Printed from https://ideas.repec.org/s/eme/jrfpps2.html
Content
January 2018, Volume 19, Issue 1
- 4-25 Blockchains and distributed ledgers in retrospective and perspective
by Alexander Lipton
December 2018, Volume 19, Issue 1
- 26-38 Case study of Lykke exchange: architecture and outlook
by Richard Olsen & Stefano Battiston & Guido Caldarelli & Anton Golub & Mihail Nikulin & Sergey Ivliev - 39-55 An innovative RegTech approach to financial risk monitoring and supervisory reporting
by Petros Kavassalis & Harald Stieber & Wolfgang Breymann & Keith Saxton & Francis Joseph Gross - 56-75 Using sentiment analysis to predict interday Bitcoin price movements
by Vytautas Karalevicius & Niels Degrande & Jochen De Weerdt - 76-92 From digital currencies to digital finance: the case for a smart financial contract standard
by Willi Brammertz & Allan I. Mendelowitz
November 2017, Volume 18, Issue 5
- 486-499 Product diversification, business structure, and firm performance in Taiwanese property and liability insurance sector
by Chen-Ying Lee - 500-522 The effect of monetary policy announcements and government interventions on the US insurance industry during the 2007-2009 crisis
by Martin F. Grace & Jannes Rauch & Sabine Wende - 523-540 Default prediction using balance-sheet data: a comparison of models
by Andreas Behr & Jurij Weinblat - 541-563 Bond valuation for generalized Langevin processes with integrated Lévy noise
by Alex Paseka & Aerambamoorthy Thavaneswaran - 564-580 Financial distress cost of Italian small and medium enterprises
by Andrea Quintiliani - 581-600 Residual foreign exchange risk: does CEO compensation matter?
by Ghassen Nouajaa & Jean-Laurent Viviani
August 2017, Volume 18, Issue 4
- 338-367 The impact of sovereign rating events on bank stock returns
by Haoshen Hu - 368-380 Exploring the relationship between macroeconomic indicators and sovereign credit default swap in Pakistan
by Abdul Rashid & Farooq Ahmad & Ammara Yasmin - 381-397 Banking stability in the MENA region during the global financial crisis and the European sovereign debt debacle
by Naama Trad & Houssem Rachdi & Abdelaziz Hakimi & Khaled Guesmi - 398-431 Time-varying beta during the 2008 financial crisis – evidence from North America and Western Europe
by Ikrame Ben Slimane & Makram Bellalah & Hatem Rjiba - 432-442 Interest rate convergence, sovereign credit risk and the European debt crisis: a survey
by Mario Gruppe & Tobias Basse & Meik Friedrich & Carsten Lange - 443-465 Interest rate, liquidity, and sovereign risk: derivative-based VaR
by Mariya Gubareva & Maria Rosa Borges - 466-483 Asset liability management and the euro crisis
by Miguel Rodriguez Gonzalez & Frederik Kunze & Christoph Schwarzbach & Christoph Dieng
May 2017, Volume 18, Issue 3
- 234-251 Enterprise risk management: a capability-based perspective
by Yevgen Bogodistov & Veit Wohlgemuth - 252-267 Systemic operational risk
by Thomas Kaspereit & Kerstin Lopatta & Suren Pakhchanyan & Jörg Prokop - 268-283 Estimates and inferences in accounting panel data sets: comparing approaches
by Felix Canitz & Panagiotis Ballis-Papanastasiou & Christian Fieberg & Kerstin Lopatta & Armin Varmaz & Thomas Walker - 284-302 Concentration and financial stability in the property-liability insurance sector: global evidence
by Muhammed Altuntas & Jannes Rauch - 303-310 Asset risk and leverage under information asymmetry
by Pascal Nguyen - 311-325 Markov regenerative credit rating model
by Puneet Pasricha & Dharmaraja Selvamuthu & Viswanathan Arunachalam - 326-335 Macroprudential measures in the housing markets – a note on the empirical literature
by Essi Eerola
March 2017, Volume 18, Issue 2
- 122-144 CDS spreads as an independent measure of credit risk
by Florian Kiesel & Jonathan Spohnholtz - 145-158 Corporate reputation and reputation risk
by Christian Eckert - 159-185 Can mutual fund flows serve as market risk sentiment?
by Hsin-Hui Chiu & Lu Zhu - 186-213 How do derivative securities affect bank risk and profitability?
