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Frontiers in Finance & Economics
93,684 Total downloads
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The Effect of Derivative Instrument Use on Capital Market Risk: Evidence from Banks in Emerging and Recently Developed Countries
Frontiers in Finance and Economics, Vol. 9, No. 2, 85-121
Mohamed Rochdi Keffala
,
Christian de Peretti and
Chia-Ying Chan
University of Liverpool - Institute of Financial and Actuarial Mathematics
,
University Claude Bernard Lyon 1
and
Yuan-Ze University - Department of Finance
Date Posted: December 19, 2012
Accepted Paper Series
56 downloads
Optimal Hedge Ratio Estimation During the Credit Crisis: An Application of Higher Moments
Frontiers in Finance and Economics, Vol. 9, No. 2, 64-84
Nicholas Apergis
and
Alexandros Gabrielsen
University of Piraeus
and
Sumitomo Mitsui Banking Corporation Europe
Date Posted: December 19, 2012
Accepted Paper Series
46 downloads
A Case for Europe: The Relationship between Sovereign CDs and Stock Indexes
Frontiers in Finance and Economics, Vol. 9, No. 2, 32-63
Maria Coronado
,
M. Teresa Corzo
and
Laura Lazcano
Universidad Pontificia Comillas
,
Universidad Pontificia Comillas
and
Universidad Pontificia Comillas
Date Posted: December 19, 2012
Accepted Paper Series
34 downloads
Exploiting Intraday and Overnight Price Variation for Daily VaR Prediction
Frontiers in Finance and Economics, Vol. 9, No. 2, 1-31
Ana-Maria Fuertes and
Jose Olmo
Cass Business School, City University London
and
Centro Universitario de la Defensa de Zaragoza
Date Posted: December 18, 2012
Accepted Paper Series
36 downloads
A Probit Model for Insolvency Risk Among Insurance Companies
Frontiers in Finance and Economics, Vol. 9, No. 1, 33-50
Leo de Haan
and
Jan Kakes
De Nederlandsche Bank
and
De Nederlandsche Bank - Monetary and Economic Policy Department
Date Posted: June 29, 2012
Accepted Paper Series
83 downloads
Can Credit Risk Be Rated Through-the-Cycle?
Frontiers in Finance and Economics, Vol. 9, No. 1, 1-32
Karlo Kauko
Bank of Finland
Date Posted: June 29, 2012
Accepted Paper Series
43 downloads
Derivatives Use and Analysts’ Earnings Forecast Accuracy
Frontiers in Finance and Economics, Vol. 9, No. 1, 51-86
Salma Mefteh
,
Sabri Boubaker
and
Florence Labégorre
Ecole Superieure Des Sciences Commerciales D'Angers (ESSCA)
,
Champagne School of Management (Groupe Esc Troyes)
and
University of Lille I - Institute of Business Administration
Date Posted: June 29, 2012
Accepted Paper Series
54 downloads
In Search of the 'Lost Capital': A Theory for Valuation, Investment Decisions, Performance Measurement
Frontiers in Finance and Economics, Vol. 9, No. 1, 87-146
Carlo Alberto Magni
University of Modena and Reggio Emilia - Department of Economics
Date Posted: June 29, 2012
Accepted Paper Series
76 downloads
Dynamic Copulas and Long Range Dependence
Frontiers in Finance and Economics, Vol. 8, No. 2, pp. 89-111, 2011
Beatriz V.M. Mendes
and
Silvia Regina Costa Lopes
Universidade Federal do Rio de Janeiro (UFRJ) - Instituto de Matematica
and
University of Sao Paulo (USP) - Institute of Mathematics and Statistics (IME)
Date Posted: February 29, 2012
Accepted Paper Series
92 downloads
Fund Performance Robustness: An Evaluation Using European Large-Cap Equity Funds
Frontiers in Finance and Economics, Vol. 8, No. 2, pp. 1-26, 2011
Kenneth Högholm
,
Johan Knif and
Seppo Pynnonen
Hanken School of Economics - Department of Finance and Statistics
,
Hanken School of Economics / Department of Finance and Statistics
and
University of Vaasa - Department of Mathematics and Statistics
Date Posted: February 29, 2012
Accepted Paper Series
40 downloads
Giffen Goods in a Transition Economy: Subsistence Consumption in Russia
Frontiers in Finance and Economics, Vol. 8, No. 2, pp. 27-48, 2011
Yochanan Shachmurove
and
Janusz M. Szyrmer
The City College of The City University of New York - Department of Economics
and
CASE - Center for Social and Economic Research
Date Posted: February 29, 2012
Accepted Paper Series
