Changing-regime volatility: a fractionally integrated SETAR model
Gilles Dufrénot, Dominique Guégan, Anne Péguin Feissolle
págs. 519-526
Pär Sjölander
págs. 527-558
págs. 559-568
págs. 569-582
An analysis of the sensitivity of Australian superannuation funds to market movements: a Markov regime switching approach
Eduardo D. Roca, Víctor S.H. Wong
págs. 583-597
Do common volatility models capture cyclical behaviour in volatility?
A.E. Clements, Jérôme Collet
págs. 599-604
Untangling demand curves from information effects: evidence from Australian index adjustments
David Sokulsky, R. Brooks, Sinclair Davidson
págs. 605-616
Stock market reaction to capital expenditure announcements by UK firms
Saeed Akbar, Syed Zulfiqar Ali Shah, Issedeeq Saadi
págs. 617-627
Ho-Young Lee
págs. 629-638
What happened to pacific-basin emerging markets after the 1997 financial crisis?
Joo Ha Nam, Ky-Hyang Yuhn, Sang Bong Kim
págs. 639-658
Business conditions and nonrandom walk behaviour of US stocks and bonds returns
Benjamas Jirasakuldech, Riza Emekter, Unro Lee
págs. 659-672
The behaviour of a small foreign exchange market with a long-term peg-Barbados
DeLisle worrell, Roland Craigwell, Travis Mitchell
págs. 673-682
European mutual funds and portfolio's country exposure: does active management add value?
Javier Rodríguez
págs. 683-689
págs. 691-699
Efficiency change, technological progress and productivity growth of private, public and foreign banks in India: evidence from the post-liberalization era
Rasoul Rezvanian, Narendar Rao, Seyed Mehdian
págs. 701-713
Does leverage influence auditor choice? A cross-country analysis
Géraldine Broye, Laurent Weill
págs. 715-731
Heng Chen, Russell Smyth, W.K. Wong
págs. 733-747
Efficiency of Bangladesh stock market: evidence from monthly index and individual firm data
M. Kabir Hassan, S.S.H. Chowdhury
págs. 749-758
Classification of GARCH time series: an empirical investigation
T. Kalantzis, D. Papanastassiou
págs. 759-764
págs. 765-776