E-LIB Suche - Ergebnisse für: Jondeau, Eric

1

The Impact of Green Investors on Stock Prices

NBER working paper series, no. w32317

Cheng, Gong ; Jondeau, Eric ; Mojon, Benoit. , 2024

2

Deconstructing ESG scores: investing at the category score ..:

Ehlers, Torsten ; Elsenhuber, Ulrike ; Jegarasasingam, Anandakumar.
Journal of Asset Management. 25 (2024) 3 - p. 222-244 , 2024

Link: https://doi.org/10.1057/..

3

Greening the Swiss National Bank's Portfolio:

Fahlenbrach, Rüdiger ; Jondeau, Eric ; Ellul, Andrew
The Review of Corporate Finance Studies. 12 (2023) 4 - p. 792-833 , 2023

Link: https://doi.org/10.1093/..

4

Bank capital shortfall in the euro area:

Jondeau, Eric ; Sahuc, Jean-Guillaume
Journal of Financial Stability. 62 (2022) - p. 101070 , 2022

Link: https://doi.org/10.1016/..

5

Predicting the stressed expected loss of large U.S. banks:

Jondeau, Eric ; Khalilzadeh, Amir
Journal of Banking & Finance. 134 (2022) - p. 106321 , 2022

Link: https://doi.org/10.1016/..

6

Skewness and index futures return:

Jondeau, Eric ; Wang, Xuewu ; Yan, Zhipeng.
Journal of Futures Markets. 40 (2020) 11 - p. 1648-1664 , 2020

Link: https://doi.org/10.1002/..

7

When Are Stocks Less Volatile in the Long Run?:

Jondeau, Eric ; Zhang, Qunzi ; Zhu, Xiaoneng
Journal of Financial and Quantitative Analysis. 56 (2020) 4 - p. 1228-1258 , 2020

Link: https://doi.org/10.1017/..

8

Average skewness matters:

Jondeau, Eric ; Zhang, Qunzi ; Zhu, Xiaoneng
Journal of Financial Economics. 134 (2019) 1 - p. 29-47 , 2019

Link: https://doi.org/10.1016/..

9

Periodic or generational actuarial tables: which one to cho..:

Arnold, Séverine ; Jijiie, Anca ; Jondeau, Eric.
European Actuarial Journal. 9 (2019) 2 - p. 519-554 , 2019

Link: https://doi.org/10.1007/..

10

Moment Component Analysis: An Illustration With Internation..:

Jondeau, Eric ; Jurczenko, Emmanuel ; Rockinger, Michael
Journal of Business & Economic Statistics. 36 (2018) 4 - p. 576-598 , 2018

Link: https://www.jstor.org/st..

11

Predicting Long‐Term Financial Returns: VAR versus DSGE Mod..:

JONDEAU, ERIC ; ROCKINGER, MICHAEL
Journal of Money, Credit and Banking. 51 (2018) 8 - p. 2239-2291 , 2018

Link: https://doi.org/10.1111/..

12

Collateralization, leverage, and stressed expected loss:

Jondeau, Eric ; Khalilzadeh, Amir
Journal of Financial Stability. 33 (2017) - p. 226-243 , 2017

Link: https://doi.org/10.1016/..

13

Moment Component Analysis: An Illustration With Internation..:

Jondeau, Eric ; Jurczenko, Emmanuel ; Rockinger, Michael
Journal of Business & Economic Statistics. 36 (2017) 4 - p. 576-598 , 2017

Link: https://doi.org/10.1080/..

14

Asymmetry in tail dependence in equity portfolios:

Jondeau, Eric
Computational Statistics & Data Analysis. 100 (2016) - p. 351-368 , 2016

Link: https://doi.org/10.1016/..

15

The dynamics of squared returns under contemporaneous aggre..:

Jondeau, Eric
Journal of Empirical Finance. 32 (2015) - p. 80-93 , 2015

Link: https://doi.org/10.1016/..