202 downloads
Hedging with Derivatives and Value Creation: An Empirical Examination in the Insurance Industry
Frontiers in Finance and Economics, Vol. 8, No. 1, pp. 17-42, 2011
Luis Otero González ,
Sara Fernandez Lopez and
Onofre Martorell Cunill
Universidade de Santiago de Compostela - Faculty of Economic Science and Business Studies
,
Universidade de Santiago de Compostela - Faculty of Economic Science and Business Studies
and
affiliation not provided to SSRN
Date Posted: February 29, 2012
Accepted Paper Series
60 downloads
M1, M2, and the U.S. Equity Exchanges
Frontiers in Finance and Economics, Vol. 8, No. 2, pp. 112-135, 2011
Ali Parhizgari
and
Duong Nguyen
Florida International University
and
Florida International University
Date Posted: February 29, 2012
Accepted Paper Series
59 downloads
Models for Moody’s Bank Ratings
Frontiers in Finance and Economics, Vol. 8, No. 1, pp. 88-110, 2011
Anatoly Peresetsky
and
Alexander Karminsky
New Economic School - Central Economics and Mathematics Institute
and
National Research University Higher School of Economics
Date Posted: February 29, 2012
Accepted Paper Series
68 downloads
Quantitative vs. Qualitative Criteria for Credit Risk Assessment
Frontiers in Finance and Economics, Vol. 8, No. 1, pp. 69-87, 2011
Manuel S. Ribeiro
,
Joaquim P. Pina
,
João Soares and
Margarida Catalao Lopes
affiliation not provided to SSRN
,
New University of Lisbon
,
Technical University of Lisbon (UTL)
and
Technical University of Lisbon
Date Posted: February 29, 2012
Accepted Paper Series
232 downloads
Real Interest Rate and Growth Rate: Theory and Empirical Evidence
Frontiers in Finance and Economics, Vol. 8, No. 2, pp.136-152, 2011
Jean Marie Le Page
Université Paris II - Panthéon-Assas
Date Posted: February 29, 2012
Accepted Paper Series
160 downloads
Risk in Emerging Stock Markets from Brazil and Mexico: Extreme Value Theory and Alternative Value at Risk Models
Frontiers in Finance and Economics, Vol. 8, No. 2, pp. 49-88, 2011
Raúl De Jesús
and
Edgar Ortiz
Universidad Autónoma del Estado de México
and
Universidad Nacional Autónoma de México (UNAM)
Date Posted: February 29, 2012
Accepted Paper Series
149 downloads
The Skew Pattern of Implied Volatility in the DAX Index Options Market
Frontiers in Finance and Economics, Vol. 8, No. 1, pp. 43-68, 2011
Silvia Muzzioli
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics
Date Posted: February 29, 2012
Accepted Paper Series
77 downloads
The Association between Firm Characteristics and the Use of a Comprehensive Corporate Hedging Strategy: An Ordered Probit Analysis
Frontiers in Finance and Economics, Vol. 8, No. 1, pp. 1-16, 2011
Hue Hwa Au Yong
,
Robert W. Faff and
Hoa Nguyen
Monash University - Department of Accounting and Finance
,
University of Queensland
and
Deakin University - School of Accounting, Economics and Finance
Date Posted: February 28, 2012
Accepted Paper Series
48 downloads
Causality between White Pepper and Black Pepper: Evidence from Six Markets
The ICFAI Journal of Agricultural Economics, Vol. V, No. 2, pp. 7-21, April 2008
Evan Lau
,
Chin-Hong Puah ,
Swee-Ling Oh
and
Yan-Ching Lo
Universiti Malaysia Sarawak (UNIMAS)
,
affiliation not provided to SSRN
,
Universiti Malaysia Sarawak
and
Universiti Malaysia Sarawak
Date Posted: April 05, 2011
Accepted Paper Series
An Examination of Life Insurers’ Risk Attitudes
Frontiers in Finance and Economics, Vol. 7, No. 2, pp. 125-137, October 2010
Yaffa Machnes
Bar Ilan University - S. Daniel Abraham School of Business Adminstration
Date Posted: December 17, 2010
Accepted Paper Series
28 downloads
Are All Individual Investors Equally Prone to the Disposition Effect All The Time? New Evidence from a Small Market
Frontiers in Finance and Economics, Vol. 7, No. 2, 38-68, October 2010
Cristiana Cerqueira Leal
,
Manuel J. Rocha Armada and
Joao C. Duque
University of Minho
,
University of Minho
and
affiliation not provided to SSRN
Date Posted: December 17, 2010
Accepted Paper Series
90 downloads
Can Market Actors Help Monitor European Banks?
