nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
Almost stochastic dominance for risk averters and risk seeker
|
Guo, Xu |
|
2016 |
19 |
C |
p. 15-21 7 p. |
artikel |
2 |
A note on optimal portfolios under regime–switching
|
Haas, Markus |
|
2016 |
19 |
C |
p. 209-216 8 p. |
artikel |
3 |
A note on the Wang transform for stochastic volatility pricing models
|
Badescu, Alexandru |
|
2016 |
19 |
C |
p. 189-196 8 p. |
artikel |
4 |
A Tobin tax only on sellers
|
Chen, Haiwei |
|
2016 |
19 |
C |
p. 83-89 7 p. |
artikel |
5 |
Brexit: (Not) another Lehman moment for banks?
|
Schiereck, Dirk |
|
2016 |
19 |
C |
p. 291-297 7 p. |
artikel |
6 |
China credit constraints and rural households’ consumption expenditure
|
Li, Changsheng |
|
2016 |
19 |
C |
p. 158-164 7 p. |
artikel |
7 |
Conditional dependence of US and EU sovereign CDS: A time-varying copula-based estimation
|
Atil, Ahmed |
|
2016 |
19 |
C |
p. 42-53 12 p. |
artikel |
8 |
Credit risk findings for commercial real estate loans using the reduced form
|
Christopoulos, Andreas D. |
|
2016 |
19 |
C |
p. 228-234 7 p. |
artikel |
9 |
Dating the financial cycle with uncertainty estimates: a wavelet proposition
|
Ardila, Diego |
|
2016 |
19 |
C |
p. 298-304 7 p. |
artikel |
10 |
Debt-threshold effect in sovereign credit ratings: New evidence from nonlinear panel smooth transition models
|
Ben Hmiden, Oussama |
|
2016 |
19 |
C |
p. 273-278 6 p. |
artikel |
11 |
Deferred compensation withdrawal decisions and their implications on inside debt
|
Lee, Gemma |
|
2016 |
19 |
C |
p. 235-240 6 p. |
artikel |
12 |
Developing the exchange traded market for government bonds: Effect of recent quote rule changes in South Korea
|
Jang, Woon Wook |
|
2016 |
19 |
C |
p. 130-138 9 p. |
artikel |
13 |
Directors’ and officers’ liability insurance and analyst forecast properties
|
Boubakri, Narjess |
|
2016 |
19 |
C |
p. 22-32 11 p. |
artikel |
14 |
Directors’ duties of care and the value of auditing
|
Banerjee, Suman |
|
2016 |
19 |
C |
p. 1-14 14 p. |
artikel |
15 |
Does the earnings quality matter? Evidence from a quasi-experimental setting
|
Baschieri, Giulia |
|
2016 |
19 |
C |
p. 146-157 12 p. |
artikel |
16 |
Do managers learn from the market? Firm level evidence in merger investment
|
Ouyang, Wenjing |
|
2016 |
19 |
C |
p. 139-145 7 p. |
artikel |
17 |
Dynamic consumption and portfolio choice with permanent learning
|
Lee, Hyun-Tak |
|
2016 |
19 |
C |
p. 112-118 7 p. |
artikel |
18 |
Dynamic spillovers between Shanghai and London nonferrous metal futures markets
|
Kang, Sang Hoon |
|
2016 |
19 |
C |
p. 181-188 8 p. |
artikel |
19 |
Editorial Board
|
|
|
2016 |
19 |
C |
p. IFC- 1 p. |
artikel |
20 |
Estimation of bid-ask prices for options on LIBOR based instruments
|
Energy Sonono, Masimba |
|
2016 |
19 |
C |
p. 33-41 9 p. |
artikel |
21 |
Foreign funding shocks and the lending channel: Do foreign banks adjust differently?
|
Noth, Felix |
|
2016 |
19 |
C |
p. 222-227 6 p. |
artikel |
22 |
How do China's oil markets affect other commodity markets both domestically and internationally?
