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Frontiers in Finance and Economics

2004 - 2011

Current editor(s): Ephraim Clark

From SKEMA Business School
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Volume 8, issue 2, 2011

Fund Performance Robustness An Evaluation Using European Large-Cap Equity Funds pp. 1-26 Downloads
Kenneth Högholm1, Johan Knif, Seppo Pynnönen
Giffen Goods in a Transition Economy: Subsistence Consumption in Russia pp. 27-48 Downloads
Yochanan Shachmurove
Risk in Emerging Stock Markets from Brazil and Mexico: Extreme Value Theory and Alternative Value at Risk Models pp. 49-88 Downloads
Edgar Ortiz Raúl de Jesús
Dynamic Copulas and Long Range Dependence pp. 89-111 Downloads
Silvia Regina Costa Lopes Beatriz Vaz de Melo Mendes
M1, M2, and the U.S. Equity Exchanges pp. 112-135 Downloads
Duong Nguyen Ali M. Parhizgari
Real Interest Rate and Growth Rate: Theory and Empirical Evidence pp. 136-152 Downloads
Jean-Marie Le Page

Volume 8, issue 1, 2011

The Association Between Firm Characteristics and the Use of a Comprehensive Corporate Hedging Strategy: An Ordered Probit Analysis pp. 1-16 Downloads
Hue Hwa Au Yong, Robert Faff,Hoa Nguyen
Hedging with Derivatives and Value Creation: an Empirical Examination in the Insurance Industry pp. 17-42 Downloads
Luis Otero González, Sara Fernández López, Onofre Martorell Cunill
The Skew Pattern of Implied Volatility in the DAX Index Options Market pp. 43-68 Downloads
Silvia Muzzioli
Quantitative vs. Qualitative Criteria for Credit Risk Assessment pp. 69-87 Downloads
João O. Soares, Joaquim P. Pina, Manuel S. Ribeiro, Margarida Catalão-Lopes
Models for Moody’s Bank Ratings pp. 88-110 Downloads
Anatoly Peresetsky

Volume 7, issue 2, 2010

Should Minimum Portfolio Sizes Be Prescribed for Achieving Sufficiently Well-Diversified Equity Portfolios? pp. 1-37 Downloads
Shishir Singh Lawrence Kryzanowski
Are All Individual Investors Equally Prone to the Disposition Effect All the Time? New Evidence from a Small Market pp. 38-68 Downloads
João Duque
Would You Follow MM or a Profitable Trading Strategy? pp. 69-89 Downloads
Gulnur Muradoglu Brian Baturevich
Size, Book-to-Market, Volatility and Stock Returns: Evidence from Amman Stock Exchange (ASE) pp. 90-124 Downloads
Walid Saleh
An Examination of Life Insurers’ Risk Attitudes pp. 125-137 Downloads
Yaffa Machnes
Can Market Actors Help Monitor European Banks? pp. 138-182 Downloads
Anissa Naouar

Volume 7, issue 1, 2010

The Two-Parameter Long-Horizon Value-at-Risk pp. 1-20 Downloads
Guy Kaplanski
Mitigation of Foreign Direct Investment Risk and Hedging pp. 21-33 Downloads
Udo Broll Jack E. Wahl
Evaluation and Comparison of Market and Rating Based Country Default Risk Assessment pp. 34-59 Downloads
Dominik Maltritz Alexander Karmann
To Outsource or Not To Outsource in North-South Trade pp. 60-81 Downloads
Eun Choi
Financial Deregulation, Private Foreign Borrowing and the Risk of Sovereign Default: A Political-Economic Analysis pp. 82-100 Downloads
Philipp Harms

Volume 6, issue 2, 2009

Further Evidence on the Impact of Economic News on Interest Rates pp. 1 - 45 Downloads
Florian Ielpo
Private Equity Firms’ Behaviours in Western Europe: Does Country Matter? pp. 46-66 Downloads
Abdesselam Rafik,Bastié Françoise,Cieply Sylvie
Money Supply in a Simple Economic Growth Model and Multiple Steady States Equilibria pp. 67-95 Downloads
Jalloul Sghari Laurent Augier
Consumer Welfare in the Deregulated Swedish Electricity Market pp. 101-119 Downloads
Jens Lundgren
Electricity Traffic over the Barriers of Networks: The Case of Germany and The Netherlands pp. 120-139 Downloads
Hans Andeweg, André Dorsman, Kees van Montfort
Restructuring the European Energy Market through M&As – An Application of the Model of Economic Dominance pp. 140-180 Downloads
Wassim Benhassine

