Taylor and Francis Journals
European Journal of Finance
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2008, Volume 14, Issue 5
- 427-449 A further extension of duration-dependent models
by Akifumi Isogai & Satoru Kanoh & Toshifumi Tokunaga
2008, Volume 14, Issue 4
- 273-280 Takeover defenses, golden parachutes, and bargaining over stochastic synergy gains: a note on optimal contracting
by Atreya Chakraborty & Abdikarim Farah & John Barkoulas - 281-298 Trading strategies based on term structure model residuals
by Rainer Jankowitsch & Michaela Nettekoven - 299-314 Size effect, methodological issues and 'risk-to-default': evidence from the UK stock market
by Panagiotis Andrikopoulos & Arief Daynes & David Latimer & Paraskevas Pagas - 315-336 Reserve overstocking in a highly integrated world. New evidence from Asia and Latin America
by Giulio Cifarelli & Giovanna Paladino - 337-358 Performance of closely held firms in Russia: evidence from firm-level data
by Andrei Kuznetsov & Rostislav Kapelyushnikov & Natalya Dyomina
2008, Volume 14, Issue 3
- 179-193 A change of focus: Stock market reclassification in the UK
by Bryan Mase - 195-210 Dividends, prices and the present value model: firm-level evidence
by John Goddard & David Mcmillan & John Wilson - 211-223 Empirical investigation of stock index futures market efficiency: the case of the Athens Derivatives Exchange
by Panayiotis Andreou & Yiannos Pierides - 225-242 Trading time and trading activity: evidence from extensions of the NYSE trading day
by Ebenezer Asem & Aditya Kaul - 243-270 Hedging effectiveness of the Athens stock index futures contracts
by Manolis Kavussanos & Ilias Visvikis
2008, Volume 14, Issue 2
- 71-71 Preface
by Chris Adcock - 73-73 Editorial
by Jan Annaert & Marc De Ceuster - 91-113 Commodity volatility modelling and option pricing with a potential function approach
by Jasper Anderluh & Svetlana Borovkova - 115-135 The stability of bank efficiency rankings when risk preferences and objectives are different
by Michael Koetter - 137-156 Pricing Parisians and barriers by hitting time simulation
by J. H. M. Anderluh - 157-177 Residual value risk in the leasing industry: A European case
by Hugues Pirotte & Celine Vaessen
2008, Volume 14, Issue 1
- 1-21 Evidence of ex-dividend trading by investor tax category
by Karl Felixson & Eva Liljeblom - 23-31 Stochastic volatility in the Spanish stock market: a long memory model with a structural break
by Luis Gil-Alana & Juncal Cunado & Fernando Perez De Gracia - 33-47 What a delta hedge really does - a theoretical and pedagogical note
by S. D. Howell - 49-67 Will we pay in the same way?
by Sandra Deungoue
2007, Volume 14, Issue 2
- 75-89 Testing for changing persistence in US Treasury on/off spreads under weighted-symmetric estimation
by L. Vanessa Smith & Demosthenes Tambakis
2007, Volume 13, Issue 8
- 691-704 Modeling Conditional Skewness in Stock Returns
by Markku Lanne & Saikkonen Pentti - 705-715 Assessing the Time-Varying Interest Rate Sensitivity of Real Estate Securities
by Simon Stevenson & Patrick Wilson & Ralf Zurbruegg - 717-739 Algorithmic Trading Patterns in Xetra Orders
by Johannes Prix & Otto Loistl & Michael Huetl - 741-750 Asymmetric Mean Reversion in European Interest Rates: A Two-factor Model
by Gregory Koutmos & George Philippatos - 751-768 Anyone for Tennis (Betting)?
