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Feb 04 2016 Aneel Keswani
  UK fund returns and sector diversification
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Nov 06 2014 Enareta Kurtbegu and Juliana Caicedo-llano
  European equity fund managers: luck or skill?!
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Nov 05 2013 Julien Chevallier , Florian Ielpo and Ling-Ni Boon
  Common risk factors in commodities
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 03 2013 Maria Jesús Delgado-Rodriguez and Sonia De lucas-Santos
  Testing cyclical convergence with the factor model in the Euro Area
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 11 2013 Gueorgui I. Kolev
  Two gold return puzzles
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Oct 22 2012 Gijsbert Suren and Guilherme Moura
  Heteroskedastic Dynamic Factor Models: A Monte Carlo Study
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Sep 05 2012 Carmine Trecroci
  Uncertainty and the Dynamics of Multifactor Loadings and Pricing Errors
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 30 2012 Biswajit Mandal and Sugata Marjit
  Capital inflow, vanishing sector and wage distribution in an economy with corruption related intermediation
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 03 2012 João Caldeira , Guilherme Moura and André A.P. Santos
  Portfolio optimization using a parsimonious multivariate GARCH model: application to the Brazilian stock market
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
May 23 2012 Stoyu I. Ivanov
  Analysis of Firm Risk around S&P 500 Index Changes
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 25 2011 Gianluca Lagana and Pasquale Sgro
  Fiscal Policy and US-Canadian Trade
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 14 2010 Gilles Dufrenot , Valerie Mignon and Anne Peguin-Feissolle
  Testing the finance-growth link: is there a difference between developed and developing countries?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 15 2010 Julien Chevallier
  Volatility forecasting of carbon prices using factor models
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 28 2009 Juliana Caicedo-llano and Catherine Bruneau
  Co-movements of international equity markets: a large-scale factor model approach
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jun 25 2008 Toru Kikuchi
  Distribution Costs, International Trade and Industrial Location
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 03 2008 Wei-Choun Yu
  Macroeconomic and financial market volatilities: an empirical evidence of factor model
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Apr 21 2008 Alex Lebedinsky
  Empirical Test of Affine Stochastic Discount Factor Model of Currency Pricing
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 22 2007 Quentin Wodon
  Constructing Fama-French Factors from style indexes: Japanese evidence
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Apr 13 2005 Colin Davis
  Capital-Intensive Country-Specific Network Costs and Intra-Industry Trade
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Nov 06 2002 Konstantin A. Kholodilin
  Two Alternative Approaches to Modelling the Nonlinear Dynamics of the Composite Economic Indicator
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 19 2002 Konstantin Kholodilin
  Predicting the Cyclical Phases of the Post-War U.S. Leading and Coincident Indicators
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 17 2001 Konstantin Kholodilin
  Latent Leading and Coincident Factors Model with Markov-Switching Dynamics
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result