Applied financial economics

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  Año 2011, Vol. 21, Número 19-21

  • Speculative funding and its impact on subprime mortgage product pricing

    Janine Mukuddem-Petersen, Mark Adam Petersen, T. Bosch, B. de Waal

    • Resumen

    págs. 1397-1408

    

  • Nonlinear mean-reversion in Southeast Asian real exchange rates

    Doo-Yull Choi, B.-H. Kim, See-Won Kim

    • Resumen

    págs. 1409-1421

    

  • Option listing, returns and volatility: evidence from Greece

    George Filis, Christos Floros, Bruno Eeckels

    • Resumen

    págs. 1423-1435

    

  • Granger causal relations among Greater China stock markets: a nonlinear perspective

    Zhuo Qiao, Keith S.K. Lam

    • Resumen

    págs. 1437-1450

    

  • Are there bubbles in the REITs market? New evidence using regime-switching approach

    Ohannes George Paskelian, M. Kabir Hassan, Kathryn Whittaker Huff

    • Resumen

    págs. 1451-1461

    

  • Time variation of CAPM betas accross market volatility regimes

    Azamat Abdymomunov, J. Morley

    • Resumen

    págs. 1463-1478

    

  • The constant elasticity of variance model: calibration, test and evidence from the Italian equity market

    L.V. Ballestra, G. Pacelli

    • Resumen

    págs. 1479-1487

    

  • The elusive marginal q

    Tom Berglund

    • Resumen

    págs. 1489-1493

    

  • The business cycle in Eurozone economies (1960 to 2009)

    Ioanna Konstantakopoulou, E.G. Tsionas

    • Resumen

    págs. 1495-1513

    

  • Are dividend and investment decisions separable?

    P. S. Sanju, P. S. Nirmala, Mahesh Ramachandran

    • Resumen

    págs. 1515-1524

    

  • Heteroscedasticity and interval effects in estimating beta: UK evidence

    Seth Armitage, Janusz Brzeszczynski

    • Resumen

    págs. 1525-1538

    

  • Has �inflation targeting� increased the predictive power of term structure about future inflation: evidence from Turkish experience?

    Huseyin Kaya, M. Ege Yazgan

    • Resumen

    págs. 1539-1547

    

  • Stock returns around nontrading periods: evidence from an emerging market

    Ali C. Akyol

    • Resumen

    págs. 1549-1560

    

  • The empirical relationship between home equity borrowing and durable goods purchases

    Norbert J. Michel, John Lajaunie, Shari Lawrence

    • Resumen

    págs. 1561-1570

    

  • The impact of macroeconomic announcements on implied volatility

    Roland Füss, Ferdinand Mager, Holger Wohlenberg, Lu Zhao

    • Resumen

    págs. 1571-1580

    

  • Cumulative prospect theory challenges traditional expected utility theory

    Saziye Gazioglu, Nilifer Çaliskan

    • Resumen

    págs. 1581-1586

    

  • Small sample properties of copula-GARCH modelling: a Monte Carlo study

    Carluccio Bianchi, M.E. De Giuli, Dean Fantazzini, Mario Maggi

    • Resumen

    págs. 1587-1597

    

  • Inflation illusion or no illusion: what did pre- and post-war data say?

    Chao Wei, Fred Joutz

    • Resumen

    págs. 1599-1603

    

  • The influence of geography on the success of private equity: investments in listed equity

    O. Stotz

    • Resumen

    págs. 1605-1615

    

  • In search of momentum profits: are they illusory?

    Ivelina Pavlova, A. M. Parhizgari

    • Resumen

    págs. 1617-1639