by Amit Ghosh - 214-231 PRIX – A risk index for global private investors
by Sebastian Stöckl & Michael Hanke & Martin Angerer
January 2017, Volume 18, Issue 1
- 2-20 The impact of time discretization on solvency measurement
by Hato Schmeiser & Daliana Luca - 21-47 Risk management and managerial mindset
by Ronald William Eastburn & Alex Sharland - 48-54 Municipal bond insurance: identifying the best payment plan
by Andrew Kalotay & Leslie Abreo - 55-75 A longevity basis risk analysis in a joint FDM framework
by Valeria D’Amato & Mariarosaria Coppola & Susanna Levantesi & Massimiliano Menzietti & Maria Russolillo - 76-87 Risk measures computation by Fourier inversion
by Ngoc Quynh Anh Nguyen & Thi Ngoc Trang Nguyen - 88-118 Back-testing extreme value and Lévy value-at-risk models
by Sharif Mozumder & Michael Dempsey & M. Humayun Kabir
November 2016, Volume 17, Issue 5
- 474-491 What do we know about cyber risk and cyber risk insurance?
by Martin Eling & Werner Schnell - 492-509 Airline fuel hedging and management ownership
by Timo Korkeamäki & Eva Liljeblom & Markus Pfister - 510-544 Announced versus canceled bank mergers and acquisitions
by Armin Varmaz & Jonas Laibner - 545-561 Is there a priced risk factor associated with conservatism?
by Kerstin Lopatta & Felix Canitz & Christian Fieberg - 562-584 Can speed kill?
by Doriana Cucinelli
August 2016, Volume 17, Issue 4
- 374-389 Stand-alone vs systemic risk-taking of financial institutions
by Sascha Strobl - 390-404 A Bayesian inference model for the credit rating scale
by Philipp Gmehling & Pierfrancesco La Mura - 405-427 Portfolio dynamics under illiquidity
by Axel Buchner - 428-445 RiskTRACK: the five-factor model for measuring risk tolerance
by Hunter Matthew Holzhauer & Xing Lu & Robert McLeod & Jun Wang - 446-455 Time variation paths of risk sensitivities of bank stocks in the past two decades
by Kaiyi Chen & Ling T. He & R.B. Lenin - 456-472 Sensitivity analysis of market and stock returns by considering positive and negative jumps
by Ourania Theodosiadou & Vassilis Polimenis & George Tsaklidis
May 2016, Volume 17, Issue 3
- 262-276 An investor’s perspective on risk-models and characteristic-models
by Christian Fieberg & Thorsten Poddig & Armin Varmaz - 277-294 What transaction costs are acceptable in life insurance products from the policyholders’ viewpoint?
by Hato Schmeiser & Joël Wagner - 295-309 On portfolio optimization
by Theo Berger & Christian Fieberg - 310-327 Toward an optimal hedging strategy considering earnings volatility through fair value accounted financial derivatives
by Eva Marie Ebach & Michael Hertel & Andreas Lindermeir & Timm Tränkler - 328-346 Private firm pricing and propensity to go public: evidence from mutual funds holdings
by Mariluz Alverio & Javier Rodríguez - 347-369 Study of REIT ETF beta
by Stoyu I. Ivanov
March 2016, Volume 17, Issue 2
- 130-151 Survival analysis of supply chain financial risk
by Scott Dellana & David West - 152-168 The relevance of credit ratings over the business cycle
by Christian Fieberg & Richard Lennart Mertens & Thorsten Poddig - 169-193 CDS and bank ownership structures: does the credit side show who advocates more risk?
by Dennis Froneberg & Florian Kiesel & Dirk Schiereck - 194-217 Credit risk signals in CDS market vs agency ratings
by Michael Jacobs Jr & Ahmet K. Karagozoglu & Dina Naples Layish - 218-244 Process landscape and efficiency in non-life insurance claims management
by Nils Mahlow & Joël Wagner - 245-260 Capital structure dynamics among SMEs: Swedish empirical evidence
by Darush Yazdanfar & Peter Öhman
January 2016, Volume 17, Issue 1
- 2-25 The market’s reaction to unexpected, catastrophic events
by Phillip Humphrey & David A. Carter & Betty Simkins - 26-45 Supporting strategic success through enterprise-wide reputation risk management
by Nadine Gatzert & Joan Schmit - 46-79 The impact of auditing strategies on insurers’ profitability
by Katja Müller & Hato Schmeiser & Joël Wagner - 80-92 Does risk affect capital structure adjustments?