by David Forrest & Ian Mchale - 769-793 Sentiment and Financial Health Indicators for Value and Growth Stocks: The European Experience
by Ron Bird & Lorenzo Casavecchia
2007, Volume 13, Issue 7
- 595-619 Lognormal Approximation of Complex Path-Dependent Pension Scheme Payoffs
by Peter L�chte J�rgensen - 621-644 Volatility as an Asset Class: European Evidence
by Reinhold Hafner & Martin Wallmeier - 645-655 Factor-based, Non-parametric Risk Measurement Framework for Hedge Funds and Fund-of-Funds
by T. R. J. Goodworth & C. M. Jones - 657-667 Tax-Induced Trading and the Identity of the Marginal Investor: Evidence from Sweden
by Sven-Olov Daunfeldt - 669-687 Nonlinear Effects of Debt on Investment: Evidence from Dutch Listed Firms
by Hong Bo
2007, Volume 13, Issue 6
- 503-522 Estimating Beta-Coefficients of German Stock Data: A Non-Parametric Approach
by Maik Eisenbeiss & Goran Kauermann & Willi Semmler - 523-544 Skew Brownian Motion and Pricing European Options
by T. R. A. Corns & S. E. Satchell - 545-564 A Technique for Reducing Discretization Bias from Monte Carlo Simulations: Option Pricing under Stochastic Interest Rates
by Snorre Lindset & Arne-Christian Lund - 565-593 Determinants of Leverage and Agency Problems: A Regression Approach with Survey Data
by Abe De Jong & Ronald Van Dijk
2007, Volume 13, Issue 5
- 397-404 Conditions Ensuring the Decomposition of Asset Demand for All Risk-Averse Investors
by Kais Dachraoui & Georges Dionne - 405-439 Trading Activity, Trade Costs and Informed Trading for Acquisition Targets and Acquirers
by Lawrence Kryzanowski & Skander Lazrak - 441-458 Multivariate Shrinkage for Optimal Portfolio Weights
by Vasyl Golosnoy & Yarema Okhrin - 459-481 The Use of Collateral in Gross and Net Payment Systems
by Francisco J. Callado Munoz - 483-500 Who Transfers Credit Risk? Determinants of the Use of Credit Derivatives by Large US Banks
by Dawood Ashraf & Yener Altunbas & John Goddard
2007, Volume 13, Issue 4
- 301-318 Is Momentum Due to Data-snooping?
by Johan Parmler & Andres Gonzalez - 319-331 Cross-correlation Measures in the High-frequency Domain
by Ovidiu V. Precup & Giulia Iori - 333-352 The Economic Value of Advanced Time Series Methods for Modelling and Trading 10-year Government Bonds
by Christian L. Dunis & Vincent Morrison - 353-372 On the Numerical Evaluation of Option Prices in Jump Diffusion Processes
by Peter Carr & Anita Mayo - 373-395 Extreme Risk and Value-at-Risk in the German Stock Market
by Konstantinos Tolikas & Athanasios Koulakiotis & Richard A. Brown
2007, Volume 13, Issue 3
- 195-226 Deviations from Fundamentals in US and EU Stock Markets: A Comparative Analysis
by Leonardo Becchetti & Stefania Di Giacomo - 227-252 Conducting Event Studies on a Small Stock Exchange
by Jan Bartholdy & Dennis Olson & Paula Peare - 253-268 The Relevance of Accounting Data in the Measurement of Credit Risk
by Amer Demirovic & Dylan Thomas - 269-282 Discrete Variable Chain Graphical Modelling for Assessing the Effects of Fund Managers' Characteristics on Incentives Satisfaction and Size of Returns
by Frank Fabozzi & Omar Masood & Radu Tunaru - 283-298 A Comparison of Measures of Earnings Per Share
by Peter Casson & George Mckenzie
2007, Volume 13, Issue 2
- 105-122 Earning Forecast Error in US and European Stock Markets
by Michele Bagella & Leonardo Becchetti & Rocco Ciciretti - 123-143 Efficiency of Banks: Recent Evidence from the Transition Economies of Europe, 1993-2000
by H. Semih Yildirim & George Philippatos - 145-158 Explaining the Cross-section of Stock Returns in France: Characteristics or Risk Factors?
by Souad Lajili-Jarjir - 159-164 A Note on the Predictability of UK Stock Returns
by David Lovatt & Andrew Boswell & Reza Noor - 165-179 Impact of Analysts' Recommendations on Stock Performance
by Valentyn Panchenko - 181-193 The Bank Lending Channel Transmission of Monetary Policy in the EMU: A Case Study of Portugal
by Candida Ferreira
2007, Volume 13, Issue 1
- 1-27 Sources of Predictability of European Stock Markets for High-technology Firms
by Christian Pierdzioch & Andrea Schertler - 29-63 Agency Problems and the Performance of Venture-backed IPOs in Germany: Exit Strategies, Lock-up Periods, and Bank Ownership
by Wolfgang Bessler & Andreas Kurth - 65-87 A Better Asymmetric Model of Changing Volatility in Stock and Exchange Rate Returns: Trend-GARCH
by Christian Bauer - 89-101 Stochastic Dominance Analysis of iShares
by Dominic Gasbarro & Wing-Keung Wong & J. Kenton Zumwalt
2006, Volume 12, Issue 8
- 627-648 The Changing Roles of Industry and Country Effects in the Global Equity Markets
by Kate Phylaktis & Lichuan Xia - 649-669 Performance Evaluation, Portfolio Selection, and HARA Utility
by Wolfgang Breuer & Marc Gurtler - 671-692 Practitioners' Perspectives on the IPO Process and the Perils of Flotation
by Bruce Burton & Christine Helliar & David Power - 693-716 Capital Structure Dynamics in the UK and Continental Europe
by Gabrielle Wanzenried - 717-730 A Generalization of the Formulas for Options on the Maximum or the Minimum of Several Assets
by Snorre Lindset - 731-748 Stock Recommendations in Swedish Printed Media: Leading or Misleading?
