Applied financial economics

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  Año 2006, Vol. 16, Número 14

  • Substitutes versus complements among credit risk management tools

    Matthew M. Sackett, Sherrill Shaffer

    • Resumen

    págs. 1007-1017

    

  • Do consumption-based asset pricing models explain return predictability?

    W. Marquering

    • Resumen

    págs. 1019-1027

    

  • Binomial pricing of fixed-income securities for increasing and decreasing interest rate cases

    R. Stafford Johnson, Richard Zuber, John Gandar

    • Resumen

    págs. 1029-1046

    

  • Risk-return relationships in the Hong Kong stock market: revisit

    Gordon Y. N. Tang, Wai Cheong Shum

    • Resumen

    págs. 1047-1058

    

  • Structural breaks and common factors in the volatility of the Fama�French factor portfolios

    Claudio Morana, A. Beltratti

    • Resumen

    págs. 1059-1073

    

  • Tax loss carry-forwards and optimal leverage

    Pascal François

    • Resumen

    págs. 1075-1083