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Items where Author is "Fernandez-Perez, A."

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Article

Fan, J. H., Fernandez-Perez, A., Fuertes, A-M. ORCID: 0000-0001-6468-9845 and Miffre, J. (2019). Speculative Pressure. Journal of Futures Markets, doi: 10.1002/fut.22085

Fernandez-Perez, A., Fuertes, A. ORCID: 0000-0001-6468-9845 and Miffre, J. (2019). A Comprehensive Appraisal of Style-Integration Methods. Journal of Banking and Finance, 105, pp. 134-150. doi: 10.1016/j.jbankfin.2019.05.016

Fernandez-Perez, A., Frijns, B., Fuertes, A. and Miffre, J. (2018). The Skewness of Commodity Futures Returns. Journal of Banking and Finance, 86, pp. 143-158. doi: 10.1016/j.jbankfin.2017.06.015

Fernandez-Perez, A., Fuertes, A. and Miffre, J. (2016). Commodity Markets, Long-Run Predictability and Intertemporal Pricing. Review of Finance, doi: 10.1093/rof/rfw034

Fuertes, A., Miffre, J. and Fernandez-Perez, A. (2015). Commodity strategies based on momentum, term structure, and idiosyncratic volatility. Journal of Futures Markets, 35(3), pp. 274-297. doi: 10.1002/fut.21656

This list was generated on Fri Aug 7 05:53:58 2020 UTC.