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View ArticleMonitoring the board: should shareholders have direct proxy access?
Quantitative Finance, Volume 0, Issue 0, Page 1-8, Ahead of Print.
View ArticleEstimation of multiple period expected shortfall and median shortfall for...
Quantitative Finance, Volume 0, Issue 0, Page 1-16, Ahead of Print.
View ArticleCoupling index and stocks
Quantitative Finance, Volume 0, Issue 0, Page 1-14, Ahead of Print.
View ArticleTemperature models for pricing weather derivatives
Quantitative Finance, Volume 0, Issue 0, Page 1-12, Ahead of Print.
View ArticleAn extension of CreditGrades model approach with Lévy processes
Quantitative Finance, Volume 0, Issue 0, Page 1-12, Ahead of Print.
View ArticleDo industries contain predictive information for the FamaâFrench factors?
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View ArticleDiscovering stock dynamics through multidimensional volatility phases
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View ArticleThe performance of popular stochastic volatility option pricing models during...
Applied Financial Economics, Volume 0, Issue 0, Page 1-10, Ahead of Print.
View ArticleStructural breaks in volatility: the case of UK sector returns
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View ArticleConditional strike prices of covered call and uncovered put strategies
Applied Financial Economics, Volume 0, Issue 0, Page 1-12, Ahead of Print.
View ArticleMoney supply endogeneity and bank stock returns
Applied Financial Economics, Volume 0, Issue 0, Page 1-14, Ahead of Print.
View ArticleCross-border bank lending versus FDI in Africa's growth story
Applied Financial Economics, Volume 0, Issue 0, Page 1-9, Ahead of Print.
View ArticleMeasuring mutual fund asymmetric performance in changing market conditions:...
Applied Financial Economics, Volume 0, Issue 0, Page 1-20, Ahead of Print.
View ArticleDividend smoothing when firms distribute most of their earnings as dividends
Applied Financial Economics, Volume 0, Issue 0, Page 1-9, Ahead of Print.
View ArticleIs the US demand for money unstable?
Applied Financial Economics, Volume 0, Issue 0, Page 1-10, Ahead of Print.
View ArticleDynamic portfolio frontier in a meanâvariance framework
Applied Financial Economics, Volume 0, Issue 0, Page 1-7, Ahead of Print.
View ArticleThe euro and the volatility of exchange rates
Applied Financial Economics, Volume 0, Issue 0, Page 1-19, Ahead of Print.
View ArticleHedging performance of the Libor market model: the cap market case
Applied Financial Economics, Volume 0, Issue 0, Page 1-9, Ahead of Print.
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