Applied financial economics

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  Año 2011, Vol. 21, Número 7-9

  • Cost efficiency, technological progress and productivity growth of Chinese banking pre- and post-WTO accession

    Rasoul Rezvanian, R. Turk Ariss, Seyed Mehdian

    • Resumen

    págs. 437-454

    

  • Economy-wide corruption and bad loans in banking: international evidence

    Rajeev Goel, Iftekhar Hasan

    • Resumen

    págs. 455-461

    

  • Discrete time linear-quadratic pricing of bonds and options

    Marco Realdon

    • Resumen

    págs. 463-467

    

  • Shifting sentiments in firm investiment: an application to the oil industry

    Klaus Mohn, Bard Misund

    • Resumen

    págs. 469-479

    

  • Behavioural patterns as determinants of market movements: evidence from an emerging market

    Timotej Jagric, Sebastjan Strasek

    • Resumen

    págs. 481-491

    

  • Evaluating hedging strategies in the foreign exchange market with the stochastic dominance approach

    Y.-C. Chiang, T.L. Liao, Tse-An Hsiao

    • Resumen

    págs. 493-503

    

  • Applying simulation optimization to dynamic financial analysis for the asset-liability management of a property-casualty insurer

    Tzu-Yi Yu, Chenghsien Tsai, Hsiao-Tzu Huang, Chuen-Lung Chen

    • Resumen

    págs. 505-518

    

  • Oil price and the greenback: it takes two to tango

    Brahim Razgallah, Kamal Smimou

    • Resumen

    págs. 519-528

    

  • Finance-growth nexus: evidence from a top global reformer

    Jose Brambila Macias, Isabella Massa

    • Resumen

    págs. 529-544

    

  • Estimating the impact of good news on stock market volatility

    Farooq Malik

    • Resumen

    págs. 545-554

    

  • The smooth transition GARCH model: application to international stock indexes

    Rim Khemiri

    • Resumen

    págs. 555-562

    

  • Existence and extent of impact of individual stock derivatives on spot market volatility in India

    Abhilash S. Nair

    • Resumen

    págs. 563-600

    

  • Is the finance led growth hypothesis robust to alternative measures of financial development?

    Rumi Masih, Suhair F. Khan

    • Resumen

    págs. 601-623

    

  • Testing the CAPM across observed and fundamental returns

    Dave Berger

    • Resumen

    págs. 625-636

    

  • Offshore versus local listings of Taiwanese firms: evidence from London, New York and Taipei

    R.C.K. Burdekin, Hsin-hui I. H. Whited

    • Resumen

    págs. 637-649

    

  • Do banks respond to capital requirements? Evidence from Indonesia

    Rasyad A. Parinduri, Yohanes Eko Riyanto

    • Resumen

    págs. 651-663

    

  • Volatility forecasting in emerging markets with application of stochastic volatility model

    Alex YiHou Huang

    • Resumen

    págs. 665-681