Applied financial economics

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  Año 2006, Vol. 16, Número 15

  • Seleccionado

    An empirical examination of the return distribution characteristics of agency mortgage pass-through securities

    Frank Fabozzi, Borjana Racheva-Iotova, S.V. Stoyanov

    • Resumen

    págs. 1085-1094

    
  • Seleccionado

    Equity style timing using support vector regressions

    Georgi Nalbantov, Rob Bauer, Ida Sprinkhuizen-Kuyper

    • Resumen

    págs. 1095-1111

    
  • Seleccionado

    Investor awareness and the long-term impact of FTSE 100 index redefinitions

    Bryan Mase

    • Resumen

    págs. 1113-1118

    
  • Seleccionado

    The determinants of unsecured borrowing: evidence from the BHPS

    Ana del Río, Garry Young

    • Resumen

    págs. 1119-1144

    
  • Seleccionado

    Modelling and predicting market risk with Laplace�Gaussian mixture distributions

    Markus Haas, Stefan Mittnik, M.S. Paolella

    • Resumen

    págs. 1145-1162