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                             6 results found
no title author magazine year volume issue page(s) type
1 Erratum to “Currency risk hedging: Futures vs. forward” [J. Banking and Finance 22 (1) (1998) 61–81] 1 PII of original article: S0378-4266(97)00039-3 1 Lioui, Abraham
 1998
 22 5 p. 611-612
2 p.
 article
2 How important is the correlation between returns and volatility in a stochastic volatility model? Empirical evidence from pricing and hedging in the S&P 500 index options market Nandi, Saikat
 1998
 22 5 p. 589-610
22 p.
 article
3 Sensitivity of the bank stock returns distribution to changes in the level and volatility of interest rate: A GARCH-M model Elyasiani, Elyas
 1998
 22 5 p. 535-563
29 p.
 article
4 The performance of de novo commercial banks: A profit efficiency approach DeYoung, Robert
 1998
 22 5 p. 565-587
23 p.
 article
5 Trading structure and overnight information: A natural experiment from the Tel-Aviv Stock Exchange Ronen, Tavy
 1998
 22 5 p. 489-512
24 p.
 article
6 US day-of-the-week effects and asymmetric responses to macroeconomic news Chang, Eric C.
 1998
 22 5 p. 513-534
22 p.
 article
                             6 results found
 
 Koninklijke Bibliotheek - National Library of the Netherlands