nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
An appreciation of Lawrence G. Goldberg
|
Saunders, A. |
|
2005 |
29 |
10 |
p. 2407-2408 2 p. |
artikel |
2 |
A test for rational bubbles in the NASDAQ stock index: A fractionally integrated approach
|
Cuñado, J. |
|
2005 |
29 |
10 |
p. 2633-2654 22 p. |
artikel |
3 |
Banks, financial markets, and social welfare
|
Marini, François |
|
2005 |
29 |
10 |
p. 2557-2575 19 p. |
artikel |
4 |
Dynamic stock market integration driven by the European Monetary Union: An empirical analysis
|
Kim, Suk Joong |
|
2005 |
29 |
10 |
p. 2475-2502 28 p. |
artikel |
5 |
Editorial board
|
|
|
2005 |
29 |
10 |
p. CO2- 1 p. |
artikel |
6 |
Employee stock options as warrants
|
Eberhart, Allan C. |
|
2005 |
29 |
10 |
p. 2409-2433 25 p. |
artikel |
7 |
Fair insurance guaranty premia in the presence of risk-based capital regulations, stochastic interest rate and catastrophe risk
|
Duan, Jin-Chuan |
|
2005 |
29 |
10 |
p. 2435-2454 20 p. |
artikel |
8 |
Iddo Sarnat Award 2005
|
|
|
2005 |
29 |
10 |
p. iii- 1 p. |
artikel |
9 |
Investor protection, prospect theory, and earnings management: An international comparison of the banking industry
|
Shen, Chung-Hua |
|
2005 |
29 |
10 |
p. 2675-2697 23 p. |
artikel |
10 |
Is learning a dimension of risk?
|
Massa, Massimo |
|
2005 |
29 |
10 |
p. 2605-2632 28 p. |
artikel |
11 |
Measuring systemic risk: A risk management approach
|
Lehar, Alfred |
|
2005 |
29 |
10 |
p. 2577-2603 27 p. |
artikel |
12 |
Measuring the value of strategic alliances in the wake of a financial implosion: Evidence from Japan’s financial services sector
|
Chiou, Ingyu |
|
2005 |
29 |
10 |
p. 2455-2473 19 p. |
artikel |
13 |
Rational bubbles or persistent deviations from market fundamentals?
|
Koustas, Zisimos |
|
2005 |
29 |
10 |
p. 2523-2539 17 p. |
artikel |
14 |
Re-examining the asymmetric predictability of conditional variances: The role of sudden changes in variance
|
Ewing, Bradley T. |
|
2005 |
29 |
10 |
p. 2655-2673 19 p. |
artikel |
15 |
Tests of the expectations hypothesis: Resolving the anomalies when the short-term rate is the federal funds rate
|
Thornton, Daniel L. |
|
2005 |
29 |
10 |
p. 2541-2556 16 p. |
artikel |
16 |
The implied jump risk of LIBOR rates
|
Guan, Lim Kian |
|
2005 |
29 |
10 |
p. 2503-2522 20 p. |
artikel |