by Erik Liden
2006, Volume 12, Issue 6-7
- 455-472 Extended switching regression models with time-varying probabilities for combining forecasts
by Arie Preminger & Uri Ben-Zion & David Wettstein - 473-494 Small sample properties of GARCH estimates and persistence
by Soosung Hwang & Pedro L. Valls Pereira - 495-512 Detecting market transitions and energy futures risk management using principal components
by Svetlana Borovkova - 513-528 Volatility of interest rates in the euro area: Evidence from high frequency data
by Nuno Cassola & Claudio Morana - 529-552 Return-based style analysis with time-varying exposures
by Laurens Swinkels & Pieter Van Der Sluis - 553-566 Extreme Value Estimation of Boom and Crash Statistics
by John Cotter - 567-582 Comovements and correlations in international stock markets
by Rita D'Ecclesia & Mauro Costantini - 583-603 Why Smiles Exist in Foreign Exchange Options Markets: Isolating Components of the Risk Neutral Process
by Robert Tompkins - 605-626 Using Irregularly Spaced Returns to Estimate Multi-factor Models: Application to Brazilian Equity Data
by Alvaro Veiga & Leonardo Souza
2006, Volume 12, Issue 5
- 379-400 Buybacks of domestic debt in public debt management
by Silvia Marchesi - 401-420 The impact of monetary policy on the financing behaviour of firms in the Euro area and the UK
by Leo De Haan & Elmer Sterken - 421-448 Estimating the expropriation of minority shareholders: Results from a new empirical approach
by Jose Guedes & Gilberto Loureiro - 449-453 Volatility clustering and event-induced volatility: Evidence from UK mergers and acquisitions
by Ercan Balaban & Charalambos Th. Constantinou
2006, Volume 12, Issue 4
- 283-301 An application of expert information to win betting on the Kentucky Derby, 1981-2005
by Roderick Bain & Donald Hausch & William Ziemba - 303-312 Using extreme value theory to estimate the likelihood of banking sector failure
by Hans Bystrom - 313-332 Asymmetry and downside risk in foreign exchange markets
by Shaun Bond & Stephen Satchell - 333-345 Bankruptcy law and financial structure: The impact of managerial incentives
by Ansgar Wohlschlegel - 347-360 Information costs and liquidity effects from changes in the FTSE 100 list
by Andros Gregoriou & Christos Ioannidis - 361-377 Which factors determine sovereign credit ratings?
by Constantin Mellios & Eric Paget-Blanc
2006, Volume 12, Issue 3
- 189-204 Timing and diversification: A state-dependent asset allocation approach
by Martin Hess - 205-216 Short-term Dynamics in the Cyprus Stock Exchange
by Gregory Koutmos & Andreas Pericli & Lenos Trigeorgis - 217-240 The determinants of Norwegian exporters' foreign exchange risk management
by Dick Davies & Christian Eckberg & Andrew Marshall - 241-263 Modelling multivariate moments in European Stock Markets
by Ignacio Mauleon - 265-282 Ownership structure and dividend policy: Evidence from Italian firms
by Luciana Mancinelli & Aydin Ozkan
2006, Volume 12, Issue 2
- 95-105 The Inverted-U hypothesis for the effect of uncertainty on investment: Evidence from UK firms
by Robert Lensink & Victor Murinde - 107-135 The Jarrow/Turnbull default risk model—Evidence from the German market
by Manfred Fruhwirth & Leopold Sogner - 137-152 Price resolution in an emerging market: Evidence from the Istanbul Stock Exchange
by G. Geoffrey Booth & Aydin Yuksel - 153-169 Measuring the liquidity impact on EMU government bond prices
by R. Jankowitsch & H. Mosenbacher & S. Pichler - 171-188 Forecasting stock market volatility: Further international evidence
by Ercan Balaban & Asli Bayar & Robert Faff
2006, Volume 12, Issue 1
- 1-22 The distribution of the extreme daily share returns in the Athens stock exchange
by Konstantinos Tolikas & Richard Brown - 23-32 Intertemporal stability of the European credit spread co-movement structure1
