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Zeno Adams
Have Commodities Become a Financial Asset? Evidence from Ten Years of Financialization
Spillover Effects among Financial Institutions: A State-Dependent Sensitivity Value-at-Risk Approach
Cross Hedging Jet-Fuel Price Exposure
Value at Risk, GARCH Modelling and the Forecasting of Hedge Fund Return Volatility
Are Correlations Constant? Empirical and Theoretical Results on Popular Correlation Models in Finance
Disentangling the Short and Long-Run Effects of Occupied Stock in the Rental Adjustment Process
Macroeconomic Determinants of International Housing Markets
The Sources of Risk Spillovers Among U.S. REITs : Financial Characteristics and Regional Proximity
Investment choice and performance potential in the mutual fund industry
The Predictive Power of Value-at-Risk Models in Commodity Futures Markets