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Browsing by Faculty / Department Financiele Economie

Full Text	Issue Date	Title	Author(s)
	2004	A Note on Transition Stock Return Behavior	Verschoor, W.F.C.; Jansen, P.F.G.
	2004	Realized Variance in the Presence of non-IID Microstructure noise: A Structural Approach	Frijns, B.P.M.; Lehnert, T.
	2004	Scale-Consistent Value-at-Risk	Lehnert, T.; Wolff, C.C.P.
	2004	The Impact of Corporate Derivative Usage on Foreign Exchange Risk Exposure	Müller, A.; Verschoor, W.F.C.
	2005	Exchange Risk Exposure and Foreign Trade: Evidence from the Czech Republic, Hungary and Poland	Müller, A.; Verschoor, W.F.C.
	2005	New Architectures in the Regulation and Supervision of Financial Markets: The Netherlands	Lelyveld, I.P.P. van; Prast, H.M.
	2005	A supervisory view on economic capital models	Lelyveld, I.P.P. van
	2005	An Evaluation Framework for Alternative VaR Models	Bams, D.; Lehnert, T.; Wolff, C.C.P.
	2005	On News and Smiles	Lehnert, T.
	2005	The Effect of Exchange Rate Variability on U.S. Shareholders' Wealth	Müller, A.; Verschoor, W.F.C.
	2005	A survey in to the practical implementation of economic capital models	Lelyveld, I.P.P. van
	2005	Appropriate risk measures, time horizon and valuation principles in economic capital models	Lelyveld, I.P.P. van
	2005	On style Momentum Strategies	Aarts, F.; Lehnert, T.
	2005	Foreign Exchange Risk Exposure	Müller, A.
	2005	Measuring Common Cyclical Features During Financial Turmoil: Evidence of Interdependence not Contagion	Candelon, B.; Hecq, A.; Verschoor, W.F.C.
	2005	Diversification & aggregation of risks in financial conglomerates	Lelyveld, I.P.P. van
	2005	Further Evidence on the Rationality of Interest Rate Expectations	Jongen, R.; Verschoor, W.F.C.
	2005	Insider Trading, Regulation and the Components of the Bid-Ask Spread	Frijns, B.P.M.; Gilbert, A.; Tourani-Rad, A.
	2005	Measuring Financial Contagion using Time-Aligned Data: The Importance of the Speed of Transmission of Shocks	Kleimeier, S.; Lehnert, T.; Verschoor, W.F.C.
	2005	Chinese Investment Funds	Frijns, B.P.M.; Otten, R.R.A.E.