by Abdul Rashid - 93-109 Information-theoretic approach to quantifying currency risk
by Paweł Fiedor & Artur Hołda - 110-128 Equilibrium liquidity premia of private equity funds
by Axel Buchner
November 2015, Volume 16, Issue 5
- 486-497 Bad assets options and bank resolution in Europe
by Karsten Paetzmann - 498-518 The value relevance of “too-big-to-fail” guarantees
by Armin Varmaz & Christian Fieberg & Jörg Prokop - 519-535 Operational risk capital charges (Basel II): factoring in external loss data to the internal datasets
by Lukasz Prorokowski - 536-553 Does R & D create or resolve uncertainty?
by George Blazenko & Wing Him Yeung - 554-574 Macro stress test for credit risk
by Masayasu Kanno
August 2015, Volume 16, Issue 4
- 378-394 Are credit rating agency analysts valuable?
by Rahmi Erdem Aktug & Nandu (Nandkumar) Nayar & Jesus M Salas - 395-406 What drives tail risk in aggregate European equity markets?
by Harald Kinateder - 407-424 Securitization of disability risk via bonds and swaps
by Alexander Hendrik Maegebier - 425-443 Regulation of uncovered sovereign credit default swaps – evidence from the European Union
by Florian Kiesel & Felix Lücke & Dirk Schiereck - 444-462 Issuers’ credit risk and pricing of warrants in the recent financial crisis
by Andrea Schertler & Saskia Stoerch - 463-482 The dynamics of risk premium: the case of the Taiwan real estate market
by Vijay Kumar Vishwakarma
May 2015, Volume 16, Issue 3
- 220-232 Location of banks and their credit ratings
by Eric van Loon & Jakob de Haan - 233-252 Big is beautiful: the information content of bank rating changes
by Christian Fieberg & Finn Marten Körner & Jörg Prokop & Armin Varmaz - 253-283 Rating sovereign debt in a monetary union – original sin by transnational governance
by Finn Marten Körner & Hans-Michael Trautwein - 284-302 Financial regulation, collective cognition, and nation state crisis management
by William Patrick Forbes & Sheila O Donohoe & Jörg Prokop - 303-320 Heterogeneous investors and trading platforms competition
by Nathalie Oriol & Alexandra Rufini & Dominique Torre - 321-343 Sustainability vs credibility of fiscal consolidation
by Giuliana Passamani & Roberto Tamborini & Matteo Tomaselli - 344-376 Does compliance with the German Corporate Governance Code pay off?
by Thomas Kaspereit & Kerstin Lopatta & Jochen Zimmermann
March 2015, Volume 16, Issue 2
- 122-144 Risk management in SMEs: a systematic review of available evidence
by Eva Maria Falkner & Martin R.W. Hiebl - 145-163 Multivariate credit portfolio management using cluster analysis
by Stefan Klotz & Andreas Lindermeir - 164-169 Hedging and debt overhang: a conceptual note
by Jacques A. Schnabel - 170-189 Computing value-at-risk using genetic algorithm
by Bhanu Sharma & Ruppa K. Thulasiram & Parimala Thulasiraman - 190-196 A note on dynamic hedging
by Moawia Alghalith & Christos Floros & Ricardo Lalloo - 197-214 Portfolio diversification during monetary loosening policy
by Kamil Makiel
January 2015, Volume 16, Issue 1
- 2-26 Risk profiles for re-profiling the sovereign debt of crisis countries
by Andrea Consiglio & Stavros Zenios - 27-48 Joint pricing of VIX and SPX options with stochastic volatility and jump models
by Thomas Kokholm & Martin Stisen - 49-72 Measuring infrastructure investment option value
by Gabriel J Power & Charli D. Tandja M. & Josée Bastien & Philippe Grégoire - 73-101 How do family ownership and founder management affect capital structure decisions and adjustment of SMEs?
by Johann Burgstaller & Eva Wagner - 102-118 Debt financing and firm performance: an empirical study based on Swedish data
by Darush Yazdanfar & Peter Öhman
November 2014, Volume 15, Issue 5
- 482-509 Characteristics and development of corporate and sovereign CDS
by Christina E. Bannier & Thomas Heidorn & Heinz-Dieter Vogel - 510-532 The relative informational efficiency of stocks, options and credit default swaps during the financial crisis
by Maria Chiara Amadori & Lamia Bekkour & Thorsten Lehnert - 533-554 Capital requirements or pricing constraints?
