European Journal of Finance

Issue: 6, 2

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

• Testing densities with financial data: an empirical comparison of the Edgeworth-Sargan density to the Student's  225 - 239
  Perote, Javier
  Mauleón, Ignacio
• The effects of trading activity on market volatility  163 - 175
  Pacini, Barbara
  Gallo, Giampiero M.
• Managing funds in the US market: how to distinguish between transitory distortions and structural changes in the stock prices?  146 - 162
  Duval-Kieffer, Ch.
  Bruneau, Catherine
  Nicolai, J.P.
• Bayesian approach to yield curve modelling with application to the simulation of EMU environments: generating scenarios by modelling yield curve movements  176 - 195
  Howe, Melendres
• Analysing long memory and asymmetries  240 - 258
  Virén, Matti
• Switching-regime models in the Spanish inter-bank market  93 - 112
  Beyaert, Arielle
  Pérez-Castejón, Juan J.
• Further insights on the puzzle of technical analysis profitability  196 - 224
  Maillet, Bertrand
  Michel, Thierry
• Combining forecasts: some results on exchange and interest rates  126 - 145
  Billio, Monica
  Toffano, Carlo
  Sartore, Domenico
• Expectations of monetary policy in Australia implied by the probability distribution of interest rate derivatives  113 - 125
  Bhar, Ramaprasad
  Chiarella, Carl