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Long-horizon mean reversion for the Brussels stock exchange : evidence for the 19th century
Annaert, Jan (contributor); Van Hyfte, Wim (contributor) - 2006
Persistent link: https://www.econbiz.de/10003332082
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The value of asset allocation advice : evidence from The Economist's quarterly portfolio poll
Annaert, Jan; De Ceuster, Marc J.; Van Hyfte, Wim - In: Journal of banking & finance 29 (2005) 3, pp. 661-680
Persistent link: https://www.econbiz.de/10002516963
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The value of asset allocation advice
Annaert, Jan (contributor); De Ceuster, Marc J. (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001741972
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The value of asset allocation advice: Evidence from The Economist's quarterly portfolio poll
Annaert, Jan; Ceuster, Marc J. K. De; Van Hyfte, Wim - In: Journal of Banking & Finance 29 (2005) 3, pp. 661-680
Persistent link: https://www.econbiz.de/10005213000
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The value of asset allocation advice: Evidence from The Economist's quarterly portfolio poll
Annaert, Jan; De Ceuster, Marc J.K.; Van Hyfte, Wim - In: Journal of banking & finance 29 (2005) 3, pp. 661-680
Persistent link: https://www.econbiz.de/10005879202
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Hedging international bond portfolios : evidence from a European perspective
Annaert, Jan - In: Revue de la banque 60 (1996) 7, pp. 434-443
Persistent link: https://www.econbiz.de/10001209223
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Globalisation of financial markets
Annaert, Jan - In: Globalisation and the nation-state, (pp. 37-68). 1999
Persistent link: https://www.econbiz.de/10001555835
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Het nieuwe reglement betreffende het eigen vermogen van kredietinstellingen
Annaert, Jan - In: Revue de la banque 55 (1991) 9, pp. 487-498
Persistent link: https://www.econbiz.de/10001114759
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Small sample tests for normality
Annaert, Jan; De Ceuster, Marc J. - 1991
Persistent link: https://www.econbiz.de/10000811272
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What determines euro area bank CDS spreads?
Annaert, Jan; De Ceuster, Marc; Van Roy, Patrick; … - 2010
This paper decomposes the explained part of the CDS spread changes of 31 listed euro area banks according to various risk drivers. The choice of the credit risk drivers is inspired by the Merton (1974) model. Individual CDS liquidity and other market and business variables are identified to...
Persistent link: https://www.econbiz.de/10011506710