European Journal of Finance

Issue: 7, 3

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

• Optimal hedge ratios and alternative hedging strategies in the presence of cointegrated time-varying risks  269 - 283
  Zurbruegg, Ralf
  Sim, Ah-Boon
• Trading frequency and the efficiency of price discovery in a non-dealer market  187 - 197
  Hauser, Shmuel
  Yaari, Uzi
  Levy, Azriel
• Implied volatilies, stochastic interest rates, and currency futures options valuation: an empirical investigation  231 - 246
  Malhotra, D.K.
  Brooks, Robert D.
  Bhargava, Vivek
• Is the covariance of international stock market returns regime dependent?  247 - 268
  Jochum, Christian
• Implied volatility surfaces: uncovering regularities for options on financial futures  198 - 230
  Tompkins, Robert G.