting exchange rate cycles utilizing risk factors
Ahmed, Jameel; Straetmans, Stefan - In: Journal of empirical finance 34 (2015), pp. 112-130
Persistent link: https://www.econbiz.de/10011557076
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Bank stocks, risk factors, and tail behavior
Yang, Huan; Cai, Jun; Huang, Lin; Marcus, Alan J. - In: Journal of empirical finance 63 (2021), pp. 203-229
Persistent link: https://www.econbiz.de/10013259284
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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