Jun 30 2024 Ying Lun Cheung   Identification of matrix-valued factor models   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 18 2021 Sinda Hadhri   Fear of the Coronavirus and Cryptocurrencies' returns   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 17 2021 Claude Bergeron   The three-factor model without a linear return generating process   Abstract  Contact Information  Citation  Full Text  -  Note   May 15 2019 Clark Lundberg   Identifying horizon-based heterogeneity in the cross section of portfolio returns   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Aug 05 2018 Raphael Moses Roquete , Ricardo P. C. Leal and Carlos Heitor Campani   Corporate governance and fundamental indexation in Brazil   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   May 25 2018 Barış Soybilgen and Ege Yazgan   Nowcasting the New Turkish GDP   Abstract  Contact Information  Citation  Full Text  -  Note   Feb 04 2016 Aneel Keswani , David Stolin and Maxim Zagonov   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