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Estimation
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Sercu, Piet
21
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Vanpée, Rosanne
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Liu, Fang
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Moor, Lieven de
3
Uppal, Raman
3
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ECONIS (ZBW)
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The equilibrium approach to exchange rates : theory and tests
Apte, Prakash Gajanan
;
Sercu, Piet
;
Uppal, Raman
-
1996
Persistent link: https://www.econbiz.de/10000604007
Saved in:
2
Relative PPP in the medium run
Apte, Prakash Gajanan
- In:
Journal of international money and finance
13
(
1994
)
5
,
pp. 602-622
Persistent link: https://www.econbiz.de/10001170975
Saved in:
3
The information content in bond model residuals : an empirical study on the Belgian bond market
Sercu, Piet
- In:
Journal of banking & finance
21
(
1997
)
5
,
pp. 685-720
Persistent link: https://www.econbiz.de/10001222184
Saved in:
4
The risk-return tradeoff in international stock markets : one-step multivariate GARCH-M estimation with many assets
Dhaene, Geert
;
Sercu, Piet
;
Wu, Jianbin
-
2016
Persistent link: https://www.econbiz.de/10011707065
Saved in:
5
Testing the martingale hypothesis for futures prices : implications for hedgers
De Ville de Goyet, Cédric
;
Dhaene, Geert
;
Sercu, Piet
- In:
The journal of futures markets
28
(
2008
)
11
,
pp. 1040-1065
Persistent link: https://www.econbiz.de/10003769967
Saved in:
6
The forward puzzle: the roles of exchange rate regime and base currency strength
Liu, Fang
;
Sercu, Piet
- In:
The world economy : the leading journal on …
32
(
2009
)
7
,
pp. 1055-1074
Persistent link: https://www.econbiz.de/10003872508
Saved in:
7
Estimating the costs of international equity investments
Sercu, Piet
;
Vanpée, Rosanne
- In:
Review of finance : journal of the European Finance …
12
(
2008
)
4
,
pp. 587-634
Persistent link: https://www.econbiz.de/10003802486
Saved in:
8
Country versus sector factors in equity returns : the roles of non-unit exposures
Moor, Lieven de
;
Sercu, Piet
- In:
Journal of empirical finance
18
(
2011
)
1
,
pp. 64-77
Persistent link: https://www.econbiz.de/10009301177
Saved in:
9
Estimating the costs of international equity investments
Sercu, Piet
;
Vanpée, Rosanne
-
2008
Persistent link: https://www.econbiz.de/10009010426
Saved in:
10
The forex forward puzzle : the career risk hypothesis
Liu, Fang
;
Sercu, Piet
-
2007
Persistent link: https://www.econbiz.de/10009010436
Saved in:
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