by Jan Annaert & Anouk Claes & Marc De Ceuster - 33-40 WACC and a generalized tax code
by Sven Husmann & Lutz Kruschwitz & Andreas Loffler - 41-59 Stochastic Volatility and GARCH: a Comparison Based on UK Stock Data
by Chiara Pederzoli - 61-75 Anatomy of Interim Disclosures During Bimodal Return Distributions
by Hannu Kahra & Antti Kanto & Hannu Schadewitz & Dallas Blevins - 77-94 Ownership structure and open market stock repurchases in France
by Edith Ginglinger & Jean-Francois L'her
2005, Volume 11, Issue 6
- 463-470 Technical analysis profitability when exchange rates are pegged: A note
by Bertrand Maillet & Thierry Michel - 471-491 Overconfidence in investment decisions: An experimental approach
by Dennis Dittrich & Werner Guth & Boris Maciejovsky - 493-509 Determinants of corporate debt securities in the Euro area
by Gabe De Bondt - 511-529 The negative news threshold—An explanation for negative skewness in stock returns
by Anders Ekholm & Daniel Pasternack - 531-548 An analysis of trading strategies in eleven European stock markets
by Suzanne Fifield & David Power & C. Donald Sinclair
2005, Volume 11, Issue 5
- 361-392 Hedge fund performance and persistence in bull and bear markets
by Daniel Capocci & Albert Corhay & Georges Hubner - 393-409 Simple and cross efficiency of CTAs using data envelopment analysis
by Greg Gregoriou & Fabrice Rouah & Stephen Satchell & Fernando Diz - 411-417 Hedge Fund Transparency
by James Hedges - 419-443 New test statistics for market timing with applications to emerging markets hedge funds
by Alessio Sancetta & Stephen Satchell - 445-462 Exploiting skewness to build an optimal hedge fund with a currency overlay
by C. J. Adcock
2005, Volume 11, Issue 4
- 297-308 Relative benchmark rating and persistence analysis: Evidence from Italian equity funds
by Roberto Casarin & Marco Lazzarin & Loriana Pelizzon & Domenico Sartore - 309-324 Market risk models for intraday data
by Pierre Giot - 325-337 Uncovering long memory in high frequency UK futures
by John Cotter - 339-355 Analysing mergers and acquisitions in European financial services: An application of real options
by Christian Dunis & Til Klein
2005, Volume 11, Issue 3
- 169-181 Generating science-based growth: an econometric analysis of the impact of organizational incentives on university-industry technology transfer
by Albert Link & Donald Siegel - 183-205 Abstract
by Michael Graff - 207-221 Price exhaustion and number preference: time and price confluence in Australian stock prices
by Chris Doucouliagos - 223-246 Risk management and asset allocation with jump-diffusion exogenous risks: Some algebraic approximated solutions
by Francesco Menoncin - 247-258 Investments, financial structure and imperfect financial markets: An intertemporal discrete-time framework
by Marco Mazzoli - 259-270 Dynamic bond portfolio choice in a model with Gaussian diffusion regimes
by Joao Liborio - 271-281 Semi-correlations as a tool for geographical and sector asset allocation
by Giampaolo Gabbi - 283-295 Assessing the effort of rating agencies in emerging economies: Some empirical evidence
by Giovanni Ferri & Li-gang Liu
2005, Volume 11, Issue 2
- 93-109 The tick/volatility ratio as a determinant of the compass rose pattern
by Chun Lee & Ike Mathur & Kimberly Gleason - 111-136 Non-linear dependence and conditional heteroscedasticity in stock returns evidence from the norwegian thinly traded equity market
by P. B. Solibakke - 137-150 Prediction in chaotic time series: methods and comparisons with an application to financial intra-day data
by D. Guegan & L. Mercier - 151-166 Evaluating density forecasts from models of stock market returns
by Gabriela De Raaij & Burkhard Raunig
2005, Volume 11, Issue 1
- 1-16 Valuing information using utility functions: how much should we pay for linear factor models?
