Journal of Financial Econometrics Dufour, J.-M.;
Garcia, R.; Taamouti, Abderrahim (2012): "Measuring High-Frequency Causality Between Returns, Realized Volatility, and Implied Volatility",
Journal of Financial Econometrics, Winter 2012, Volume 10, Issue 1, pp. 124-163.
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Journal of Portfolio Management Focardi, S.;
Fabozzi, F. (2012): "What’s Wrong with Today’s Economics?",
The Journal of Portfolio Management, Spring 2012, Volume 38, Issue 3, pp. 104-119.
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Mondes en Développement Menvielle, L. (2012): "Tourisme médical : quelle place pour les pays en développement ?",
Mondes en Développement, N° 157, Volume 1, pp. 81-96, 2012.
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International Journal of Finance and Economics Arouri, M.H.; Rault, C. (2012) : « Oil Prices and Stock Markets in GCC Countries: Empirical Evidence from Panel Analysis »,
International Journal of Finance and Economics, July 2012, Volume 17, Issue 3, pp. 242-253.
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Ecological Economics Lioui, A.; Sharma, Z. (2012): "Environmental corporate social responsibility and financial performance: Disentangling direct and indirect effects",
Ecologicial Economics, Volume 78, June 2012, Pages 100–111.
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Energy Policy Arouri, M.H.; Ben Youssef, A.; M'henni, H.; Rault, C. (2012): "Energy consumption, economic growth and CO2 emissions in Middle East and North African countries",
Energy Policy, Volume 45, June 2012, Pages 342–349.
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Review of Financial StudiesFontaine, J.-S.;
Garcia, R. (2012): "Bond Liquidity Premia",
Review of Financial Studies, April 2012, Volume 25, Issue 4, pp. 1207-1254.
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Applied Financial EconomicsScherer, M.; Rachev, S.; Shin Kim, Y.;
Fabozzi, F. (2012): "Approximation of skewed and leptokurtic return distributions",
Applied Financial Economics, April 2012, Volume 22, Issue 16.
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Insurance: Mathematics and Economics Giacometti, R.; Bertocchi, M.; Rachev, S.;
Fabozzi, F. (2012): "A comparison of the Lee–Carter model and AR–ARCH model for forecasting mortality rates",
Insurance: Mathematics & Economics, Volume 50, Issue 1, January 2012, Pages 85–93.
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Journal of Financial Transformation Ryan, R.;
Fabozzi, F. (2012): "Liability Index Fund: The Liability Beta Portfolio",
Journal of Financial Transformation, 2011, vol. 33, pages 29-33.
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Journal of Business EthicsVan Liedekerkeet, L.;
Demuijnck, G. (2012): "Business Ethics as a Field of Training, Teaching and Research in Europe",
Journal of Business Ethics, Volume 104, Supplement 1 (2011), 29-41.
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European Journal of Operational ResearchDu Jardin, P.; Séverin, E. (2012): "Forecasting financial failure using a Kohonen map: A comparative study to improve model stability over time",
European Journal of Operational Research, Volume 221, Issue 2, 1 September 2012, Pages 378–396.
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Revue Banquedu Jardin, P. (2012): "Trajectoires de défaillance : une autre façon d’appréhender le risque de défaut",
Revue Banque, N° 747, Avril 2012.
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Economic ModelllingArouri, M.H.; Jawadi, F.; Nguyen, D.K. (2012): "Nonlinearities in carbonspot-futurespricerelationships during PhaseII of the EUETS",
Economic Modelling, Volume 29, Issue 3, pp884-892, 2012.
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International Journal of Theoretical and Applied FinanceStoyanov, S.; Rachev, S.;
Fabozzi, F. (2012): "Metrization of stochastic dominance rules",
International Journal of Theoretical, Volume 15, Issue 2, March 2012.
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Journal of Management InquiryWitte, A. (2012): "Making the Case for a Post-national Cultural Analysis of Organizations",
Journal of Management Inquiry, Volume 21-2, March 2012.
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Mores]
Journal of Fixed IncomeFabozzi, F.; Xu, Y. (2012): "Higher-Order Durations with Respect to Inflation and Real Rates and Their Portfolio Management Applications",
Journal of Fixed Income, Volume 21, N° 4, pp69-79, Spring 2012.
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International Journal of Human Resource ManagementHutchings, K.;
Lirio, P.; Metcalfe, B. (2012): "Gender, globalisation and development: a re-evaluation of the nature of women's global work",
International Journal of Human Resource Management, Volume 23, Issue 9, March 2012.
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Revue des Sciences de GestionCastellano, S.;
Menvielle, L.; Druy, F.; Maaloui, A. (2012): "Développement durable et santé publique. Vers un nouveau modèle d’une santé égalitaire ?",
Revue des Sciences de Gestion, N° 253, 2012/1, Mars 2012.
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Bankers, Markets & InvestorsGoltz, F.;
Guobuzaite, R.;
Martellini, L.;
Stoyanov, S. (2012): "Introducing a New Form of Volatility Index: the Cross-Sectional Volatiity Index",
Bankers, Market & Investors, N° 117, Mars 2012.
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Bankers, Markets & InvestorsLe Sourd, V. (2012): "Performance of Socially Responsible Investment Funds against an Efficient SRI Index: The Impact of Benchmark Choice when valuating Active Managers",
Bankers, Market & Investors, N° 117, Mars 2012.
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Journal of International BusinessArouri, M.H.; Bellahah, M.; Ben Hamida, N.; NGuyen, D.K. (2012): "Relevance of Fair Value Accounting for Financial Instruments: Some French Evidence",
International Journal of Business, Vol 17, N°2, 2012.
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Macroeconomic Dynamics Nourry, C.;
Venditti, A. (2012): "Endogenous business cycles in OLG economies with multiple consumption goods",
Macroeconomic Dynamics, April 2012, Volume 16, Supplement S1.
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Macroeconomic Dynamics Stachursky, J.;
Venditti, A.; Yano, M. (2012): "Introduction to Macroeconomic Dynamics Special Issue in Honor of Kazuo NISHIMURA: Nonlinear Dynamics in Equilibrium Models",
Macroeconomic Dynamics, April 2012, Volume 16, Supplement S1.
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Review of Derivatives ResearchShin Kim, Y.;
Fabozzi, F.; Lin, Z.; Rachev, S. (2012): "Option pricing and hedging under a stochastic volatility Lévy process model",
Review of Derivatives Research, Volume 15, Number 1, pp81-97, 2012.
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Journal of Small Business and Enterprise DevelopmentBerent-Braun, M.;
Uhlaner, L. (2012): "Responsible ownership behaviors and financial performance in family owned businesses",
Journal of Small Business and Enterprise Development, Volume 19, Issue 1, 2012.
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Bankers, Market & InvestorsCocquemas, F.;
Sender, S. (2012): "Shedding Light on Non-Financial Risks, A European Survey",
Bankers, Market & Investors, N° 117, Mars 2012.
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Bankers, Market & InvestorsO'Kane, D. (2012): "The Link between Eurozone Sovereign Debt and CDS Prices",
Bankers, Market & Investors, N° 117, Mars 2012.
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Economie Internationale/International EconomicsArouri, M.H.; Jawadi, F.; Mouak, P. (2012): "The speculative efficiency of the aluminum market: A nonlinear investigation",
Economie Internationale/International Economics, 126-127, p. 13-30, 2012.
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International Journal of Economic TheoryVenditti, A. (2012): "Weak concavity properties of indirect utility functions in multisector optimal growth models",
International Journal of Economic Theory, Volume 8, Issue 1, pp13-26, March 2012.
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