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DateTitle Authors
2012 A variance decomposition of index-linked bond returnsBreedon, Francis
2011 Algunas consideraciones sobre la estructura temporal de tasas de interés del gobierno en MéxicoGarcía-Verdú, Santiago
2004 Do Fund Managers Expect Mean Averting Returns?Stotz, Olaf / Lütje, Torben / Menkhoff, Lukas / von Nitzsch, Rüdiger
2011 A Markov-switching multifractal approach to forecasting realized volatilityLux, Thomas / Morales-Arias, Leonardo / Sattarhoff, Cristina
2013 The Size Effect in Value and Momentum Factors: Implications for the Cross-section of International Stock ReturnsAtanasov, Victoria / Nitschka, Thomas
2005 On the timing option in a futures contractBiagini, Francesca / Björk, Tomas
2001 A new approach to the derivation of asset price boundsLongarela, Iñaki R.
2008 Default dependence: The equity default relationshipTurnbull, Stuart M. / Yang, Jun
2009 The equity premium and the volatility spread: The role of risk-neutral skewnessFeunou, Bruno / Fontaine, Jean-Sébastien / Tedongap, Roméo
2007 Family values: Ownership structure, performance and capital structure of Canadian firmsKing, Michael R. / Santor, Eric

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