Journal of International Money and Finance 54, 50 — Stefan Reitz, Markus A. Schmidt and Taylor, Mark.
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European Journal Of Finance 21, — Financial Management , forthcoming. Antoniou, C.
Bianchi, Daniele. Gamba, Andrea and Triantis, Alexander, J. Palandri, Alessandro Risk-free rate effects on conditional variances and conditional correlations of stock returns, Journal of Empirical Finance, 25, p Fotak, V. Sager,Michael and Taylor, Mark P. Gregory Mankiw and Taylor, Mark P. Taylor, Mark P. Thanassoulis, John E. Nocke, Volker and Thanassoulis, John E. Augustin, P. Fidrmuc, Jana P. Why does shareholder protection matter for abnormal returns after reported insider purchases and sales?
When do managers seek private equity backing in public-to-private transactions? Review of Finance, 17 3 , Energy Economics, 35 1 , 22— Jin, Xing and Zhang, Kun Journal of Banking and Finance , 37, Ezrachi, Ariel and Thanassoulis, John Thanassoulis, John Why are U. Journal of Finance , 67 4 , Chernov, M. The term structure of inflation expectations. Journal of Financial Economics, 2 , pp. Journal of Corporate Finance , 18 4 , Kozhan, Roman and Tham, W.
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Management Science, 58 11 , Properties of foreign exchange risk premium s. Journal of Financial Economics, 2 , Internet Appendix.
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Smith, Howard and Thanassoulis, John Favero, Carlo A. Journal of Financial and Quantitative Analysis, 46 5 , Asymmetric Momentum Effects Under Uncertainty. Review of Finance, 15 3 , Nonadditive Anonymous Games. International Journal of Game Theory, 40 2 , Improved Inference in Regression with Overlapping Observations. Journal of Business Finance and Accounting, 38 , Nolte, Ingmar and Voev, Valeri. Journal of Financial Econometrics, 9 4 , Nolte, Ingmar A detailed investigation of the disposition effect and individual trading behavior: a panel survival approach.
European Journal of Finance, 18 10 , Adam-Mueller, Axel and Nolte , Ingmar Journal of Banking and Finance, 35 11 , Journal of Applied Econometrics, 26 4 , Journal of Financial and Quantitative Analysis , 45 6 , Flexing the Default Barrier , Quantitative Finance, 11 12 , Journal of Industrial Economics, 59 2 , Is Ethical Money Financially Smart?
Journal of Financial Intermediation, 20 4 , Corporate Hedging and Shareholder Value. Journal of Financial Research, 33 4 , Journal of Banking and Finance, 34 6 , Fidrmuc, Jana and Jacob, Marcus Gamba, Andrea and Sick, Gordon Mijatovic, Aleksandar and Schneider Paul Annals of Statistics, 38 1 , European Financial Management, 16 4 , Journal of Business Finance and Accounting , 37 , J ournal of International Money and Finance, 28 8 , International Evidence on Financial Derivatives Usage.
Financial Management, 38 1 , Spring , Fusari, Nicola and Gamba , Andrea Valuing Modularity as a Real Option. Management Science, 55 11 , Gamba, Andrea and Tesser, Matteo Structural Estimation of Real Options Models.
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Journal of Economic Dynamics and Control, 33 4 , Kozhan, Roman and Salmon , Mark Carole has published articles in leading international journals, such as Journal of Applied Probability, Journal of Risk and Insurance, Journal of Derivatives, Journal of Computational Finance , among others.
She has also published book chapters edited by Georges Dionne and by J.
Fouque and J. Christian T. He received a B. Massimiliano has published articles in leading international journals such as Statistical Methods and Applications , Journal of Economic Surveys , Computational Statistics and Data Analysis , Econometric Reviews , among others. His main research interests include: financial econometrics and financial time series analysis, portfolio allocation and management, managed portfolios performance, weather derivative pricing, high frequency data analysis and trading strategies, market risk measurement and systemic risk measurement through dynamic models, multivariate models for financial market variances: GARCH, stochastic volatilities and their extensions.
They found that unlike other GARCH clustering techniques, their method leads to the selection of the optimal number of clusters. His publications include over one hundred articles and seven books in probability, statistics and financial mathematics. His research focuses on stochastic analysis, energy and commodity markets, high frequency markets and systemic risk, environmental economics and signal analysis.
He has ample experience in teaching courses in financial statistics and economics, namely Bayesian Stochastic Volatility Models, Bayesian Methods in Economics and Finance and Nonlinear Models and Financial Econometrics. Roberto has published articles in leading international journals, such as Journal of Econometrics , Journal of the Royal Statistical Society , Bayesian Analysis , and Statistics and Computing , among others, and book chapters edited by Springer Verlag, Brentari and Carpita, and Vita e Pensiero.
