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~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Haan, Jakob de"
~type_genre:"Article in journal"
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Fabozzi, Frank J.
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ECONIS (ZBW)
523
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1
How do alternatives to LIBOR measure up?
Sabry, Faten
;
Fabozzi, Frank J.
;
Roya, Ramisa
- In:
The journal of fixed income : JFI
33
(
2023
)
4
,
pp. 45-62
Persistent link: https://www.econbiz.de/10014534071
Saved in:
2
The risk-adjusted performance of convertible venture contracts
Pandher, Gurupdesh S.
;
Bonaparte, Yosef
;
Fabozzi, Frank J.
- In:
International review of economics & finance : IREF
93
(
2024
)
1
,
pp. 485-500
Persistent link: https://www.econbiz.de/10014535364
Saved in:
3
What difference do new factor models make in portfolio allocation?
Fabozzi, Frank J.
;
Huang, Dashan
;
Jiang, Fuwei
;
Wang, Jiexun
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014451422
Saved in:
4
Alternative risk premium : specification noise
Gorman, Stephen A.
;
Fabozzi, Frank J.
- In:
The journal of asset management : a major new, …
24
(
2023
)
6
,
pp. 459-473
Persistent link: https://www.econbiz.de/10014419524
Saved in:
5
The battle of the factors : macroeconomic variables or investor sentiment?
Mascio, David A.
;
Molyboga, Marat
;
Fabozzi, Frank J.
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2280-2291
Persistent link: https://www.econbiz.de/10014432891
Saved in:
6
Capital flows, economic growth and the real effective exchange rate : evidence from China
Tian, Xin
;
Haan, Jakob de
;
Zhao, Yanping
- In:
Economic and political studies : EPS
11
(
2023
)
1
,
pp. 123-147
Persistent link: https://www.econbiz.de/10014251305
Saved in:
7
Caplets/floorlets with backward-looking risk-free rates under the one- and two-factor hull-white models
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of derivatives : JOD
31
(
2023
)
1
,
pp. 96-110
Persistent link: https://www.econbiz.de/10014422392
Saved in:
8
A comparison of multi-factor term structure models for interbank rates
Fabozzi, Frank J.
;
Fabozzi, Francesco A.
;
Tunaru, Diana
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 323-356
Persistent link: https://www.econbiz.de/10014342033
Saved in:
9
Does an exchange rate depreciation improve the trade balance of Pakistan?
Omer, Muhammad
;
Kamal, Junaid
;
Haan, Jakob de
- In:
International journal of economic policy studies
17
(
2023
)
1
,
pp. 163-185
Persistent link: https://www.econbiz.de/10013556628
Saved in:
10
Does central bank independence matter for the location choices of Chinese firms' foreign investments?
Zhao, Yanping
;
Chen, Qing
;
Haan, Jakob de
- In:
International business review : the official journal of …
32
(
2023
)
4
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014373574
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