Applied financial economics

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  Año 2014, Vol. 24, Número 10-12

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    A shape-based decomposition of the yield adjustment term in the arbitrage-free Nelson and Siegel (AFNS) model of the yield

    James M. Steeley

    • Resumen

    págs. 661-669

    
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    Size and value effects in Suriname

    Denice Bodeutsch, Philip Hans Franses

    • Resumen

    págs. 671-677

    
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    Do internationalized companies have better governance? Lessons from Brazil

    Andre Carvalhal

    • Resumen

    págs. 679-690

    
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    Precious metal markets, stock markets and the macroeconomic environment: a FAVAR model approach

    Nicholas Apergis, Christina Christou, James E. Payne

    • Resumen

    págs. 691-703

    
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    Adaptive and relative efficiency of stock markets from Southeastern Europe: a wavelet approach

    B. Bogdanova, I. Ivanov

    • Resumen

    págs. 705-722

    
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    When do pay spreads influence firm value?

    Zenu Sharma, Weihua Huang

    • Resumen

    págs. 723-737

    
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    Government bond yield sensitivity to economic news at the zero lower bound in Canada in comparison with the UK and US

    Richhild Moessner

    • Resumen

    págs. 739-751

    
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    Momentum strategy and credit risk

    Su-Lien Lu, Kuo-Jung Lee, Chia-Chang Yu

    • Resumen

    págs. 753-762

    
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    Determinants of profitability in the EU-15 area

    Pierpaolo Pattitoni, Barbara Petracci, M. Spisni

    • Resumen

    págs. 763-775

    
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    S&P 500 Index reconstitutions and information asymmetry

    L.C. Baran, T.-H.D. King

    • Resumen

    págs. 777-791

    
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    The relationship between oil prices and stock prices: a nonlinear asymmetric cointegration approach

    Panagiotis Rafailidis, Constantinos Katrakilidis

    • Resumen

    págs. 793-800

    
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    Foreign direct investment spillovers and firms� access to credit

    Vlad Manole, Mariana Spatareanu

    • Resumen

    págs. 801-809

    
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    Credit risk-free sovereign bonds under Solvency II: a cointegration analysis with consistently estimated structural breaks

    Alexander Ludwig

    • Resumen

    págs. 811-823

    
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    Pricing gold options under Markov-modulated jump-diffusion processes

    Shih-Kuei Lin, Yu-Min Lian, Szu-Lang Liao

    • Resumen

    págs. 825-836

    
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    Voluntary corporate governance with an empirical application

    Rodrigo Zeidan

    • Resumen

    págs. 837-851