Now showing items 1-8 of 8

    Issue DateTitleAuthor(s)
    20 December 2016The Dynamic Black-Litterman Approach to Asset Allocation  Harris, RDF; Stoja, E; Tan, L
    1 February 2017Dynamic Factor Long Memory Volatility  Harris, RDF; Nguyen, A
    10 June 2019Extreme downside risk and market turbulence  Harris, RDF; Nguyen, L; Stoja, E
    10 May 2018Financial market volatility, macroeconomic fundamentals and investor sentiment  Chiu, C-WJ; Harris, RDF; Stoja, E; et al.
    21 September 2017The intrinsic value of gold: an exchange rate-free price index  Harris, RDF; Shen, J
    14 June 2018Option-implied betas and the cross section of stock returns  Harris, RDF; Li, X; Qiao, F
    10 October 2017Soft power and exchange rate volatility  Cevik, S; Harris, RDF; Yilmaz, F
    25 February 2019Systematic extreme downside risk  Harris, RDF; Nguyen, L; Stoja, E