Applied financial economics

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  Año 2006, Vol. 16, Número 12

  • Seleccionado

    Pricing of non-ferrous metals futures on the London Metal Exchange

    Clinton Watkins, Michael McAleer

    • Resumen

    págs. 853-880

    
  • Seleccionado

    Dynamic interaction and valuation of quality yen Eurobonds in a multivariate EGARCH framework

    Jonathan A. Batten, Francis In

    • Resumen

    págs. 881-892

    
  • Seleccionado

    A TARCH examination of the return volatility�volume relationship in electricity futures

    Lester Hadsell

    • Resumen

    págs. 893-901

    
  • Seleccionado

    Trading futures spreads: an application of correlation and threshold filters

    C. Dunis, Jason Laws, Evans Ben

    • Resumen

    págs. 903-914

    
  • Seleccionado

    Rationality of analysts� earnings forecasts: evidence from dow 30 companies

    Sunil K. Mohanty, Edward N. W. Aw

    • Resumen

    págs. 915-929