Index of /pub/Finanzas/Journals/Journal of Empirical Finance/Vol16_2009/Issue 2/

NameLast modifiedSizeDescription
Parent Directory - 
A-censored-stochastic-volatility-approach-to-the-estimation-of-price-limit-moves_Hsieh_2009.pdf06-Feb-2026 16:33867.0KB 
Dividend-policy-of-German-firms-A-panel-data-analysis-of-partial-adjustment-models_Andres_2009.pdf06-Feb-2026 16:33243.4KB 
Editorial-Board_[first_author]_2009.pdf06-Feb-2026 16:33395.7KB 
Forecasting-financial-crises-and-contagion-in-Asia-using-dynamic-factor-analysis_Cipollini_2009.pdf06-Feb-2026 16:33243.2KB 
Model-averaging-in-risk-management-with-an-application-to-futures-markets_Pesaran_2009.pdf06-Feb-2026 16:33479.0KB 
Modelling-the-distribution-of-credit-losses-with-observable-and-latent-factors_Jimenez_2009.pdf06-Feb-2026 16:33765.9KB 
Modelling-the-distribution-of-the-extreme-share-returns-in-Singapore_Tolikas_2009.pdf06-Feb-2026 16:33683.9KB 
Multistep-predictions-for-multivariate-GARCH-models-Closed-form-solution-and-the-value-for-portfolio-management_Hlouskova_2009.pdf06-Feb-2026 16:33291.6KB 
On-the-explanatory-power-of-firm-specific-variables-in-cross-sections-of-expected-returns_Zhang_2009.pdf06-Feb-2026 16:33209.2KB 
Pricing-of-credit-default-index-swap-tranches-with-one-factor-heavy-tailed-copula-models_Wang_2009.pdf06-Feb-2026 16:33506.1KB 
Quantile-regression-analysis-of-hedge-fund-strategies_Meligkotsidou_2009.pdf06-Feb-2026 16:33290.2KB 
Stock-and-bond-market-interactions-with-level-and-asymmetry-dynamics-An-out-of-sample-application_de-Goeij_2009.pdf06-Feb-2026 16:33291.4KB 
The-credit-rating-process-and-estimation-of-transition-probabilities-A-Bayesian-approach_Stefanescu_2009.pdf06-Feb-2026 16:331.1MB 
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