Frontiers in Finance and Economics, Vol. 7, No. 2, 138-182, October 2010
Anissa Naouar
affiliation not provided to SSRN
Date Posted: December 17, 2010
Accepted Paper Series
29 downloads
Should Minimum Portfolio Sizes Be Prescribed for Achieving Sufficiently Well-Diversified Equity Portfolios?
Frontiers in Finance and Economics, Vol. 7, No. 2, 1-37, October 2010
Lawrence Kryzanowski and
Shishir Singh
Concordia University, Quebec - Department of Finance
and
affiliation not provided to SSRN
Date Posted: December 17, 2010
Accepted Paper Series
74 downloads
Size, Book-to-Market, Volatility and Stock Returns: Evidence from Amman Stock Exchange (ASE)
Frontiers in Finance and Economics, Vol. 7, No. 2, 90-124, October 2010
Walid Saleh
The Hashemite University
Date Posted: December 17, 2010
Accepted Paper Series
105 downloads
Would You Follow MM or a Profitable Trading Strategy?
Frontiers in Finance and Economics, Vol. 7, No. 2, 69-89, October 2010
Yaz Gulnur Muradoglu and
Brian Baturevich
Queen Mary University of London
and
affiliation not provided to SSRN
Date Posted: December 17, 2010
Accepted Paper Series
239 downloads
Computational Efficiency and Accuracy In the Valuation of Basket Options
Frontiers in Finance and Economics, Vol. 6, No. 1, pp. 1-25, 2009
Pengguo Wang
Xfi, University of Exeter
Date Posted: June 13, 2010
Accepted Paper Series
70 downloads
Consumer Welfare in The Deregulated Swedish Electricity Market
Frontiers in Finance and Economics, Vol. 6, No. 2, pp. 101-119, 2009
Jens Lundgren
University of Umea - Department of Economics
Date Posted: June 13, 2010
Accepted Paper Series
58 downloads
Electricity Traffic Over the Barriers of Networks: The Case of Germany and the Netherlands
Frontiers in Finance and Economics, Vol. 6, No. 2, pp. 120-139, 2009
Hans Andeweg
,
Andre B. Dorsman
and
Kees van Montfort
EDF Trading Ltd.
,
VU University Amsterdam - Faculty of Economics and Business Administration
and
Nyenrode University
Date Posted: June 13, 2010
Accepted Paper Series
31 downloads
Money Supply in a Simple Economic Growth Model and Multiple Steady States Equilibria
Frontiers in Finance and Economics, Vol. 6, No. 2, pp. 67-95, 2009
Augier Laurent
and
Jalloul Sghari
affiliation not provided to SSRN
and
Université Paris V Rene Descartes
Date Posted: June 13, 2010
Accepted Paper Series
87 downloads
Private Equity Firms’ Behaviours in Western Europe: Does Country Matter?
Frontiers in Finance and Economics, Vol. 6, No. 2, pp. 46-66, 2009
Rafik Abdesselam
,
Françoise Bastié
and
Sylvie Cieply
affiliation not provided to SSRN
,
Université de Caen
and
Université de Caen - IUP Banque Assurance
Date Posted: June 13, 2010
Accepted Paper Series
62 downloads
Restructuring the European Energy Market Through M&As – An Application of the Model of Economic Dominance
Frontiers in Finance and Economics, Vol. 6, No. 2, pp. 140-180, 2009
Wassim Benhassine
affiliation not provided to SSRN
Date Posted: June 13, 2010
Accepted Paper Series
52 downloads
A Note on Stakeholder Theory and Risk: Implications for Corporate Cash Holdings and Dividend Policy
Frontiers in Finance and Economics, Vol. 6, No. 1, pp. 51-72, 2009
Gerhard Speckbacher
and
Paul Wentges
Vienna University of Economics and Business Administration (WU)
and
Vienna University of Economics and Business Administration - Department of Management and Innovation
Date Posted: June 12, 2010
Accepted Paper Series
273 downloads
Cash Management Routines: Evidence from Spain
Frontiers in Finance and Economics, Vol. 6, No. 1, pp. 93-117, April 2009
Txomin Iturralde Sr. ,
Amaia Maseda Sr. and
Leire San-Jose
University of the Basque Country - Departamento de Economía Financiera II
,
University of the Basque Country - Departamento de Economía Financiera II
and
University of Huddersfield
Date Posted: June 12, 2010
Accepted Paper Series
80 downloads
Forecasting VAR and Expected Shortfall Using Dynamical Systems: A Risk Management Strategy
Frontiers in Finance and Economics, Vol. 6, No. 1, p. 26-50, 2009
Cyril Caillault
and
Dominique Guegan
BNP Paribas
and
Universite Paris 1 Pantheon-Sorbonne
Date Posted: June 12, 2010
Accepted Paper Series
151 downloads
Opportunity Cost, Excess Profit, and Counterfactual Conditionals
Frontiers in Finance and Economics, Vol. 6, No. 1, pp. 118-154, April 2009
Carlo Alberto Magni
University of Modena and Reggio Emilia - Department of Economics
Date Posted: June 12, 2010
Accepted Paper Series
47 downloads
The Mid 1990s Peso Crisis in Mexico: An Application of the Girton-Roper Model
Frontiers in Finance and Economics, Vol. 6, No. 1, p. 73-92, 2009
Edward E. Ghartey
affiliation not provided to SSRN
Date Posted: June 12, 2010
Accepted Paper Series
32 downloads
Why Do Monetary Policymakers Lean with the Wind During Asset Price Booms?
