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Next Dates: - Introduction to QuantLib Development with Luigi Ballabio, September 2 - 4, 2013 - £1700

 

Applied Financial Economics's Blog

An analysis of exchange traded notes tracking errors with their underlying indexes and indicative values

June 21, 2012 Comments (0)

Applied Financial Economics, Volume 22, Issue 24, Page 2047-2062, December 2012.

Dynamic correlation analysis of US financial crisis and contagion: evidence from four OECD countries

June 21, 2012 Comments (0)

Applied Financial Economics, Volume 22, Issue 24, Page 2063-2074, December 2012.

Calibration strategies of stochastic volatility models for option pricing

June 15, 2012 Comments (0)

Applied Financial Economics, Volume 22, Issue 23, Page 1979-1992, December 2012.

Do trading volumes explain the persistence of GARCH effects?

June 15, 2012 Comments (0)

Applied Financial Economics, Volume 22, Issue 23, Page 1993-2008, December 2012.

Firm heterogeneity and calendar anomalies

June 11, 2012 Comments (0)

Applied Financial Economics, Volume 22, Issue 23, Page 1931-1949, December 2012.

When the US sneezes the world catches cold: are worldwide stock markets stable?

June 11, 2012 Comments (0)

Applied Financial Economics, Volume 22, Issue 23, Page 1961-1978, December 2012.

Market timing of corporate debt issuance: prediction or reaction?

May 22, 2012 Comments (0)

Applied Financial Economics, Volume 22, Issue 21, Page 1753-1769, November 2012.

Kyoto Protocol and capital structure: a comparative study of developed and developing countries

May 22, 2012 Comments (0)

Applied Financial Economics, Volume 22, Issue 21, Page 1771-1786, November 2012.

The impact of the GST on mortgage yield spreads of Australian banks

May 22, 2012 Comments (0)

Applied Financial Economics, Volume 22, Issue 21, Page 1787-1797, November 2012.