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                             43 results found
no title author magazine year volume issue page(s) type
1 Almost stochastic dominance for risk averters and risk seeker Guo, Xu
 2016
 19 C p. 15-21
7 p.
 article
2 A note on optimal portfolios under regime–switching Haas, Markus
 2016
 19 C p. 209-216
8 p.
 article
3 A note on the Wang transform for stochastic volatility pricing models Badescu, Alexandru
 2016
 19 C p. 189-196
8 p.
 article
4 A Tobin tax only on sellers Chen, Haiwei
 2016
 19 C p. 83-89
7 p.
 article
5 Brexit: (Not) another Lehman moment for banks? Schiereck, Dirk
 2016
 19 C p. 291-297
7 p.
 article
6 China credit constraints and rural households’ consumption expenditure Li, Changsheng
 2016
 19 C p. 158-164
7 p.
 article
7 Conditional dependence of US and EU sovereign CDS: A time-varying copula-based estimation Atil, Ahmed
 2016
 19 C p. 42-53
12 p.
 article
8 Credit risk findings for commercial real estate loans using the reduced form Christopoulos, Andreas D.
 2016
 19 C p. 228-234
7 p.
 article
9 Dating the financial cycle with uncertainty estimates: a wavelet proposition Ardila, Diego
 2016
 19 C p. 298-304
7 p.
 article
10 Debt-threshold effect in sovereign credit ratings: New evidence from nonlinear panel smooth transition models Ben Hmiden, Oussama
 2016
 19 C p. 273-278
6 p.
 article
11 Deferred compensation withdrawal decisions and their implications on inside debt Lee, Gemma
 2016
 19 C p. 235-240
6 p.
 article
12 Developing the exchange traded market for government bonds: Effect of recent quote rule changes in South Korea Jang, Woon Wook
 2016
 19 C p. 130-138
9 p.
 article
13 Directors’ and officers’ liability insurance and analyst forecast properties Boubakri, Narjess
 2016
 19 C p. 22-32
11 p.
 article
14 Directors’ duties of care and the value of auditing Banerjee, Suman
 2016
 19 C p. 1-14
14 p.
 article
15 Does the earnings quality matter? Evidence from a quasi-experimental setting Baschieri, Giulia
 2016
 19 C p. 146-157
12 p.
 article
16 Do managers learn from the market? Firm level evidence in merger investment Ouyang, Wenjing
 2016
 19 C p. 139-145
7 p.
 article
17 Dynamic consumption and portfolio choice with permanent learning Lee, Hyun-Tak
 2016
 19 C p. 112-118
7 p.
 article
18 Dynamic spillovers between Shanghai and London nonferrous metal futures markets Kang, Sang Hoon
 2016
 19 C p. 181-188
8 p.
 article
19 Editorial Board 2016
 19 C p. IFC-
1 p.
 article
20 Estimation of bid-ask prices for options on LIBOR based instruments Energy Sonono, Masimba
 2016
 19 C p. 33-41
9 p.
 article
21 Foreign funding shocks and the lending channel: Do foreign banks adjust differently? Noth, Felix
 2016
 19 C p. 222-227
6 p.
 article
22 How do China's oil markets affect other commodity markets both domestically and internationally? Ji, Qiang
 2016
 19 C p. 247-254
8 p.
 article
23 Idiosyncratic volatility and excess Return: Evidence from the Greater China region Wang, Li-Hsun
 2016
 19 C p. 126-129
4 p.
 article
24 Insider competition under two-dimensional uncertainty and informational asymmetry Bade, Marco
 2016
 19 C p. 79-82
4 p.
 article
25 Integral representation of vega for American put options Liu, Yanchu
 2016
 19 C p. 204-208
5 p.
 article
26 Investors’ sentiment and US Islamic and conventional indexes nexus: A time–frequency analysis Aloui, Chaker
 2016
 19 C p. 54-59
6 p.
 article
27 Is the Comprehensive Assessment able to capture banks’ risks? Barucci, Emilio
 2016
 19 C p. 98-104
7 p.
 article
28 Market microstructure during financial crisis: Dynamics of informed and heuristic-driven trading Ormos, Mihály
 2016
 19 C p. 60-66
7 p.
 article
29 Modelling order arrivals at price limits using Hawkes processes Haghighi, Afshin
 2016
 19 C p. 267-272
6 p.
 article
30 On the weight sign of the global minimum variance portfolio Chiu, Wan-Yi
 2016
 19 C p. 241-246
6 p.
 article
31 Patents and R&D expenditure in explaining stock price movements Yu, Gun Jea
 2016
 19 C p. 197-203
7 p.
 article
32 Political constraints and trading strategy in times of market stress: Evidence from the chinese national social security fund Li, Yong
 2016
 19 C p. 217-221
5 p.
 article
33 Pricing discrete double barrier options under Lévy processes: An extension of the method by Milev and Tagliani Xiao, Shuang
 2016
 19 C p. 67-74
8 p.
 article
34 Pricing power exchange options with correlated jump risk Wang, Xingchun
 2016
 19 C p. 90-97
8 p.
 article
35 Pricing vulnerable options with stochastic default barriers Wang, Xingchun
 2016
 19 C p. 305-313
9 p.
 article
36 Pure higher-order effects in the portfolio choice model Ñíguez, Trino-Manuel
 2016
 19 C p. 255-260
6 p.
 article
37 Quantile behaviour of cointegration between silver and gold prices Zhu, Huiming
 2016
 19 C p. 119-125
7 p.
 article
38 Testing the adaptive market hypothesis and its determinants for the Indian stock markets Hiremath, Gourishankar S.
 2016
 19 C p. 173-180
8 p.
 article
39 The effect of political risk on currency carry trades Dimic, Nebojsa
 2016
 19 C p. 75-78
4 p.
 article
40 The information content of implied volatility and jumps in forecasting volatility: Evidence from the Shanghai gold futures market Luo, Xingguo
 2016
 19 C p. 105-111
7 p.
 article
41 The risk in capital controls Gkillas (Gillas), Konstantinos
 2016
 19 C p. 261-266
6 p.
 article
42 The role of arbitrage risk on the elasticity of demand: New evidence from 100% secondary equity offerings Elliott, William B.
 2016
 19 C p. 165-172
8 p.
 article
43 Valuing resettable convertible bonds: Based on path decomposing Feng, Yun
 2016
 19 C p. 279-290
12 p.
 article
                             43 results found
 
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