European Journal of Finance

Issue: 12, 6/7

http://www.tandf.co.uk/journals/routledge/1351847X.html

Contents

• Extended Switching Regression Models with Time-varying Probabilities for Combining Forecasts  455 - 472
  Preminger, Arie
  Ben-Zion, Uri
  Wettstein, David
• Small Sample Properties of GARCH Estimates and Persistence  473 - 494
  Hwang, Soosung
  Valls Pereira, Pedro
• Detecting Market Transitions and Energy Futures Risk Management using Principal Components  495 - 512
  Borovkova, Svetlana
• Volatility of Interest Rates in the Euro Area: Evidence from High Frequency Data  513 - 528
  Cassola, Nuno
  Morana, Claudio
• Return-based Style Analysis with Time-varying Exposures  529 - 552
  Swinkels, Laurens
  Van Der Sluis, Pieter
• Extreme Value Estimation of Boom and Crash Statistics  553 - 566
  Cotter, John
• Comovements and Correlations in International Stock Markets  567 - 582
  D´Ecclesia, Rita
  Costantini, Mauro
• Why Smiles Exist in Foreign Exchange Options Markets: Isolating Components of the Risk Neutral Process  583 - 603
  Tompkins, Robert G.
• Using Irregularly Spaced Returns to Estimate Multi-factor Models: Application to Brazilian Equity Data  605 - 626
  Veiga, Álvaro
  Souza, Leonardo