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'https://doi.org/10.3905/jai.2012.15.2.024' https://doi.org/10.3905/jai.2012.15.2.024
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ECONIS (ZBW)
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51
Time-varying risk and return in the bond market : a test of a new equilibrium pricing model
Campbell, Cynthia J.
;
Kazemi, Hossein
;
Nanisetty, Prasad
- In:
The review of financial studies
12
(
1999
)
3
,
pp. 631-642
Persistent link: https://www.econbiz.de/10001421850
Saved in:
52
Estimates of the short-term rate process in an arbitrage-free framework
Kazemi, Hossein
;
Mahdavi, Mahnaz
;
Salazar, Brett
- In:
International journal of theoretical and applied finance
7
(
2004
)
5
,
pp. 577-589
Persistent link: https://www.econbiz.de/10002171480
Saved in:
53
Abnormal return patterns and hedge fund failures
Gupta, Bhaswar
;
Kazemi, Hossein
- In:
Journal of risk management in financial institutions
2
(
2008/09
)
1
,
pp. 88-106
Persistent link: https://www.econbiz.de/10003790621
Saved in:
54
SDF based test of international financial integration
Latif, Saira
;
Kazemi, Hossein
- In:
The global journal of finance and economics
6
(
2009
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10003884252
Saved in:
55
Market timing of CTAs : an examination of systematic CTAs vs. discretionary CTAs
Kazemi, Hossein
;
Li, Ying
- In:
The journal of futures markets
29
(
2009
)
11
,
pp. 1067-1099
Persistent link: https://www.econbiz.de/10003900972
Saved in:
56
The new science of asset allocation : risk management in a multi-asset world
Schneeweis, Thomas
;
Crowder, Garry B.
;
Kazemi, Hossein
-
2010
Persistent link: https://www.econbiz.de/10003904091
Saved in:
57
The reaction of emerging market credit default swap spreads to sovereign credit rating changes
Ismailescu, Iuliana
;
Kazemi, Hossein
- In:
Journal of banking & finance
34
(
2010
)
12
,
pp. 2861-2873
Persistent link: https://www.econbiz.de/10008859392
Saved in:
58
Contagion or interdependence in emerging debt markets?
Ismailescu, Iuliana
;
Kazemi, Hossein
- In:
Banking and finance review
3
(
2011
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10009729641
Saved in:
59
Postmodern investment : facts and fallacies of growing wealth in a multi-asset world
Crowder, Garry B.
;
Schneeweis, Thomas
;
Kazemi, Hossein
-
2013
Persistent link: https://www.econbiz.de/10009682324
Saved in:
60
Momentum in asset returns : are commodity returns a special case?
Schneeweis, Thomas
;
Kazemi, Hossein
;
Spurgin, Richard
- In:
The journal of alternative investments
10
(
2007/08
)
4
,
pp. 23-36
Persistent link: https://www.econbiz.de/10003720762
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