by Soosung Hwang & Steve Satchell - 17-31 Signalling with official interest rates: the case of the German discount and lombard rate
by Peter Anker & Jorn Wasmund - 33-57 Forecasting variance using stochastic volatility and GARCH
by Bjorn Hansson & Peter Hordahl - 59-74 Which factors affect corporate bonds pricing? Empirical evidence from eurobonds primary market spreads
by Giampaolo Gabbi & Andrea Sironi - 75-92 Do bank-firm relationships reduce bank debt? Evidence from Japan
by Tobias Miarka & Michael Troge
2004, Volume 10, Issue 6
- 453-474 Estimating liquidity premia in the Spanish government securities market
by Francisco Alonso & Roberto Blanco & Ana Del Rio & Alicia Sanchis - 475-488 An examination of the equity market price linkage between Australia and the European Union using leveraged bootstrap method
by Abdulnasser Hatemi-J & Eduardo Roca - 489-509 The agency problem, investment decision, and optimal financial structure
by Jyh-Bang Jou & Tan Lee - 510-525 The statistical evolution of prices on the Istanbul stock exchange
by Attila Odabasl & Celal Asku & Vedat Akgiray - 526-541 Stock repurchases with legal restrictions. Evidence from Spain
by Victor Gonzalez & Francisco Gonzalez - 542-566 On the bi-dimensionality of liquidity
by Roberto Pascual & Alvaro Escribano & Mikel Tapia - 567-578 Deposit insurance and the stock market: evidence from Denmark
by Jan Bartholdy & Glenn Boyle & Roger Stover
2004, Volume 10, Issue 5
- 329-344 Predictability of stock markets with disequilibrium trading
by Wojciech Charemza & Kalvinder Shields & Anna Zalewska - 345-352 Predictability of stock markets with disequilibrium trading. A commentary paper
by Pawel Miłobędzki - 353-369 Jai Alai arbitrage strategies
by Daniel Lane & William Ziemba - 370-378 Tote arbitrage and lock opportunities in racetrack betting
by David Edelman & Nigel O'Brian - 379-390 The utility of gambling and the favourite-longshot bias
by Michael Cain & David Peel - 391-411 A performance evaluation of portfolio managers: tests of micro and macro forecasting
by Simon Stevenson - 412-436 Heterogeneity effects from market interventions
by Nihat Aktas & Eric de Bodt & Michel Levasseur - 437-452 Company investment announcements and the market value of the firm
by Edward Jones & Jo Danbolt & Ian Hirst
2004, Volume 10, Issue 4
- 239-254 The cost of equity of internet stocks: a downside risk approach
by Javier Estrada - 255-276 Time-varying betas and the cross-sectional return-risk relation: evidence from the UK
by Patricia Fraser & Foort Hamelink & Martin Hoesli & Bryan Macgregor - 277-289 Nonlinear modelling of the Finnish Banking and Finance branch index
by Ralf Ostermark & Jaana Aaltonen & Henrik Saxen & Kenneth Soderlund - 290-307 The influence of the forecast horizon on judgemental probability forecasts of exchange rate movements
by Mary Thomson & Andrew Pollock & Karen Henriksen & Alex Macaulay - 308-327 Yield spreads, agency costs and the corporate bond call feature
by Sudipto Sarkar
2004, Volume 10, Issue 3
- 177-197 Public information arrival and volatility persistence in financial markets
by Gust Janssen - 198-211 A multicriteria model for portfolio management
by Carlos Bana & E. Costa & Joao Oliveira Soares - 212-237 High-order accurate implicit finite difference method for evaluating American options
by A. Mayo
2004, Volume 10, Issue 2
- 105-122 Employee stock option plans and stock market reaction: evidence from Finland
by Seppo Ikaheimo & Anders Kjellman & Jan Holmberg & Sari Jussila - 123-138 Practitioners' perspectives on the UK cost of capital
by Edward McLaney & John Pointon & Melanie Thomas & Jon Tucker - 139-148 Does the Euro affect the dynamic interactions of stock markets in Europe? Evidence from France, Germany and Italy
by Frank Westermann - 149-173 The decomposition of US and Euro area stock and bond returns and their sensitivity to economic state variables
by Nico Valckx
2004, Volume 10, Issue 1
- 3-22 Heterogeneous time preferences and interest rates—the preferred habitat theory revisited
by Frank Riedel - 23-43 Returns after personal tax on UK equity and gilts, 1919-1998
by Seth Armitage - 44-67 Orthogonal GARCH and covariance matrix forecasting: The Nordic stock markets during the Asian financial crisis 1997-1998
