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DateTitle Authors
2012 A non-parametric approach of heteroskedasticity robust estimation of Vector-Autoregressive (VAR) modelsGrobys, Klaus
2000 Sovereign credit ratings and their impact on recent financial crisesKräussl, Roman
2009 The bonus-driven "rainmaker" financial firm: How these firms enrich top employees, destroy shareholder value and create system financial instabilityCrotty, James
2007 Time-varying contributions by the corporate bond and CDS markets to credit risk price discoveryDötz, Niko
2005 Level-Slope-Curvature - Fact or Artefact?Lord, Roger / Pelsser, Antoon
2013 The Transmission of US Financial Stress: Evidence for Emerging Market EconomiesSchüler, Yves S. / Fink, Fabian
2012 Speed, Algorithmic Trading, and Market Quality around Macroeconomic News AnnouncementsScholtus, Martin L. / van Dijk, Dick / Frijns, Bart
2014 Multivariate variance ratio statisticsHong, Seok Young / Linton, Oliver / Zhang, Hui Jun
2015 Unemployment and Vacancy Dynamics with Imperfect Financial MarketsCarrillo-Tudela, Carlos / Graber, Michael / Wälde, Klaus
2013 Cross-sectional analysis of stock returns in Athens Stock Exchange for the period 2004-2011Svingou, Argiro

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