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VOLATILITY FORECASTING - Relationships Between Implied Volatility Indexes and Stock Index Returns
Giot, Pierre - In: The journal of portfolio management : a publication of … 31 (2005) 3, pp. 92-100
Persistent link: https://www.econbiz.de/10006547202
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Predicting issuer credit ratings using a semiparametric method
Giot, Pierre; Laurent, Sébastien; Petitjean, Mikael - In: Journal of empirical finance 17 (2010) 1, pp. 120-138
Persistent link: https://www.econbiz.de/10008349675
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Volatility regimes and order book liquidity: Evidence from the Belgian segment of Euronext
Beltran, Helena; Durré, Alain; Giot, Pierre - In: Global finance journal 20 (2009) 1, pp. 80-97
Persistent link: https://www.econbiz.de/10008259573
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Short-term market timing using the bond-equity yield ratio
Giot, Pierre; Petitjean, Mikael - In: The European journal of finance 15 (2009) 3-4, pp. 365-384
Persistent link: https://www.econbiz.de/10008275566
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IPOs, trade sales and liquidations: Modelling venture capital exits using survival analysis
Giot, Pierre; Schwienbacher, Armin - In: Journal of banking & finance 31 (2007) 3, pp. 679-702
Persistent link: https://www.econbiz.de/10007606999
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The information content of implied volatility in light of the jump-continuous decomposition of realized volatility
Giot, Pierre; Laurent, Sébastien - In: The journal of futures markets 27 (2007) 4, pp. 337-360
Persistent link: https://www.econbiz.de/10007609382
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An International Analysis of Earnings, Stock Prices and Bond Yields
Durré, Alain; Giot, Pierre - In: Journal of business finance & accounting : JBFA 34 (2007) 3, pp. 613-641
Persistent link: https://www.econbiz.de/10007737565
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Market risk in commodity markets: a VaR approach
Giot, Pierre; Laurent, Sébastien - In: Energy economics 25 (2003) 5, pp. 435-458
Persistent link: https://www.econbiz.de/10007654726
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Volatility regimes and liquidity co-movements in cap-based portfolios
Beaupain, Renaud; Giot, Pierre; Petitjean, Mikael - In: Finance : revue de l'Association Française de Finance 31 (2010) 1, pp. 55-79
Persistent link: https://www.econbiz.de/10009918930
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How large is liquidity risk in an automated auction market?
Giot, Pierre; Grammig, Joachim - In: Empirical economics : a journal of the Institute for … 30 (2005) 4, pp. 867-888
Persistent link: https://www.econbiz.de/10006231901