A STATE-SPACE APPROACH TO ESTIMATE AND TEST MULTIFACTOR COX-INGERSOLL-ROSS MODELS OF THE TERM STRUCTURE.
- Published in:
- Journal of Financial Research, 1999, v. 22, n. 1, p. 107, doi. 10.1111/j.1475-6803.1999.tb00717.x
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- Publication type:
- Article
Works matching IS 02702592 AND DT 1999 AND VI 22 AND IP 1
Results: 7
1
2
INTERNATIONAL INVESTORS' EXPOSURE TO RISK IN EMERGING MARKETS.
- Published in:
- Journal of Financial Research, 1999, v. 22, n. 1, p. 83, doi. 10.1111/j.1475-6803.1999.tb00716.x
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- Publication type:
- Article
3
ON THE WEALTH EFFECTS OF THE SUPERVISORY GOODWILL CONTROVERSY.
- Published in:
- Journal of Financial Research, 1999, v. 22, n. 1, p. 69, doi. 10.1111/j.1475-6803.1999.tb00715.x
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- Publication type:
- Article
4
LIQUIDITY AND MATURITY EFFECTS AROUND NEWS RELEASES.
- Published in:
- Journal of Financial Research, 1999, v. 22, n. 1, p. 47, doi. 10.1111/j.1475-6803.1999.tb00714.x
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- Publication type:
- Article
5
INFORMATION TRANSMISSION IN THE SHANGHAI EQUITY MARKET.
- Published in:
- Journal of Financial Research, 1999, v. 22, n. 1, p. 29, doi. 10.1111/j.1475-6803.1999.tb00713.x
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- Publication type:
- Article
6
UNDERWRITING SPREADS AND REPUTATIONAL CAPITAL: AN ANALYSIS OF NEW CORPORATE SECURITIES.
- Published in:
- Journal of Financial Research, 1999, v. 22, n. 1, p. 15, doi. 10.1111/j.1475-6803.1999.tb00712.x
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- Publication type:
- Article
7
THE CROSS-AUTOCORRELATION OF SIZE-BASED PORTFOLIO RETURNS IS NOT AN ARTIFACT OF PORTFOLIO AUTOCORRELATION.
- Published in:
- Journal of Financial Research, 1999, v. 22, n. 1, p. 1, doi. 10.1111/j.1475-6803.1999.tb00711.x
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- Publication type:
- Article