Results 141-150 of 941.
|2011 ||Market Liquidity and Exposure of Hedge Funds||Siegmann, Arjen / Stefanova, Denitsa
|2010 ||The weekly structure of US stock prices||Caporale, Guglielmo Maria / Gil-Alana, Luis A.
|2008 ||Which interest rate scenario is the worst one for a bank? Evidence from a tracking bank approach for German savings and cooperative banks||Memmel, Christoph
|2012 ||Have bull and bear markets changed over time? Empirical evidence from the US-stock market||Grobys, Klaus
|2003 ||The dollar and the German stock market: determination of exposure to and pricing of exchange rate risk using APT-modelling||Entorf, Horst / Jamin, Gösta
|2013 ||Long memory in the Ukrainian stock market||Caporale, Guglielmo Maria / Gil-Alana, Luis Alberiko
|2015 ||The weekend effect: An exploitable anomaly in the Ukrainian stock market?||Caporale, Guglielmo Maria / Gil-Alana, Luis / Plastun, Alex
|2014 ||Asymmetric Realized Volatility Risk||Allen, David E. / McAleer, Michael / Scharth, and Marcel
|2014 ||The term structure of interest rates in a small open economy DSGE model with Markov switching||Horváth, Roman / Maršál, Aleš
|2002 ||Exact arbitrage and portfolio analysis in large asset markets||Khan, M. Ali / Sun, Yeneng