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Timing the investment grade securities market : evidence from high quality bond funds
Boney, Vaneesha; Comer, George; Kelly, Lynne - In: Journal of empirical finance 16 (2009) 1, pp. 55-69
Persistent link: https://www.econbiz.de/10003800199
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Model averaging in risk management with an application to futures markets
Pesaran, M. Hashem; Schleicher, Christoph; Zaffaroni, Paolo - In: Journal of empirical finance 16 (2009) 2, pp. 280-305
Persistent link: https://www.econbiz.de/10003839329
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Applying the method of simulated moments to estimate a small agent-based asset pricing model
Franke, Reiner - In: Journal of empirical finance 16 (2009) 5, pp. 804-815
Persistent link: https://www.econbiz.de/10003900410
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Credit cycles and macro fundamentals
Koopman, Siem Jan; Kräussl, Roman; Lucas, André; … - In: Journal of empirical finance 16 (2009) 1, pp. 42-54
Persistent link: https://www.econbiz.de/10003800184
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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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Exact distribution-free tests of mean-variance efficiency
Gungor, Sermin; Luger, Richard - In: Journal of empirical finance 16 (2009) 5, pp. 816-829
Persistent link: https://www.econbiz.de/10003900411
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A factor-based approach of bond portfolio value-at-risk : the informational roles of macroeconomic and financial stress factors
Tu, Anthony H.; Chen, Yi-Hsuan - In: Journal of empirical finance 45 (2018), pp. 243-268
Persistent link: https://www.econbiz.de/10012102413
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Forecasting stock market returns by summing the frequency-decomposed parts
Faria, Gonçalo; Verona, Fabio - In: Journal of empirical finance 45 (2018), pp. 228-242
Persistent link: https://www.econbiz.de/10012102423
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Maximal predictability under long-term mean reversion
Hjalmarsson, Erik - In: Journal of empirical finance 45 (2018), pp. 269-282
Persistent link: https://www.econbiz.de/10012102446
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Momentum of return predictability
Wang, Yudong; Liu, Li; Ma, Feng; Diao, Xundi - In: Journal of empirical finance 45 (2018), pp. 141-156
Persistent link: https://www.econbiz.de/10012102447