Issue: 15, 3/4
- Martingales in European emerging stock markets: Size, liquidity and market quality.
249 - 262
- International asset returns and exchange rates.
263 - 285
- Conditional performance evaluation for German equity mutual funds.
287 - 316
- Econometrical analysis of the sample efficient frontier.
317 - 335
- Stochastic volatility and time-varying country risk in emerging markets.
337 - 363
Johansson, Anders C.
- Short-term market timing using the bond–equity yield ratio.
365 - 384
- The impact of board size on firm performance: evidence from the UK.
385 - 404
Guest, Paul M.
- Optimal allotment policy in central bank open market operations.
405 - 420
- UK IPO underpricing and venture capitalists.
421 - 435
- Forecasting the weekly time-varying beta of UK firms: GARCH models vs. Kalman filter method.
437 - 444
European University Institute
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