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Allocation d'actifs et prévision des rendements

Jondeau, Eric - In: Finance : revue de l'Association Française de Finance 18 (1997) 2, pp. 67-81

Persistent link: https://www.econbiz.de/10001247902

Représentation VAR et test de la théorie des anticipations de la structure par terme

Jondeau, Eric - 1997

Persistent link: https://www.econbiz.de/10000968630

La mesure du ratio rendement-risque à partir du marché des euro-devises

Jondeau, Eric - 1999

Persistent link: https://www.econbiz.de/10001363747

Comment on "Exchange rate floor and central bank balance sheets: simple spillover tests of the Swiss franc" by Adrien Alvero and Andreas M. Fischer

Jondeau, Eric - In: Aussenwirtschaft : schweizerische Zeitschrift für … 67 (2016) 2, pp. 49-50

Persistent link: https://www.econbiz.de/10011606906

Allocation d'actifs et prévision des rendements

Jondeau, Eric - In: Finance : revue de l'Association Française de Finance 18 (1997) 2, pp. 67-81

Persistent link: https://www.econbiz.de/10009918817

La mesure du ratio rendement-risque à partir du marché des euro-devises

Jondeau, Eric - In: Finance : revue de l'Association Française de Finance 21 (2000) 1, pp. 35-59

Persistent link: https://www.econbiz.de/10009918851

Market liquidity and institutional trading during the 2007 - 8 financial crisis

Poon, Ser-Huang; Rockinger, Michael; Stathopoulos, … - 2011

During the financial crisis in 2007-8, the quoted spread for the average S&P 1500 firm increased by 50%, while the systematic liquidity risk increased by 34%. We find that the trading of a firm's equity by institutional investors increased the firms' quoted spreads, and led to a higher liquidity...

Persistent link: https://www.econbiz.de/10010409444

Exact and approximate distribution of the T ratio test statistic in an AR(1) model

Holly, Alberto; Rockinger, Michael - 1987 - Rev

Persistent link: https://www.econbiz.de/10000738177

On stock market returns and returns on investment

Rockinger, Michael; Restoy, Fernando - 1993

Persistent link: https://www.econbiz.de/10000881687

A time varying parameter model to test for predictability and integration in stock markets of transition economies

Rockinger, Michael; Urga, Giovanni - 1998

Persistent link: https://www.econbiz.de/10000652712