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DateTitle Authors
2012 Análisis de la utilización de derivados financieros en las empresas no financieras mexicanas y su efecto en las cotizaciones bursátilesCorona Dueñas, José Asunción
2009 Credit risk transfer and bank competitionHakenes, Hendrik / Schnabel, Isabel
2011 Testing the asset pricing model of exchange rates with survey dataNaszódi, Anna
2008 Density forecast evaluation and the effect of risk-neutral central moments on the currency risk premium: Test based on EUR/HUF option-implied densitiesCsávás, Csaba
2011 Beating the random walk in Central and Eastern Europe by survey forecastsNaszódi, Anna
2010 The forward premium puzzle and latent factors day by dayBernoth, Kerstin / von Hagen, Jürgen / de Vries, Casper G.
2010 Time-varying spot and futures oil price dynamicsCaporale, Guglielmo Maria / Ciferri, Davide / Girardi, Alessandro
2005 Firm heterogeneity and credit risk diversificationHanson, Samuel / Pesaran, Mohammad Hashem / Schuermann, Til
2010 Time-varying spot and futures oil price dynamicsCaporale, Guglielmo Maria / Ciferri, Davide / Girardi, Alessandro
2013 Tail dependence of financial stocks and CDS markets: Evidence using copula methods and simulation-based inferenceda Silva, Paulo Pereira / Rebelo, Paulo Tomaz / Afonso, Cristina

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