Journal of financial and quantitative analysis

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  Año 1999, Vol. 34, Número 1

  • Re-emerging markets

    Philippe Jorion, William N. Goetzmann

    págs. 1-32

    

  • Volatility in emerging stock markets

    Carla Inclan, Reena Aggarwal

    págs. 33-55

    

  • Market liquidity and trader welfare in multiple dealer markets: Evidence from dual trading

    Asani Sarkar, Peter R. Locke

    págs. 57-88

    

  • A trading volume benchmark: Theory and evidence

    Paula A. Tkac

    págs. 89-114

    

  • Kalman filtering of generalized Vasicek term structure models

    K. Ben Nowman, Simon H. Babbs

    págs. 115-130

    

  • The dynamics of the forward interest rate curve: A formulation with state variables

    Frank de Jong, Pedro Santa-Clara

    págs. 131-157