|
Ji, Qiang |
|
2016 |
19 |
C |
p. 247-254 8 p. |
artikel |
23 |
Idiosyncratic volatility and excess Return: Evidence from the Greater China region
|
Wang, Li-Hsun |
|
2016 |
19 |
C |
p. 126-129 4 p. |
artikel |
24 |
Insider competition under two-dimensional uncertainty and informational asymmetry
|
Bade, Marco |
|
2016 |
19 |
C |
p. 79-82 4 p. |
artikel |
25 |
Integral representation of vega for American put options
|
Liu, Yanchu |
|
2016 |
19 |
C |
p. 204-208 5 p. |
artikel |
26 |
Investors’ sentiment and US Islamic and conventional indexes nexus: A time–frequency analysis
|
Aloui, Chaker |
|
2016 |
19 |
C |
p. 54-59 6 p. |
artikel |
27 |
Is the Comprehensive Assessment able to capture banks’ risks?
|
Barucci, Emilio |
|
2016 |
19 |
C |
p. 98-104 7 p. |
artikel |
28 |
Market microstructure during financial crisis: Dynamics of informed and heuristic-driven trading
|
Ormos, Mihály |
|
2016 |
19 |
C |
p. 60-66 7 p. |
artikel |
29 |
Modelling order arrivals at price limits using Hawkes processes
|
Haghighi, Afshin |
|
2016 |
19 |
C |
p. 267-272 6 p. |
artikel |
30 |
On the weight sign of the global minimum variance portfolio
|
Chiu, Wan-Yi |
|
2016 |
19 |
C |
p. 241-246 6 p. |
artikel |
31 |
Patents and R&D expenditure in explaining stock price movements
|
Yu, Gun Jea |
|
2016 |
19 |
C |
p. 197-203 7 p. |
artikel |
32 |
Political constraints and trading strategy in times of market stress: Evidence from the chinese national social security fund
|
Li, Yong |
|
2016 |
19 |
C |
p. 217-221 5 p. |
artikel |
33 |
Pricing discrete double barrier options under Lévy processes: An extension of the method by Milev and Tagliani
|
Xiao, Shuang |
|
2016 |
19 |
C |
p. 67-74 8 p. |
artikel |
34 |
Pricing power exchange options with correlated jump risk
|
Wang, Xingchun |
|
2016 |
19 |
C |
p. 90-97 8 p. |
artikel |
35 |
Pricing vulnerable options with stochastic default barriers
|
Wang, Xingchun |
|
2016 |
19 |
C |
p. 305-313 9 p. |
artikel |
36 |
Pure higher-order effects in the portfolio choice model
|
Ñíguez, Trino-Manuel |
|
2016 |
19 |
C |
p. 255-260 6 p. |
artikel |
37 |
Quantile behaviour of cointegration between silver and gold prices
|
Zhu, Huiming |
|
2016 |
19 |
C |
p. 119-125 7 p. |
artikel |
38 |
Testing the adaptive market hypothesis and its determinants for the Indian stock markets
|
Hiremath, Gourishankar S. |
|
2016 |
19 |
C |
p. 173-180 8 p. |
artikel |
39 |
The effect of political risk on currency carry trades
|
Dimic, Nebojsa |
|
2016 |
19 |
C |
p. 75-78 4 p. |
artikel |
40 |
The information content of implied volatility and jumps in forecasting volatility: Evidence from the Shanghai gold futures market
|
Luo, Xingguo |
|
2016 |
19 |
C |
p. 105-111 7 p. |
artikel |
41 |
The risk in capital controls
|
Gkillas (Gillas), Konstantinos |
|
2016 |
19 |
C |
p. 261-266 6 p. |
artikel |
42 |
The role of arbitrage risk on the elasticity of demand: New evidence from 100% secondary equity offerings
|
Elliott, William B. |
|
2016 |
19 |
C |
p. 165-172 8 p. |
artikel |
43 |
Valuing resettable convertible bonds: Based on path decomposing
|
Feng, Yun |
|
2016 |
19 |
C |
p. 279-290 12 p. |
artikel |