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DateTitle Authors
2011 Market Liquidity and Exposure of Hedge FundsSiegmann, Arjen / Stefanova, Denitsa
2010 The weekly structure of US stock pricesCaporale, 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 banksMemmel, Christoph
2012 Have bull and bear markets changed over time? Empirical evidence from the US-stock marketGrobys, Klaus
2003 The dollar and the German stock market: determination of exposure to and pricing of exchange rate risk using APT-modellingEntorf, Horst / Jamin, Gösta
2013 Long memory in the Ukrainian stock marketCaporale, 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 RiskAllen, David E. / McAleer, Michael / Scharth, and Marcel
2014 The term structure of interest rates in a small open economy DSGE model with Markov switchingHorváth, Roman / Maršál, Aleš
2002 Exact arbitrage and portfolio analysis in large asset marketsKhan, M. Ali / Sun, Yeneng

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