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Optimal portfolio selection in nonlinear arbitrage spreads
Alsayed, Hamad; McGroarty, Frank - In: The European journal of finance 19 (2013) 3/4, pp. 206-227
Persistent link: https://www.econbiz.de/10010243657
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Return-based style analysis with time-varying exposures
Swinkels, Laurens; Sluis, Pieter J. van der - In: The European journal of finance 12 (2006) 6/7, pp. 529-552
Persistent link: https://www.econbiz.de/10003382844
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Forecasting the weekly time-varying beta of UK firms : GARCH models vs. Kalman filter method
Choudhry, Taufiq; Wu, Hao - In: The European journal of finance 15 (2009) 3/4, pp. 437-444
Persistent link: https://www.econbiz.de/10003875496
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Co-movement of the Finnish and international stock markets : a wavelet analysis
Graham, M.; Nikkinen, Jussi - In: The European journal of finance 17 (2011) 5/6, pp. 409-425
Persistent link: https://www.econbiz.de/10009155387
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Time-varying beta risk of Pan-European industry portfolios : a comparison of alternative modeling techniques
Mergner, Sascha; Bulla, Jan - In: The European journal of finance 14 (2008) 7/8, pp. 771-802
Persistent link: https://www.econbiz.de/10003816568
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How beneficial is international stock market information in domestic stock market trading?
Ibrahim, Boulis Maher; Brzeszczyński, Janusz - In: The European journal of finance 20 (2014) 1/3, pp. 201-231
Persistent link: https://www.econbiz.de/10010462122
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Time-varying country risk : an assessment of alternative modelling techniques
Brooks, Robert; Faff, Robert W.; McKenzie, Michael D. - In: The European journal of finance 8 (2002) 3, pp. 249-274
Persistent link: https://www.econbiz.de/10001704466
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Dynamic local models for segmentation and prediction of financial time series
Azzouzi, Mehdi; Nabney, Ian T. - In: The European journal of finance 7 (2001) 4, pp. 289-311
Persistent link: https://www.econbiz.de/10001627631
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Implied liquidity risk premium in the term structure of sovereign credit default swap and bond spreads
Badaoui, Saad; Cathcart, Lara; Jahel, Lina el - In: The European journal of finance 22 (2016) 10/12, pp. 825-853
Persistent link: https://www.econbiz.de/10011715207
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Commodity futures returns : more memory than you might think!
Coakley, Jerry; Kellard, Neil; Wang, Jian - In: The European journal of finance 22 (2016) 13/15, pp. 1457-1483
Persistent link: https://www.econbiz.de/10011715477