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Modeling Yield-Factor Volatili...
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Smith, Daniel R.
91
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17
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9
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RePEc
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41
Conditional coskewness and asset pricing
Smith, Daniel R.
- In:
Journal of empirical finance
14
(
2007
)
1
,
pp. 91-119
Persistent link: https://www.econbiz.de/10007598955
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42
Why common factors in international bond returns are not so common
Pérignon, Christophe
;
Smith, Daniel R.
;
Villa, Christophe
- In:
Journal of international money and finance
26
(
2007
)
2
,
pp. 284-304
Persistent link: https://www.econbiz.de/10007604796
Saved in:
43
Institutional ownership, volatility and dividends
Rubin, Amir
;
Smith, Daniel R.
- In:
Journal of banking & finance
33
(
2009
)
4
,
pp. 627-639
Persistent link: https://www.econbiz.de/10008175320
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44
Equity issues and temporal variation in information asymmetry
Pérignon, Christophe
;
Smith, Daniel R.
- In:
Journal of banking & finance
34
(
2010
)
1
,
pp. 12-24
Persistent link: https://www.econbiz.de/10008349496
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45
Banks’ intraday liquidity management during operational outages: Theory and evidence from the UK payment system
Pérignon, Christophe
;
Smith, Daniel R.
- In:
Journal of banking & finance
34
(
2010
)
2
,
pp. 314-324
Persistent link: https://www.econbiz.de/10008349510
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46
A New Approach to Comparing VaR Estimation Methods
Pérignon, Christophe
;
Smith, Daniel R.
- In:
The journal of derivatives : the official publication …
16
(
2008
)
2
,
pp. 54-66
Persistent link: https://www.econbiz.de/10008153359
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47
The Distribution of the Sample Minimum-Variance Frontier
Kan, Raymond
;
Smith, Daniel R.
- In:
Management science : journal of the Institute for …
54
(
2008
)
7
,
pp. 1364
Persistent link: https://www.econbiz.de/10008076005
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48
2 An Empirical Investigation of the Level Effect in Australian Interest Rates
Gray, Philip
;
Smith, Daniel R.
- In:
Australian journal of management
33
(
2008
)
1
,
pp. 31-46
Persistent link: https://www.econbiz.de/10008076652
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49
Diversification and Value-at-Risk
Pérignon, Christophe
;
Smith, Daniel R.
- In:
Journal of banking & finance
34
(
2010
)
1
,
pp. 55-67
Persistent link: https://www.econbiz.de/10008894563
Saved in:
50
Comparing different explanations of the volatility trend
Rubin, Amir
;
Smith, Daniel R.
- In:
Journal of banking & finance
35
(
2011
)
6
,
pp. 1581-1598
Persistent link: https://www.econbiz.de/10008992451
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