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Forecasting bond returns using jumps in intraday prices
Duyvesteyn, Johan; Martens, Martin; Nic, Siawash Safavi - In: The journal of fixed income 20 (2010/11) 4, pp. 80-90
Persistent link: https://www.econbiz.de/10009007989
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Forecasting sovereign default risk with Merton's model
Duyvesteyn, Johan; Martens, Martin - In: The journal of fixed income 25 (2015) 2, pp. 58-71
Persistent link: https://www.econbiz.de/10011399885
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Emerging government bond market timing
Duyvesteyn, Johan; Martens, Martin - In: The journal of fixed income 23 (2014) 3, pp. 36-49
Persistent link: https://www.econbiz.de/10010388892
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Carry investing on the yield curve
Martens, Martin; Beekhuizen, Paul; Duyvesteyn, Johan; … - In: Financial analysts journal : FAJ 75 (2019) 4, pp. 51-63
Persistent link: https://www.econbiz.de/10012195949
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Measuring and forecasting S&P 500 index-futures volatility using high-frequency data
Martens, Martin - In: The journal of futures markets 22 (2002) 6, pp. 497-518
Persistent link: https://www.econbiz.de/10001696643
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Forecasting daily exchange rate volatility using intraday returns
Martens, Martin - In: Journal of international money and finance 20 (2001) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10001546106
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Price discovery in high and low volatility periods : open outcry versus electronic trading
Martens, Martin - In: Journal of international financial markets, … 8 (1998) 3/4, pp. 243-260
Persistent link: https://www.econbiz.de/10001445743
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Range-based covariance estimation using high-frequency data : the realized co-range
Bannouh, Karim (contributor); Dijk, Dick van (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003754160
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Price discovery and liquidity in basket securities
Henker, Thomas; Martens, Martin - In: The financial review : the official publication of the … 43 (2008) 2, pp. 219-239
Persistent link: https://www.econbiz.de/10003755355
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Prediciting the daily covariance matrix for S&P 100 stocks using intraday data - but which frequency to use?
Pooter, Michiel de; Martens, Martin; Dijk, Dick van - 2005
Persistent link: https://www.econbiz.de/10003155816