haku: @indexterm financial models / yhteensä: 494
viitteet: 34-43 / 494
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34.
Are expected inflation rates and expected real rates negatively correlated? A long-run test of the Mundell-Tobin hypothesis
Journal of Financial Research
2002 : FALL, VOL. 25:3, p. 305-320
 2002 Shrestha, K.
Chen, S.-S.
Lee, C.-f.
35.
VaR and expected shortfall in portfolios of dependent credit risks: conceptual and practical insights
Journal of Banking and Finance
2002 : JUL, VOL. 26:7, p. 1317-1334
 2002 Frey, R.
McNeil, A. J.
36.
Short-term interest rate dynamics: a spatial approach
Journal of Financial Economics
2002 : JUL, VOL. 65:1, p. 73-110
 2002 Bandi, F. M.
37.
Real-time trading models and the statistical properties of foreign exchange rates
International Economic Review
2002 : MAY, VOL. 43:2, p. 463-491
 2002 Gencay, R. (et al.)
38.
The return-stages valuation model and the expectations within a firm's P/B and P/E ratios
Financial Management
2001 : SUMMER, VOL. 30:2, p. 93-124
 2001 Danielson, M. G.
Dowdell, T. D.
39.
Repricing and employee stock option valuation
Journal of Banking and Finance
2001 : JUN, VOL. 25:6, p. 1059-1082
 2001 Corrado, C. J. (et al.)
40.
Healthcare ethics: a patient-centered decision model
Journal of Business Ethics
2001 : JAN, VOL. 29:1-2, p. 125-134
 2001 Oddo, A. R.
41.
The economic value of volatility timing
Journal of Finance
2001 : FEB, VOL. 56:1, p. 329-352
 2001 Fleming, J.
Kirby, C.
Ostdiek, B.
42.
Explaining the rate spread on corporate bonds
Journal of Finance
2001 : FEB, VOL. 56:1, p. 247-277
 2001 Elton, E. J. (et al.)
43.
Overconfidence, arbitrage, and equilibrium asset pricing
Journal of Finance
2001 : JUN, VOL. 56:3, p. 921-965
 2001 Daniel, K. D.
Hirshleifer, D.
Subrahmanyam, A.
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