pág. 1
págs. 3-5
Les Coleman, Sean Pinder
págs. 7-14
How did the Fed do? An empirical assessment of the Fed's new initiatives in the financial crisis
Mohammed Abdullah Mamun, M. Kabir Hassan, Mark Johnson
págs. 15-30
págs. 31-35
págs. 37-43
Were there warning signals from banking sectors for the 2008/2009 global financial crisis?
John L. Simpson
págs. 45-61
Extreme value modelling for forecasting market crisis impacts
X. Zhao, Carl Scarrott, Les Oxley, Marco Reale
págs. 63-72
The correlation structure of FX option markets before and since the financial crisis
G. Chalamandaris, A.E. Tsekrekos
págs. 73-84
Global capital market interdependence and spillover effect of credit risk: evidence from the 2007-2009 global financial crisis
William Cheung, Scott Fung, Shih-Chuan Tsai
págs. 85-103
A simple model of trading and pricing risky assets under ambiguity: any lessons for policy-makers?
Massimo Guidolin, Francesca Rinaldi
págs. 105-135
Douglas K.T. Wong, Kui-Wai Li
págs. 137-150
Permanent and transitory dynamics in house prices and consumption: some implications for the real effects of the financial crisis
Fabio Cesare Bagliano, Claudio Morana
págs. 151-170
Another consequence of the economic crisis: a decrease in migrants' remittances
Isabel Ruiz, Carlos Vargas Silva
págs. 171-182
Sources of output volatility from financial crisis in emerging markets
Kritchaya Pattanachak, Jin Man Lee
págs. 183-199
págs. 201-211
Is the crisis treatment exacerbating cautiousness or risk-taking?
Olivier Damette, Philippe Frouté
págs. 213-218
To have a target debt ratio or not: what difference does it make?
A. de Jong, Patrick Verwijmeren
págs. 219-226
Global liquidity and commodity prices-a cointegrated VAR approach for OECD countries
Ansgar Belke, Ingo G. Bordon, Torben W. Hendricks
págs. 227-242
págs. 243-254
An empirical analysis of calendar anomalies in the Malaysian stock market
Shiok Ye Lim, Chong Mun Ho, Brian Dollery
págs. 255-264