Browsing Faculty of Environment, Science and Economy by Author "Harris, RDF"
Now showing items 1-8 of 8
Issue Date | Title | Author(s) |
---|---|---|
20 December 2016 | The Dynamic Black-Litterman Approach to Asset Allocation | Harris, RDF; Stoja, E; Tan, L |
1 February 2017 | Dynamic Factor Long Memory Volatility | Harris, RDF; Nguyen, A |
10 June 2019 | Extreme downside risk and market turbulence | Harris, RDF; Nguyen, L; Stoja, E |
10 May 2018 | Financial market volatility, macroeconomic fundamentals and investor sentiment | Chiu, C-WJ; Harris, RDF; Stoja, E; et al. |
21 September 2017 | The intrinsic value of gold: an exchange rate-free price index | Harris, RDF; Shen, J |
14 June 2018 | Option-implied betas and the cross section of stock returns | Harris, RDF; Li, X; Qiao, F |
10 October 2017 | Soft power and exchange rate volatility | Cevik, S; Harris, RDF; Yilmaz, F |
25 February 2019 | Systematic extreme downside risk | Harris, RDF; Nguyen, L; Stoja, E |