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The review of financial studies
Discussion paper / Centre for Economic Policy Research
108
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International asset allocation under regime switching, skew and kurtosis preferences
Guidolin, Massimo
;
Timmermann, Allan
- In:
The review of financial studies
21
(
2008
)
2
,
pp. 889-935
Persistent link: https://www.econbiz.de/10003716663
Saved in:
2
Modeling covariance risk in Merton's ICAPM
Rossi, Alberto
;
Timmermann, Allan
- In:
The review of financial studies
28
(
2015
)
5
,
pp. 1428-1461
Persistent link: https://www.econbiz.de/10011338198
Saved in:
3
Optimal convergence trade strategies
Liu, Jun
;
Timmermann, Allan
- In:
The review of financial studies
26
(
2013
)
4
,
pp. 1048-1086
Persistent link: https://www.econbiz.de/10009752207
Saved in:
4
Investor information acquisition and money market fund risk rebalancing during the 2011-2012 Eurozone crisis
Gallagher, Emily A.
;
Schmidt, Lawrence
;
Timmermann, Allan
; …
- In:
The review of financial studies
33
(
2020
)
4
,
pp. 1445-1483
Persistent link: https://www.econbiz.de/10012198385
Saved in:
5
Break risk
Smith, Simon C.
;
Timmermann, Allan
- In:
The review of financial studies
34
(
2021
)
4
,
pp. 2045-2100
Persistent link: https://www.econbiz.de/10012504734
Saved in:
6
International asset allocation under regime switching, skew, and kurtosis preferences
Guidolin, Massimo
;
Timmermann, Allan
- In:
The review of financial studies
21
(
2013
)
2
,
pp. 889-888
Persistent link: https://www.econbiz.de/10010113667
Saved in:
7
International asset allocation under regime switching, skew, and kurtosis preferences
Guidolin, Massimo
;
Timmermann, Allan
- In:
The review of financial studies
21
(
2008
)
2
,
pp. 889-936
Persistent link: https://www.econbiz.de/10007984219
Saved in:
8
Where is the market? : evidence from cross-listings in the United States
Halling, Michael
;
Pagano, Marco
;
Randl, Otto
;
Zechner, Josef
- In:
The review of financial studies
21
(
2008
)
2
,
pp. 725-761
Persistent link: https://www.econbiz.de/10003716646
Saved in:
9
IPO underpricing and after-market liquidity
Ellul, Andrew
;
Pagano, Marco
- In:
The review of financial studies
19
(
2006
)
2
,
pp. 381-421
Persistent link: https://www.econbiz.de/10003355128
Saved in:
10
Securitization, transparency, and liquidity
Pagano, Marco
;
Volpin, Paolo
- In:
The review of financial studies
25
(
2012
)
8
,
pp. 2417-2453
Persistent link: https://www.econbiz.de/10009630259
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