What determines Euro area bank CDS spreads?

Jan Annaert, Marc De Ceuster, Patrick Van Roy, +1

Journal of International Money and Finance

Monetary PolicyEconomicsInternational FinanceEurocurrency MarketBusiness +3

Performance evaluation of portfolio insurance strategies using stochastic dominance criteria

Jan Annaert, Sofieke Van Osselaer, Bert Verstraete

Journal of Banking & Finance

Portfolio OptimizationAsset PricingPortfolio SelectionAccountingRisk Management +11

Determinants of mutual fund underperformance: A Bayesian stochastic frontier approach

Jan Annaert, Julien van den Broeck, Rudi Vander Vennet

European Journal of Operational Research

EconomicsPortfolio OptimizationFinancial EconomicsAsset PricingMutual Fund Underperformance +10

New Belgian Stock Market Returns: 1832–1914

Jan Annaert, Frans Buelens, Marc J.K. De Ceuster

Explorations in Economic History

Empirical FinanceEconomicsFinancial EconomicsAsset PricingInternational Finance +3

To Be or Not Be …‘Too Late’: The Case of the Belgian Semi‐annual Earnings Announcements

Jan Annaert, Marc J.K. De Ceuster, Ruud Polfliet, +1

Journal of Business Finance &amp Accounting

Interim ReportsAverage Reporting LagFinancial EconomicsAccountingAccounting Policy +9

Do universal banks create value? Universal bank affiliation and company performance in Belgium, 1905–1909

Wouter Van Overfelt, Jan Annaert, Marc De Ceuster, +1

Explorations in Economic History

Financial SystemInternational FinanceBusiness HistoryUniversal Bank AffiliationCompany Performance +6

Estimating the spot rate curve using the Nelson–Siegel model

Jan Annaert, Anouk G.P. Claes, Marc J.K. De Ceuster, +1

International Review of Economics & Finance

Parameter EstimationEngineeringEconometricsCurve FittingCurve Modeling +3

Time Variation in Mutual Fund Style Exposures

Jan Annaert, Geert Van Campenhout

European Finance Review

Performance Evaluation of Portfolio Insurance Strategies Using Stochastic Dominance Criteria

Jan Annaert, Sofie Van Osselaer, Bert Verstraete

SSRN Electronic Journal

Portfolio OptimizationAsset PricingPortfolio SelectionAccountingRisk Management +11

Are blue chip stock market indices good proxies for all-shares market indices? The case of the Brussels Stock Exchange 1833–2005

Jan Annaert, Frans Buelens, Ludo Cuyvers, +3

Financial History Review

Empirical FinanceFinancial EconomicsAsset PricingStock PricesBrussels Stock Exchange +13