by Hans Bystrom - 68-80 A note on estimating the divisional cost of capital for diversified companies: an empirical evaluation of heuristic-based approaches
by Juergen Bufka & Oliver Kemper & Dirk Schiereck - 81-104 Common stochastic trends and the dynamic linkages driving european stock markets: evidence from pre- and post-october 1987 crash eras
by Rumi Masih & A. Mansur & M. Masih
2003, Volume 9, Issue 6
- 533-556 Asset pricing dynamics
by Raphael Markellos & Terence Mills - 557-580 Information criteria for GARCH model selection
by Chris Brooks & Simon Burke - 581-601 Motives for partial acquisitions between firms in the spanish stock market
by Matilde Olvido Fernandez & Juan Samuel Baixauli
2003, Volume 9, Issue 5
- 392-392 Preface
by Manuel J. da Rocha Armada & Chris Adcock - 393-419 Asymmetric information, imitative behaviour and communication: price formation in an experimental asset market
by Olivier Brandouy & Pascal Barneto & Lawrence Leger - 420-448 Validity of discrete-time stochastic volatility models in non-synchronous equity markets
by Per Bjarte Solibakke - 449-474 Confined exponential approximations for the valuation of American options
by Jongwoo Lee & Dean Paxson - 475-498 Market illiquidity and bounds on European option prices
by Joao Amaro De Matos & Paula Antao - 499-513 Basis variations and regime shifts in the oil futures market
by Wai Mun Fong & Kim Hock See - 514-532 Evaluating capital mobility in the EU: a new approach using swaps data
by Isabel Vieira
2003, Volume 9, Issue 4
- 301-322 Insider trading, growth opportunities and the market reaction to new financing announcements
by Bruce Burton & A. Alasdair Lonie & David Power - 323-342 Post-acquisition performance in the short and long run. Evidence from the Copenhagen Stock Exchange 1993-1997
by Jan Bo Jakobsen & Torben Voetmann - 343-357 Asset pricing implications of benchmarking: a two-factor CAPM
by Juan-Pedro Gomez & Fernando Zapatero - 358-378 Liquidity and market makers: a pseudo-experimental analysis with ultrahigh frequency data
by Jose Montalvo - 379-390 UK interim and final dividend reductions: a note on price reaction
by Balasingham Balachandran
2003, Volume 9, Issue 3
- 199-218 Legal constraints, transaction costs and the evaluation of mutual funds
by Miguel Martinez Sedano - 219-241 Are highly leveraged firms more sensitive to an economic downturn?
by Hossein Asgharian - 242-272 FX volatility forecasts and the informational content of market data for volatility
by Christian Dunis & Jason Laws & Stephane Chauvin - 273-289 Can NN-algorithms and macroeconomic data improve OLS industry returns forecasts?
by Christian Pedersen & Stephen Satchell - 290-300 Variance ratio tests of the random walk hypothesis for European emerging stock markets
by Graham Smith & Hyun-Jung Ryoo
2002, Volume 8, Issue 4
- 345-345 Preface
by Chris Adcock - 346-351 Guest Editorial
by Domenico Sartore & Marcello Esposito - 371-401 Modelling the demand for M3 in the Euro area
by Roberto Golinelli & Sergio Pastorello - 402-421 Forecasting inflation in the European Monetary Union: A disaggregated approach by countries and by sectors
by A. Espasa & E. Senra & R. Albacete - 422-448 Explaining and forecasting the euro/dollar exchange rate through a non-linear threshold model
by Asmara Jamaleh - 449-479 The fiscal dimension of a common monetary policy: results with a non-Ricardian global model
by Silvia Sgherri - 480-501 US dollar/Euro exchange rate: a monthly econometric model for forecasting
by Domenico Sartore & Lucia Trevisan & Michele Trova & Francesca Volo
2002, Volume 8, Issue 3
- 249-274 Time varying country risk: an assessment of alternative modelling techniques
by R. D. Brooks & R. W. Faff & M. McKenzie - 275-301 Can channel pattern trading be profitably automated?
by M. A. H. Dempster & C. M. Jones - 302-321 Forecasting stock market volatility and the informational efficiency of the DAX-index options market
by Holger Claessen & Stefan Mittnik - 322-343 World capital markets and Finnish stock returns
by Kim Nummelin & Mika Vaihekoski
2002, Volume 8, Issue 2
- 152-175 An analysis of the causes of recent banking crises
by David Llewellyn - 176-186 On the timing of inside trades in a betting market
by Adi Schnytzer & Yuval Shilony - 187-205 New evidence on the implied-realized volatility relation
by Bent Jesper Christensen & Charlotte Strunk Hansen