Volume 19, issue 2, March 2018

6 articles in this issue

Exploiting uncertainty with market timing in corporate bond markets

Authors
- Demir Bektić
- Tobias Regele
- Content type: Original Article
- Published: 27 September 2017
- Pages: 79 - 92
“Safe” stocks

Authors
- Wai Mun Fong
- Content type: Invited Editorial
- Published: 27 April 2017
- Pages: 93 - 98
An innovative risk management methodology for trading equity indices based on change points

Authors
- Josua Gösmann
- Daniel Ziggel
- Content type: Original Article
- Published: 27 September 2017
- Pages: 99 - 109
Dead alphas as risk factors

Authors
- Zura Kakushadze
- Willie Yu
- Content type: Invited Editorial
- Published: 18 September 2017
- Pages: 110 - 115
US sector rotation with five-factor Fama–French alphas

Authors
- Golam Sarwar
- Cesario Mateus
- Natasa Todorovic
- Content type: Original Article
- Published: 22 November 2017
- Pages: 116 - 132
Systemic risk spillovers in sovereign credit default swaps in Europe: a spatial approach

Authors
- Mehdi Mili
- Content type: Original Article
- Published: 28 November 2017
- Pages: 133 - 143