págs. 1-8
Euro area inflation: long-run determinants and short-run dynamics
Melisso Boschi, Alessandro Girardi
págs. 9-24
The internal and cross market efficiency in index option markets: an investigation of the Italian market
págs. 25-33
págs. 35-43
págs. 45-61
Banking regulation, information asymmetries and industry growth: new evidence
Natalia María Utrero González
págs. 63-76
Forecasting the term structure of interest rates for Turkey: a factor analysis approach
C. Emre Alper, K. Kazimov, A. Akdemir
págs. 77-85
Trade intensity in the Russian stock market: dynamics, distribution and determinants
Stanislav Anatolyev, Dmitry Shakin
págs. 87-104
On the relationship between nominal exchange rates and domestic and foreign prices
Iván Payá Sastre, David A. Peel
págs. 105-117
Banks� riskiness over the business cycle: a panel analysis on Italian intermediaries
M. Quagliariello
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
págs. 139-148
Stavros Degiannakis, Evdokia Xekalaki
págs. 149-171
págs. 173-184
págs. 185-196
págs. 197-213
págs. 215-219
Short-term overreaction, underreaction and efficient reaction: evidence from the London Stock Exchange
Spyros Spyrou, Konstantinos Kassimatis, Emilios Galariotis
págs. 221-235
Significance of risk modelling in the term structure of interest rates
George Emm. Halkos, Stephanos Papadamou
págs. 237-247
Trading foreign exchange portfolios with volatility filters: the carry model revisited
Christian Dunis, Jia Miao
págs. 249-255