Volume 6, issue 1, 2009

Computational Efficiency and Accuracy in the Valuation of Basket Options pp. 1-25 Downloads
Pengguo Wang
Forecasting VaR and Expected Shortfall Using Dynamical Systems: A Risk Management Strategy pp. 26-50 Downloads
Dominique Guégan Cyril Caillault
A Note on Stakeholder Theory and Risk: Implications for Corporate Cash Holdings and Dividend Policy pp. 51-72 Downloads
Paul Wentges Gerhard Speckbacher
The Mid 1990s Peso Crisis in Mexico: An Application of the Girton-Roper Model pp. 73-92 Downloads
Edward Ghartey
Opportunity Cost, Excess Profit, and Counterfactual Conditionals pp. 118-154 Downloads
Carlo Alberto Magni
Why Do Monetary Policymakers Lean With the Wing During Asset Price Booms? pp. 155-174 Downloads
Friedrich Kissmer Wolfram Berger

Volume 5, issue 2, 2008

First Passage and Excursion Time Models for Valuing Defautltable Bonds: a Review with Some Insights pp. 1-25 Downloads
Martina Nardon
Using Weekly Empirical Probabilities in Currency Analysis and Forecasting pp. 26-55 Downloads
Andrew C Pollock, Alex Macaulay, Mary E Thomson, Dilek Önkal
Financing and Valuation of a Marginal Project by a Firm Facing Various Tax Rates pp. 56-71 Downloads
Axel Pierru
Dynamic Copula Modelling for Value at Risk pp. 72-108 Downloads
Dean Fantazzini

Volume 5, issue 1, 2008

Fundamental Capital Valuation for IT Companies: A Real Options Approach pp. 1-26 Downloads
Arun Prakash
Statistical Inference for Risk-Adjusted Performance Measure pp. 27-45 Downloads
Miranda Lam
Intra-Day Stock Returns and Close-End Price Manipulation in the Istanbul Stock Exchange pp. 46-84 Downloads
Güray Küçükkocaoglu
Relationship Between Implied and Ralized Volatility of S&P CNX Nifty Inde in India pp. 85-105 Downloads
Siba Prasada Panda, Niranjan Swain, D.K. Malhotra
The Determinant of Commercial Bank Interest Margin and Profitability: Evidence from Tunisia pp. 106-130 Downloads
Mohamed Goaied Samy Bennaceur

Volume 4, issue 2, 2007

Introduction to the European Internal Market - An Abstract of the Present Development of the European Internal Market pp. 1-33 Downloads
Dr. Wolfgang Berger, DDr. Marian Wakounig, Mag. Caroline Kindl
The Impact of Value Added Tax on Financial Services and Insurances - the Law of Unintended Consequences? pp. 34-46 Downloads
Arthur Kerrigan
Economic Growth and Indirect Financial Taxes, Empirical Evidence from Greece, Spain and Portugal pp. 47-74 Downloads
Radu Tunaru Athena K. Kaliva
The Causal Relationship Between Indirect Taxes and Expenditures: a Comparative Investigation of Greece, Spain and Portugal pp. 75-91 Downloads
Radu Tunaru Athena K. Kaliva
Corporate Taxation and Futures-Hedging pp. 92-101 Downloads
Jack E. Wahl Udo Broll
Comparing Effective Corporate Tax Rates pp. 102-131 Downloads
Gaëtan Nicodème
The Impact of EU Law on National Dividend Tax Systems pp. 132-152 Downloads
Evgenia Chatziioakeimidou

Volume 4, issue 1, 2007

Marginal Conditional Stochastic Dominance Between Value and Growth pp. 1-34 Downloads
K. Victor Chow, Bih-Shuang Huang, Ou Hu
Call an Put Implied Volatilities and the Derivation of Option Implied Trees pp. 35-64 Downloads
V. Moriggia, S. Muzzioli, C. Torricelli
Multicriteria Framework for the Prediction of Corporate Failure in the UK pp. 65-90 Downloads
Fotios Pasiouras
The Information Content of Cross-sectional Volatility for Future Market Volatility: Evidence from Australian Equity Returns pp. 91-124 Downloads
Md. Arifur Rahman
The Effect of Price Limits on Unconditional Volatility: The Case of CASE pp. 125-143 Downloads
Eskandar A. Tooma Medhat Hassanein
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