Martin Martens - Publications, H-index & Citations

Martin Martens

uoc universitat oberta de catalunya

23H指数

92论文数

3.1K被引数

收录论文 8

发表时间

Predicting Bond Returns: 70 Years of International Evidence

FINANCIAL ANALYSTS JOURNAL

IF2.2

2021-05-24

OAAI

Baltussen, Guido; Martens, Martin; Penninga, Olaf

Carry Investing on the Yield Curve

FINANCIAL ANALYSTS JOURNAL

IF2.2

2019-08-11

PREAI

Martens, Martin; Beekhuizen, Paul; Duyvesteyn, Johan; Zomerdijk, Casper

Forecasting volatility with the realized range in the presence of noise and non-trading

NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE

IF3.9

2013-12-01

OAAI

Bannouh, Karim; Martens, Martin; van Dijk, Dick

Asymmetric effects of federal funds target rate changes on S&P100 stock returns, volatilities and correlations

JOURNAL OF BANKING & FINANCE

IF3.8

2010-04-01

119

PREAI

Chulia, Helena; Martens, Martin; van Dijk, Dick

Forecasting S&P 500 volatility: Long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements

INTERNATIONAL JOURNAL OF FORECASTING

IF7.1

2009-04-01

108

PREAI

Martens, Martin; van Dijk, Dick; de Pooter, Michiel

Measuring volatility with the realized range

JOURNAL OF ECONOMETRICS

IF4

2007-05-01

192

OAAI

Martens, Martin; van Dijk, Dick

Returns synchronization and daily correlation dynamics between international stock markets

JOURNAL OF BANKING & FINANCE

IF3.8

2001-10-01

153

PREAI

Martens, M; Poon, SH

The inefficiency of Reuters foreign exchange quotes

JOURNAL OF BANKING & FINANCE

IF3.8

1998-03-01

PREAI

Martens, M; Kofman, P

研究方向