| Estimating the spot rate curve using the Nelson–Siegel model: A ridge regression approach J Annaert, AGP Claes, MJK De Ceuster, H Zhang International Review of Economics & Finance 27, 482-496, 2013 | 95 | 2013 |
| Estimating the spot rate curve using the Nelson–Siegel model: A ridge regression approach J Annaert, AGP Claes, MJK De Ceuster, H Zhang International Review of Economics & Finance 27, 482-496, 2013 | 95 | 2013 |
| Anatomy of the Eurobond market 1980–2000 A Claes, MJK De Ceuster, R Polfliet European Financial Management 8 (3), 373-385, 2002 | 53 | 2002 |
| Intertemporal stability of the European credit spread co-movement structure1 J Annaert, AGP Claes, MJK De Ceuster The European Journal of Finance 12 (1), 23-32, 2006 | 19 | 2006 |
| Intertemporal stability of the European credit spread co-movement structure1 J Annaert, AGP Claes, MJK De Ceuster The European Journal of Finance 12 (1), 23-32, 2006 | 19 | 2006 |
| Estimating the economics Nobel Prize laureates' achievement from their fame AGP Claes, MJK De Ceuster Applied Economics Letters 20 (9), 884-888, 2013 | 17 | 2013 |
| Estimating the Yield Curve Using the Nelson‐Siegel Model J Annaert, AGP Claes, MJK De Ceuster, H Zhang Belgium, Universiteit Antwerpen, 2000 | 11 | 2000 |
| How do stocks react after extreme daily returns? The Dutch case A Claes, M De Ceuster, H Zhang Dynamics in economics: Essays in honour of Joseph Plasmans, 11-24, 2010 | 7 | 2010 |
| Framing the individual investor: The case of capital guaranteed funds J Annaert, A Claes, M Ceuster European Financial Management Symposium, 2005 | 7 | 2005 |
| Estimating the long rate and its volatility J Annaert, AGP Claes, MJK De Ceuster, H Zhang Economics letters 129, 100-102, 2015 | 5 | 2015 |
| The estimation of Svensson model term structures and their volatilities J Annaert, AGP Claes, MJK De Ceuster, H Zhang Available at SSRN 2054693, 2012 | 3 | 2012 |
| Does the Compass Rose pattern matter for testing normality? J Annaert, A Claes, M De Ceuster | 3 | 2003 |
| Constructing the US interest rate volatility index AGP Claes, MJK De Ceuster, R Lópezc, E Navarroc Working paper, University of Antwerp, 2010 | 2 | 2010 |
| Single name credit default swap valuation: a review AGP Claes, MJK De Ceuster Credit risk: models derivatives and management/Wagner, Niklas [edit.], 3-19, 2008 | 1 | 2008 |
| Real estate, QE and mortgage loans–Is there a perfect storm on its way? J Annaert, A Claes, M De Ceuster, J Vandenbruaene Forum financier: revue bancaire et financière 2019, 107, 2019 | | 2019 |
| Wat verstaat u onder KYC? J Annaert, A Claes, M De Ceuster | | 2016 |
| Empirical Evidence on the Characteristics of the Hong Kong Money Market J Annaert, AGP Claes, MJK De Ceuster, H Zhang 26th Australasian Finance and Banking Conference, 2013 | | 2013 |
| Extrapolation of Long-Term Rates and Their Volatilities with the Svensson Model J Annaert, AGP Claes, MJK De Ceuster, H Zhang | | 2013 |
| Short Term Stock Market Effects of the Disclosure of the Second EuropeanStress Test Results A Claes, M De Ceuster, F Wu, H Zhang International Research Journal of Applied Finance, 376, 2012 | | 2012 |
| Financieel Rekenen met Microsoft Excel İ MJK De Ceuster, A Claes | | 2009 |
