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7. Measuring Financial Fragmentation in the Euro Area Corporate Bond Market.. (2016). Mojon, Benoit ; Manganelli, Simone ; Horny, Guillaume.
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2. Leverage and systemic risk pro-cyclicality in the Chinese financial system. (2021). Urga, Giovanni ; Pellini, Elisabetta ; Cincinelli, Peter.
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3. Intertemporal variation in the information content of aggregate earnings and its effect on the aggregate earnings-return relation. (2020). Kim, Jaewoo ; Land, Hunter ; Wasley, Charles ; Schonberger, Bryce.
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4. Impawn rate optimisation in inventory financing: A canonical vine copula-based approach. (2020). Xu, Fangming ; Wang, Xiaojun ; Zhi, Bangdong.
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5. Stock-bond return correlations: Moving away from “one-frequency-fits-all” by extending the DCC-MIDAS approach. (2020). Iania, Leonardo ; Allard, Anne-Florence ; Smedts, Kristien.
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6. Which risk factors drive oil futures price curves?. (2020). Shevchenko, Pavel V ; Peters, Gareth W ; Matsui, Tomoko ; Bagnarosa, Guillaume ; Ames, Matthew.
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7. Procyclical leverage in Europe and its role in asset pricing. (2019). Reitz, Stefan ; Koehl, Alexandra ; Baltzer, Markus.
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8. Demand for Crash Insurance, Intermediary Constraints, and Risk Premia in Financial Markets. (2019). Chen, Hui ; Ni, Sophie X ; Joslin, Scott.
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9. Asset Returns Under Model Uncertainty: Evidence from the Euro Area, the US and the UK. (2019). Sousa, Ricardo.
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10. Integrated reporting: An accounting disclosure tool for high quality financial reporting. (2019). Iatridis, George Emmanuel ; Magnis, Chris ; Pavlopoulos, Athanasios.
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19. Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds. (2016). Vogt, Erik ; Crump, Richard ; Adrian, Tobias.
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39. Housing cycles and macroeconomic fluctuations: A global perspective. (2013). Cesa-Bianchi, Ambrogio.
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50. Bond Spreads as Predictors of Economic Activity in Eight European Economies. (). Mizen, Paul ; Bleaney, Michael ; Veleanu, Veronica.
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