Extreme dependence in the NASDAQ and S&P 500 composite indexes
John W. Galbraith, Serguei Zernov
págs. 1019-1028
págs. 1029-1041
págs. 1043-1057
An out-of-sample comparative analysis of hedging performance of stock index futures: dynamic versus static hedging
Ming Jing Yang, Yi-Chuan Lai
págs. 1059-1072
Divestitures: wealth transfers or real economic gains?
Abdul-Magid Gadad, Andrew W. Stark, Thomas Hardy
págs. 1073-1081
Distribution of extreme changes in Asian currencies: tail index estimates and value-at-risk calculations
Raj Aggarwal, M. Qi
págs. 1083-1102
Intraday evidence of the informational efficiency of the yen/dollar exchange rate
Kentaro Iwatsubo, Yoshihiro Kitamura
págs. 1103-1115
Monetary models of exchange rates and sweep programs
Rakesh K. Bissoondeeal, Jane M. Binner, Thomas Elger
págs. 1117-1129
The predictive power of the term spread revisited: a change in the sign of the predictive relationship
Javier Gomez Biscarri
págs. 1131-1142
págs. 1143-1157
Optimal modelling frequency for foreign exchange volatility forecasting
Vincent J. Hooper, Jonathan J. Reeves
págs. 1159-1162
Optimal market indices using value-at-risk: a first empirical approach for three stock markets
Jordi Andreu, Salvador Torra
págs. 1163-1170
A study of the predictive performance of the moving average trading rule as applied to NYSE, the Athens Stock Exchange and the Vienna Stock Exchange: sensitivity analysis and implications for weak-form market efficiency testing
Alexandros E. Milionis, Evangelia Papanagiotou
págs. 1171-1186
págs. 1187-1196
págs. 1197-1211
Ben R. Marshall, Sun Qian, Martin Young
págs. 1213-1221
A nonparametric general equilibrium estimation of covered interest rate arbitrage for western European countries during the pre-euro period: a behavioural perspective
Hsiou-Wei Lin, Yun Chiang Tai
págs. 1223-1237
págs. 1239-1255
An empirical extension of Rock's IPO underpricing model to three distinct groups of investors
Anna P. I. Vong, Duarte Trigueiros
págs. 1257-1268