by Sebastian Schlütter - 555-571 Life cycle and performance among SMEs: Swedish empirical evidence
by Darush Yazdanfar & Peter Öhman - 572-590 Herding behaviour and volatility in the Athens Stock Exchange
by Petros Messis & Achilleas Zapranis - 591-611 Generating historically-based stress scenarios using parsimonious factorization
by Alexander Bogin & William Doerner
August 2014, Volume 15, Issue 4
- 316-333 Back to the future: 900 years of securitization
by Bonnie Buchanan - 334-384 Self-reporting under SEC Reg AB and transparency in securitization
by Joseph R. Mason & Michael B. Imerman & Hong Lee - 385-416 The pricing of hedging longevity risk with the help of annuity securitizations
by Jonas Lorson & Joël Wagner - 417-436 The use and determinants of credit derivatives in Italian banks
by Eleonora Broccardo & Maria Mazzuca & Elmas Yaldiz - 437-457 Executive compensation and securitization: pre-and post-crisis
by Elizabeth Cooper & Andrew Kish - 458-478 Securitization and Italian banks’ risk during the crisis
by Francesca Battaglia & Maria Mazzuca
May 2014, Volume 15, Issue 3
- 214-233 Shadow credit and the private, middle market
by Craig Anthony Zabala & Jeremy M. Josse - 234-247 A robust pricing of specific structured bonds with coupons
by Anastasios Evgenidis & Costas Siriopoulos - 248-263 Loss reserve variability and loss reserve errors
by Enoch Nii Boi Quaye & Charles Andoh & Anthony Q.Q. Aboagye - 264-274 Fundamental indexation for bond markets
by Marielle de Jong & Hongwen Wu - 275-293 Operational drivers affecting credit risk of mutual guarantee institutions
by Lorenzo Gai & Federica Ielasi - 294-311 Tail events in the FX markets since 1740
by Kim Abildgren
March 2014, Volume 15, Issue 2
- 102-109 Incentives for complexity in financial regulation
by Tom Berglund - 110-130 A note on the appropriate choice of risk measures in the solvency assessment of insurance companies
by Joël Wagner - 131-148 Jointly estimating jump betas
by Vassilis Polimenis & Ioannis Papantonis - 149-179 Impacts of the US macroeconomic news on Asian stock markets
by Tho Nguyen & Chau Ngo - 180-194 Analysis of the impact of improved market trading efficiency on the speculation-hedging relation
by Stoyu I. Ivanov - 195-209 Forecasting bank credit ratings
by Periklis Gogas & Theophilos Papadimitriou & Anna Agrapetidou
January 2014, Volume 15, Issue 1
- 4-32 Multiple-period market risk prediction under long memory: when VaR is higher than expected
by Harald Kinateder & Niklas Wagner - 33-51 Cross market price support and agricultural development
by Leslie J. Verteramo Chiu & Calum G. Turvey - 52-70 Models for predicting default: towards efficient forecasts
by Fernando Castagnolo & Gustavo Ferro - 71-93 Concentration risk model for Greek bank's credit portfolio
by Constantinos Lefcaditis & Anastasios Tsamis & John Leventides - 94-98 Why do venture capitalists use such high discount rates?
by Sanjai Bhagat
November 2013, Volume 14, Issue 5
- 436-452 On the relevance of premium payment schemes for the performance of mutual funds with investment guarantees
by Nadine Gatzert - 453-467 Managing and trading sovereign risk using credit derivatives and government markets
by Samuel Pollege & Peter N. Posch - 468-489 Remodeling of risk management in banking: evidence from the sub-continent and gulf
by Ahmad Raza Bilal & Noraini Bt. Abu Talib & Mohd Noor Azli Ali Khan - 490-497 A complete agro-financial service framework for emerging economies
by Kunal Goel
August 2013, Volume 14, Issue 4
- 320-343 The significance of regulatory orientation, political stability and culture on consumption and price adequacy in insurance markets
by W. Jean Kwon - 344-352 Solvency capital requirement for insurance products via dynamic cash flow matching under lattice models
by Alfred Ka Chun Ma & Justina Yuen Ki Cheung - 353-377 Multi‐year non‐life insurance risk
by Dorothea Diers & Martin Eling & Christian Kraus & Marc Linde - 378-391 Firm size and risk taking in Malaysia's insurance industry
by Tuan Hock Ng & Lee Lee Chong & Hishamuddin Ismail - 392-413 Research on lapse in life insurance: what has been done and what needs to be done?
