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May 15 2019 Antonis A Michis
  The systematic risk of gold at different time-scales
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Oct 10 2018 Roman Mestre and Michel Terraza
  Time-Frequency varying beta estimation -a continuous wavelets approach-
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Oct 26 2017 Fernanda Maria Müller and Fábio M Bayer
  Improved two-component tests in Beta-Skew-t-EGARCH models
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Aug 13 2016 Thanh tam Nguyen Huu
  Determinant factors of TFP convergence: Evidence from Vietnamese manufacturing firms from 2000-2012
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jul 08 2016 Afees A. Salisu
  Modelling Oil Price Volatility with the Beta-Skew-t-EGARCH Framework
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Feb 04 2016 Aneel Keswani , David Stolin and Maxim Zagonov
  UK fund returns and sector diversification
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Apr 09 2015 Hirofumi Suzuki
  Comovement and index fund trading effect: evidence from Japanese stock market
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Apr 02 2015 Anindya Biswas
  The output gap and inflation in U.S. data: an empirical note
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Apr 23 2014 Bruno Milani and Paulo Sérgio Ceretta
  A multiscale approach to emerging market pricing
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Apr 22 2013 Yong-gook Jung
  A new strategy to estimate time-to-build completion rates
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 25 2012 Masato Okamoto
  Evaluation of the goodness of fit of new statistical size distributions with consideration of accurate income inequality estimation
  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
 
May 23 2012 Stoyu I. Ivanov
  Analysis of Firm Risk around S&P 500 Index Changes
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 17 2012 Yunmi Kim
  Autoregressive conditional beta
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 12 2011 Helton Saulo and Jeremias Leao
  Equilibrium, Adverse Selection, and Statistical Distributions
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Mar 30 2010 Yves Jegourel and Samuel Maveyraud
  A reassessment of the European SRI Funds "underperformance": does the intensity of extra-financial negative screening matter?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 22 2009 Pasquale Cirillo
  Some evidence about the evolution of the size distribution of Italian firms by age
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 14 2008 William Shambora and Shamila Jayasuriya
  The world is shrinking: Evidence for stock market convergence
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 17 2007 Marcio Laurini
  A note on the use of quantile regression in beta convergence analysis
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 19 2005 Hui Li , David L. Weimer , Hank C. Jenkins-Smith Carol L. Silva and Robert P. Berrens Alok K. Bohara
  Exploring the Beta Model Using Proportional Budget Information in a Contingent Valuation Study
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 18 2004 AROURI Mohamed El Hedi
  The Impact of Increasing Stock Market Integration on Expected Gains from International Portfolio Diversification: Evidence from a Multivariate Approach with Time Varying Risk.
  Abstract  Contact Information  Citation  Full Text  -  Note