His research interests include financial and computational econometrics, and in particular, Bayesian inference, Monte-Carlo methods, stochastic processes, performance measures, risk measures and portfolio theory. Laurent has published articles in international journals such as Economic Modelling , Journal of International Economics and Oxford Economic Papers , among others.
His main research fields and publications in refereed journals relate to the areas of monetary economics and financial stability.
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Gilbert is a Managing Editor of the RunMyCode website that is an online repository allowing researchers to share code and data associated with scientific publications articles and working papers. Gilbert has published articles in leading journals in Finance, Econometrics and Economics, such as Journal of Financial Econometrics , Finance , Oxford Bulletin of Economics and Statistics , among others. His main research interests focus on the fields of Econometrics, Finance and Risk Management. Part of his research is dedicated to Extreme Risk modeling, in particular, to Systemic Risk Measures and to validation and testing of Value-at-Risk models.
Fulvio has published several articles in leading international journals, including Journal of Financial Economics , Journal of Econometrics , Journal of Applied Econometrics , Journal of Business and Economic Statistics , among others. He obtained the Engle Prize for best paper published in , and volumes of Journal of Financial Econometrics. He has also served as referee for international scientific journals.
His main research interests are concentrated in the fields of Financial Econometrics and Empirical Finance: volatility, jumps, and correlation measures with high frequency data, pseudo long memory models induced by heterogeneous agents, multivariate models of realized volatility, derivative pricing, models for financial bubbles and systemic risk. His recent working papers cover topics related to global capital flow, foreign exchange rates, financial asset pricing, fund performance measurement, systemic risk measurement, and social network analysis.
Prior to being an academic, he worked in the derivatives business in the Asia-Pacific region as a Vice-President at Citibank.
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Sanjiv holds post-graduate degrees in Finance M. Phil and Ph. He is a senior editor of the Journal of Investment Management , co-editor of the Journal of Derivatives , and associate editor of other academic journals. He has published over eighty articles in academic journals, and has won numerous awards for research and teaching. His recent book "Derivatives: Principles and Practice" was published in May His current research interests include: the modeling of default risk, machine learning, social networks, derivative pricing models, portfolio theory, and venture capital.
He is an associate editor of the Journal of Financial Stability. He is a co-author in two important papers within the current systemic risk literature: Measuring Systemic Risk in a post-crisis world and Systemic Risk in Banking: An Update He is the recipient of the Best young researcher award from the Europlace Institute of Finance and has received various other research awards including the Fondation HEC researcher of the year award and the Fondation HEC best thesis award. His research focuses on corporate finance, and his areas of interest include: initial public offerings, the behaviour of security analysts, the role of financial intermediaries, and the impact of investor horizon on firm policies.
Elena holds a joint Ph. Elena-Ivona currently works with Professor Peter R. Hansen on the choice of estimation method when the objective is out-of-sample forecasting. Her research interests are concentrated in the fields of Econometrics, mainly Forecasting and Financial Econometrics, with applications to risk measurement and management, volatility modelling and financial crises.
Sadok El Ghoul is an associate professor of Business Administration at Campus Saint-Jean of the University of Alberta, where he teaches finance, international business and econometrics. He received his B. Before joining the University of Alberta, he taught international financial management at Laval University. He has won several awards including the Moskowitz Prize for the Best Paper in Socially Responsible Investing in , the best paper award in financial institutions at the Southwestern Finance Association conference and the Hyundai Securities outstanding paper award at the Conference on Asia—Pacific Financial Markets in His research interests include corporate finance, corporate governance, corporate social responsibility, international finance, financial institutions, and the role of culture in financial markets.
He received his Ph. He has authored over 60 publications in leading academic journals, such as Mathematical Finance, Quantitative Finance, International Journal of Theoretical and Applied Finance, Finance and Stochastics , among others. Papanicolaou and R. Sircar and Handbook on Systemic Risk joint with J. Langsam both edited in Cambridge University Press. He holds a M. He is a Board Director of the Credito Valtellinese banking group since , and the president of the scientific committee of the Italian Financial risk management association since His research activity concerns the development of statistical models in economics and finance.
cars.cleantechnica.com/liquidador-a-tiempo-completo.php Paolo has published more than 60 papers in scientific international journals and two research books on data mining with an h-index of 21 calculated by Google Scholar. Furthermore, he recently co-authored published articles on Systemic Risk using graphical models. She has ample experience in teaching courses in finance, namely corporate finance, finance theory core, financial analysis and decisions, alternative investments and financial models.