by Martin Eling & Michael Kochanski - 414-431 An innovative form of credit enhancement for securitized reverse mortgages
by Carlos E. Ortiz & Charles A. Stone & Anne Zissu
May 2013, Volume 14, Issue 3
- 200-233 Assessing the model risk with respect to the interest rate term structure under Solvency II
by Michael Martin - 234-250 Modeling parameter risk in premium risk in multi‐year internal models
by Dorothea Diers & Martin Eling & Marc Linde - 251-265 Earthquake insurance for Greece: comparative analysis and pricing issues
by Aglaia Petseti & Milton Nektarios - 266-285 Modeling the effect of CEO power on efficiency
by Walid Bahloul & Nizar Hachicha & Abdelfettah Bouri - 286-302 The financial performance of life insurance companies in Ghana
by Joseph Oscar Akotey & Frank G. Sackey & Lordina Amoah & Richard Frimpong Manso - 303-314 A study on factors influencing claims in general insurance business in India
by T. Joji Rao & Krishan K. Pandey
February 2013, Volume 14, Issue 2
- 108-119 What is the driving force behind consolidations in the insurance market?
by Mahito Okura & Noriyoshi Yanase - 120-128 The relationship between moral hazard and insurance fraud
by Mahito Okura - 129-139 Optimal insurance risk allocation with steepest ascent and genetic algorithms
by SiewMun Ha - 140-158 Longevity risk and survivor derivative pricing
by Paul Dawson & Hai Lin & Yangshu Liu - 159-178 Comparison of temperature models using heating and cooling degree days futures
by Ahmet Göncü - 179-196 Differences in the risk management practices of Islamic versus conventional financial institutions in Pakistan
by Owais Shafique & Nazik Hussain & M. Taimoor Hassan
January 2013, Volume 14, Issue 1
- 4-19 Atlantic hurricane forecast: a statistical analysis
by Siamak Daneshvaran & Maryam Haji - 20-34 Quantifying spatial basis risk for weather index insurance
by Michael T. Norton & Calum Turvey & Daniel Osgood - 35-48 Pricing ruin‐contingent life annuity under stochastic volatility
by Ning Rong & Farzad Alavi Fard - 49-70 Risk aversion in family firms: what do we really know?
by Martin R.W. Hiebl - 71-86 Is the risk management committee only a procedural compliance?
by Tuan‐Hock Ng & Lee‐Lee Chong & Hishamuddin Ismail - 87-99 Empirical estimation of default and asset correlation of large corporates and banks in India
by Arindam Bandyopadhyay & Sonali Ganguly - 100-102 Learn from insurance: cyber bore
by Michael Mainelli
November 2012, Volume 13, Issue 5
- 396-423 The impact of natural hedging on a life insurer's risk situation
by Nadine Gatzert & Hannah Wesker - 424-437 A multi‐year risk capital concept for internal models and enterprise risk management
by Dorothea Diers - 438-475 The determinants of frequency and severity of operational losses in Tunisian insurance industry
by Wael Hemrit & Mounira Ben Arab - 476-490 Zero‐modified discrete distributions for operational risk modelling
by Younès Mouatassim - 491-506 Small businesses and risk contingent credit
by Calum G. Turvey & Vicki L. Bogan & Cao Yu - 507-516 The tale of the tail: extreme‐value patterns of financial returns
by Angelo Corelli
August 2012, Volume 13, Issue 4
- 280-284 Short monetary systems: take a risk, create money
by Michael Mainelli - 285-308 The risk of model misspecification and its impact on solvency measurement in the insurance sector
by Hato Schmeiser & Caroline Siegel & Joël Wagner - 309-319 Backtesting the solvency capital requirement for longevity risk
by Mariarosaria Coppola & Valeria D'Amato - 320-346 Market‐consistent embedded value in non‐life insurance: how to measure it and why
by Dorothea Diers & Martin Eling & Christian Kraus & Andreas Reuß - 347-361 Leverage, product diversity and performance of general insurers in Malaysia
by Soon‐Yau Foong & Razak Idris - 362-380 Analyzing the technical efficiency of insurance companies in GCC
