Applied financial economics

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  Año 2007, Vol. 17, Número 1-3

  • Monetary policy rules in practice

    M. Ege Yazgan, Hakan Yilmazkuday

    • Resumen

    págs. 1-8

    

  • Euro area inflation: long-run determinants and short-run dynamics

    Melisso Boschi, Alessandro Girardi

    • Resumen

    págs. 9-24

    

  • The internal and cross market efficiency in index option markets: an investigation of the Italian market

    Marianna Brunetti, Constanza Torricelli

    • Resumen

    págs. 25-33

    

  • An analysis of private investors' stock market return forecasts

    Erik Theissen

    • Resumen

    págs. 35-43

    

  • Overreaction: the sensitivity of defining the duration of the formation period

    Walid Saleh

    • Resumen

    págs. 45-61

    

  • Banking regulation, information asymmetries and industry growth: new evidence

    Natalia María Utrero González

    • Resumen

    págs. 63-76

    

  • Forecasting the term structure of interest rates for Turkey: a factor analysis approach

    C. Emre Alper, K. Kazimov, A. Akdemir

    • Resumen

    págs. 77-85

    

  • Trade intensity in the Russian stock market: dynamics, distribution and determinants

    Stanislav Anatolyev, Dmitry Shakin

    • Resumen

    págs. 87-104

    

  • On the relationship between nominal exchange rates and domestic and foreign prices

    Iván Payá Sastre, David A. Peel

    • Resumen

    págs. 105-117

    

  • Banks� riskiness over the business cycle: a panel analysis on Italian intermediaries

    M. Quagliariello

    • Resumen

    págs. 119-138

    

  • The effect of derivatives trading on volatility of the underlying asset: evidence from the Greek stock market

    Evangelos Drimbetas, Nikolaos Sariannidis, Nicos Porfiris

    • Resumen

    págs. 139-148

    

  • Assessing the performance of a prediction error criterion model selection algorithm in the context of ARCH models

    Stavros Degiannakis, Evdokia Xekalaki

    • Resumen

    págs. 149-171

    

  • Daily weather effects on the returns of Australian stock indices

    Stephen Keef, Melvin Roush

    • Resumen

    págs. 173-184

    

  • Domestic mergers in the Austrian banking sector: a performance analysis

    F. H. Hahn

    • Resumen

    págs. 185-196

    

  • Contagion in emerging markets: the Russian crisis

    E. Sojli

    • Resumen

    págs. 197-213

    

  • Cross-autocorrelation in the New Zealand stock market

    Daniel F. S. Choi, X. Zhao

    • Resumen

    págs. 215-219

    

  • Short-term overreaction, underreaction and efficient reaction: evidence from the London Stock Exchange

    Spyros Spyrou, Konstantinos Kassimatis, Emilios Galariotis

    • Resumen

    págs. 221-235

    

  • Significance of risk modelling in the term structure of interest rates

    George Emm. Halkos, Stephanos Papadamou

    • Resumen

    págs. 237-247

    

  • Trading foreign exchange portfolios with volatility filters: the carry model revisited

    Christian Dunis, Jia Miao

    • Resumen

    págs. 249-255