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Content
2021, Volume 4, Issue 3
- 179-195 Price dissemination of international and domestic commodity markets
by S. Thiyagarajan & S. Mahalakshmi & S. Kirithiga & G. Naresh - 179-195 Price dissemination of international and domestic commodity markets
by S. Thiyagarajan & S. Mahalakshmi & S. Kirithiga & G. Naresh - 196-220 The CDS-bond basis arbitrage in emerging markets: extreme sovereign risk
by Imen Daoued & Mohamed Imen Gallali - 196-220 The CDS-bond basis arbitrage in emerging markets: extreme sovereign risk
by Imen Daoued & Mohamed Imen Gallali - 221-235 Do Africa stock markets exhibit any evidence of risk-return trade-off?
by Kalu O. Emenike - 221-235 Do Africa stock markets exhibit any evidence of risk-return trade-off?
by Kalu O. Emenike - 236-257 Modelling the dynamics of long-term bonds with Kalman filter
by Romeo Mawonike & Dennis Ikpe & Samuel Asante Gyamerah - 236-257 Modelling the dynamics of long-term bonds with Kalman filter
by Romeo Mawonike & Dennis Ikpe & Samuel Asante Gyamerah - 258-279 Analysis of lead-lag relationship and volatility spillover: evidence from Indian agriculture commodity markets
by Muneer Shaik & Abhiram Kartik Lanka & Gurmeet Singh - 258-279 Analysis of lead-lag relationship and volatility spillover: evidence from Indian agriculture commodity markets
by Muneer Shaik & Abhiram Kartik Lanka & Gurmeet Singh
2020, Volume 4, Issue 2
- 89-103 Short-term versus longer-term persistence in performance of equity mutual funds: evidence from the Greek market
by Drosos Koutsokostas & Spyros Papathanasiou & Nikolaos Eriotis - 89-103 Short-term versus longer-term persistence in performance of equity mutual funds: evidence from the Greek market
by Drosos Koutsokostas & Spyros Papathanasiou & Nikolaos Eriotis - 104-113 Measuring the diversification of a loan portfolio
by Agnès Tourin - 104-113 Measuring the diversification of a loan portfolio
by Agnès Tourin - 114-125 Empirical study on the factors affecting bond market returns-evidence from Indian markets
by S.C. Sharma & Bhavna Chhabra & Navneet Saxena - 114-125 Empirical study on the factors affecting bond market returns-evidence from Indian markets
by S.C. Sharma & Bhavna Chhabra & Navneet Saxena - 126-151 Features of skewness-adjusted binomial interest rate models
by R. Stafford Johnson & Amit Sen - 126-151 Features of skewness-adjusted binomial interest rate models
by R. Stafford Johnson & Amit Sen - 152-178 Googling investor's sentiment, financial stress and dynamics of European market indexes: a Markov chain analysis
by Fayrouz Souissi & Yousra Trichilli & Mouna Boujelbène-Abbes - 152-178 Googling investor's sentiment, financial stress and dynamics of European market indexes: a Markov chain analysis
by Fayrouz Souissi & Yousra Trichilli & Mouna Boujelbène-Abbes
2017, Volume 3, Issue 3
- 183-203 Zero interest rates and cross-section of stock returns
by Moustafa Abuelfadl - 204-222 Corporate bond trading in Indonesia: an empirical study of the role of volume and volatility
by S. Utami Puspaputri & Sigit S. Wibowo - 223-234 Do monetary policy expectations influence transmission mechanism of Danish interbank market under the negative interest rate policy?
by Takayasu Ito - 235-252 A reverse index futures split effect on liquidity and market dynamics
by Fassas Athanasios & Hourvouliades Nikolas - 253-274 Measuring volatility in the Indian commodity futures
by S. Kirithiga & G. Naresh & S. Thiyagarajan
2017, Volume 3, Issue 2
- 93-113 Smile perfect match extension
by Christian Kamtchueng - 114-131 The weekend effect: a fractional integration and trading robot analysis
by Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun & Inna Makarenko - 132-152 Spillover effects of foreign institutional investments in India
by Harendra Kumar Behera - 153-175 Modelling VIX and VIX derivatives with reducible diffusions
by Zhigang Tong - 176-182 Operational constraints of equity financed budget deficit in interest-free economy
by Ibrahim A. Onour
2017, Volume 3, Issue 1
- 1-20 Optimal hedging using both regular and weather derivatives
by Augusto Castillo & Rafael Aguila - 21-43 Real rate swaption and zero coupon inflation index swaption
by Christian Kamtchueng - 44-70 Impact of seasoned equity and private placement disclosures on derivative prices: are the spot and option markets integrated?
by Mohamed Ariff & Fan-Fah Cheng & Shamsher Mohamad - 71-92 Long memory forecasting of yield spreads using a fractionally integrated ARMA model and its application in Islamic capital market
by Issam Bousalam & Moustapha Hamzaoui
2016, Volume 2, Issue 3
- 186-210 Currency exchange rate risk hedging strategies using MXN/USD MexDer futures contracts
by Roberto J. Santillán-Salgado & Melissa G. Ulin-Lastra & Francisco López-Herrera - 211-232 Mexican REITs (FIBRAS) in retirement funds (AFORES): different pricing approaches and market risk measurement implications
by Salvador Cruz-Aké & Reyna Susana GarcÃa-Ruiz & Francisco Venegas-MartÃnez - 233-248 Spatial valuation of annuity derivatives
by Gabriel Alberto Agudelo Torres & Luis Ceferino Franco Arbeláez & Luis Eduardo Franco Ceballos - 249-266 Futures contract implementation and the impact on commodity spot price volatility: evidence from Latin America
by Osmar H. Zavaleta-Vázquez & Laura Arenas - 267-283 The integration of Latin American bond markets: a copula analysis approach (1999-2015)
by Edgar Ortiz & Francisco López-Herrera & Roberto J. Santillán-Salgado & Alejandro Fonseca-RamÃrez
2016, Volume 2, Issue 2
- 87-107 Sensitivity of mountain range options prices
by Krzysztof Echaust & Marcin Bartkowiak - 108-132 The information value of credit rating withdrawals
by Seongbaek Yi & Lisa Fairchild & Yoon S. Shin - 133-151 Long memory and fractional cointegration relationship between physical and financial oil markets
by Achraf Ghorbel & Nessim Souissi - 152-182 The impact of asset price bubbles on liquidity risk measures from a financial institutions perspective
by Michael Jacobs Jr.
2016, Volume 2, Issue 1
- 1-39 Acquisitions of bankrupt and distressed firms
by Elena Precourt & Henry Oppenheimer - 40-58 Modelling volatility in Indian currency market
by Sanjiv Mittal & Ashish Kumar - 59-86 Volatility spillovers across the swap markets: evidence from US, Australian, and Japanese swap markets
by Vivek Bhargava & D.K. Malhotra & George Tsetsekos