by Khalid Al‐Amri & Said Gattoufi & Saeed Al‐Muharrami - 381-391 Hazardous immorality: strategic externalization of risk and credit pricing
by Zaneta Chapman & Thomas Getzen
May 2012, Volume 13, Issue 3
- 184-198 The merits of pooling claims revisited
by Nadine Gatzert & Hato Schmeiser - 199-214 Integrated risk management in agriculture: an inductive research
by Sonit Singla & Mahim Sagar - 215-239 Risk management practices of conventional and Islamic banks in Bahrain
by Hameeda Abu Hussain & Jasim Al‐Ajmi - 240-261 The life security system for Chinese families in compliance with the family planning policy
by Guojun Wang & Xing Su - 262-268 Testing dominant theories and assumptions in behavioral finance
by Moawia Alghalith & Christos Floros & Marla Dukharan - 269-276 What has changed? The development of corporate governance in Malaysia
by Sulaiman Alnasser
February 2012, Volume 13, Issue 2
- 100-117 Long term versus warm phase, part I: hurricane frequency analysis
by Siamak Daneshvaran & Maryam Haji - 118-132 Long term versus warm phase, part II: hurricane loss analysis
by Siamak Daneshvaran & Maryam Haji - 133-147 Determinants of narrative risk disclosures in UK interim reports
by Hany Elzahar & Khaled Hussainey - 148-159 Risk management practices in Islamic banks of Pakistan
by Sania Khalid & Shehla Amjad - 160-170 Measuring risk and financial support for NPPs using Monte Carlo simulation
by Hosein Piranfar & Omar Masood - 171-178 To be or not: feeding information in standard minority games
by Angelo Corelli
January 2012, Volume 13, Issue 1
- 4-12 New evidence for underwriting cycles in US property‐liability insurance
by Dorina Lazar & Michel Denuit - 13-31 Industry loss warranties: contract features, pricing, and central demand factors
by Nadine Gatzert & Hato Schmeiser - 32-44 Pricing temperature‐based weather derivatives in China
by Ahmet Göncü - 45-60 Modelling rain risk: a multi‐order Markov chain model approach
by Markus Stowasser - 61-76 Evaluating the cost efficiency of insurance companies in Ghana
by Kwadjo Ansah‐Adu & Charles Andoh & Joshua Abor - 77-94 Parsimonious exposure‐at‐default modeling for unfunded loan commitments
by Pinaki Bag & Michael Jacobs
November 2011, Volume 12, Issue 5
- 356-370 Long memory properties and asymmetric effects of emerging equity market
by Turkhan Ali Abdul Manap & Salina H. Kassim - 371-388 An empirical comparative analysis of various issues of foreign trade among firms in South‐East Asian countries
by Rajeshwar Sirpal - 389-399 US macroeconomic news spillover effects on Vietnamese stock market
by Tho Nguyen - 400-408 The subprime crisis and stock index futures markets integration
by Bakri Abdul Karim & Mohamad Jais & Samsul Ariffin Abdul Karim - 409-420 Corporate derivatives and foreign exchange risk management
by Talat Afza & Atia Alam - 421-434 Constructing stress tests
by John B. Abbink - 435-444 Small enough to fail: a systems approach to financial systems reform
by Michael Mainelli & Bernard Manson
August 2011, Volume 12, Issue 4
- 252-269 Solvency analysis and demographic risk measures
by Mariarosaria Coppola & Emilia Di Lorenzo & Albina Orlando & Marilena Sibillo - 270-290 The structural fragility of financial systems
by Dieter Gramlich & Mikhail V. Oet - 291-305 Bet doubling in gambling and investing
by Zaneta Chapman & Thomas Getzen - 306-314 A conditional CAPM: implications for systematic risk estimation
by Alexandros Milionis - 315-328 Hybrid forecasting models for S&P 500 index returns
by Akihiro Fukushima - 329-338 Revisiting the capital‐structure puzzle: UK evidence
by Basil Al‐Najjar & Khaled Hussainey - 339-347 How does private firms' investment respond to uncertainty?
by Abdul Rashid - 348-350 Money in a time of choleric: Basel blows the bubbles
by Michael Mainelli