Hedging with forwards and puts in complete and incomplete markets
Casper M. Oosterhof, Simon Z. Benninga
págs. 1-17
Risk management, capital structure and lending at banks
Philip E. Strahan, A. Sinan Cebenoyan
págs. 19-43
Time-varying excess returns on UK government bonds: A non-linear approach
Ilias Lekkos, Costas Milas
págs. 45-62
págs. 63-83
págs. 85-105
Adverse selection costs, trading activity and price discovery in the NYSE: An empirical analysis
Roberto Pascual Gascó, Alvaro Escribano, Mikel Tapia Torres
págs. 107-128
An essay on financial innovation: The case of instalment receipts
Narat Charupat, Eliezer Z. Prisman
págs. 129-156
The pricing of systematic liquidity risk: Empirical evidence from the US stock market
Nicolas Mougeot, Rajna Gibson
págs. 157-178
Strategic entry and market leadership in a two-player real options game
Rafal Wojakowski, Mark B. Shackleton, Andrianos E. Tsekrekos
págs. 179-201
págs. 203-213
Factors affecting bank risk taking: Evidence from Japan
Yukihiro Yasuda, Masaru Konishi
págs. 215-232
The national market impact of sovereign rating changes
Joseph Hillier, David Hillier, Robert Brooks, Robert Faff
págs. 233-250
Jeff Madura, Jarrod Johnston, Joel T. Harper
págs. 251-264
Polly Reynolds Allen
págs. 265-266
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