European Journal of Finance

Issue: 14, 5/6

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

Contents

• Forecasting credit migration matrices with business cycle effects—a model comparison  359 - 379
  Truck, Stefan
• Time-varying factor models for equity portfolio construction  381 - 395
  Ebner, Markus
  Neumann, Thorsten
• Non-linear dynamics in financial asset returns: the predictive power of the CBOE volatility index  397 - 408
  Bekiros, Stelios
  Georgoutsos, \Dimitris
• Return forecasts and optimal portfolio construction: a quantile regression approach  409 - 426
  Ma, Lingjie
  Pohlman, Larry
• A further extension of duration-dependent models  427 - 452
  Isogai, Akifumi
  Kanoh, Satoru
  Tokunaga, Toshifumi
• Forecasting inter-related energy product prices  453 - 468
  Malliaris, M. E.
  Malliaris, S. G.
• The effectiveness of dynamic hedging: evidence from selected European stock index futures  469 - 488
  Sultan, Jahangir
  Hasan, Mohammad
• Changing investors' risk appetite: Reality or fiction?  489 - 502
  Misina, Miroslav
• Trading futures spread portfolios: applications of higher order and recurrent networks  503 - 522
  Dunis, Christian
  Evans, Mel
• Forecasting daily volatility with intraday data  523 - 540
  Frijns, Bart
  Margaritis, Dimitris