Frontiers in Finance and Economics, Vol. 6, No. 1, 155-174, 2009
Wolfram Berger
and
Friedrich Kissmer
Catholic University of Lille - Institut d'Économie Scientifique et de Gestion (IESEG)
and
FernUniversität in Hagen - Institute of Economic Theory
Date Posted: June 11, 2010
Accepted Paper Series
39 downloads
Evaluation and Comparison of Market and Rating Based Country Default Risk Assessment
Frontiers in Finance and Economics, Vol. 7, No. 1, pp. 34-59, 2010
Dominik Maltritz
and
Alexander Karmann
Dresden University of Technology - Faculty of Economics and Business Management
and
Dresden University of Technology - Faculty of Economics and Business Management
Date Posted: April 18, 2010
Accepted Paper Series
83 downloads
Financial Deregulation, Private Foreign Borrowing and the Risk of Sovereign Default: A Political-Economic Analysis
Frontiers in Finance and Economics, Vol. 7, No. 1, pp. 82-100, April 2010
Oya Celasun
and
Philipp Harms
International Monetary Fund (IMF) - Research Department
and
Study Centre Gerzensee
Date Posted: April 18, 2010
Accepted Paper Series
62 downloads
Mitigation of Foreign Direct Investment Risk and Hedging
Frontiers in Finance and Economics, Vol. 7, No. 1, pp. 21-33, April 2010
Jack E. Wahl and
Udo Broll
University of Dortmund - Department of Business
and
Dresden University of Technology - Faculty of Economics and Business Management
Date Posted: April 18, 2010
Accepted Paper Series
108 downloads
To Outsource or not to Outsource in North-South Trade
Frontiers in Finance and Economics, Vol. 7, No. 1, pp. 60-81, April 2010
E. Kwan Choi and
Jai-Young Choi
Iowa State University - Center for Agriculture and Rural Development (CARD)
and
Lamar University
Date Posted: April 18, 2010
Accepted Paper Series
44 downloads
The Two-Parameter Long-Horizon Value-at-Risk
Frontiers in Finance and Economics, Vol. 7, No. 1, pp. 1-20, 2010
Guy Kaplanski and
Haim Levy
Bar Ilan University
and
Hebrew University of Jerusalem - Jerusalem School of Business Administration
Date Posted: April 16, 2010
Accepted Paper Series
97 downloads
Dynamic Copula Modelling for Value at Risk
Frontiers in Finance and Economics, Vol. 5, No. 2, pp. 72-108, 2008
Date Posted: January 27, 2010
Accepted Paper Series
327 downloads
Financing and Valuation of a Marginal Project by a Firm Facing Various Tax Rates
Frontiers in Finance and Economics, Vol. 5, No. 2, pp. 56-71, 2008
Axel Pierru
KAPSARC
Date Posted: January 27, 2010
Accepted Paper Series
79 downloads
First Passage and Excursion Time Models for Valuing Defaultable Bonds: A Review with Some Insights
Frontiers in Finance and Economics, Vol. 5, No. 2, pp. 1-25, 2008
Martina Nardon
Ca Foscari University of Venice - Department of Economics
Date Posted: January 26, 2010
Accepted Paper Series
46 downloads
Using Weekly Empirical Probabilities in Currency Analysis and Forecasting
Frontiers in Finance and Economics, Vol. 5, No. 2, pp. 26-55, 2008
Andrew C. Pollock
,
Alex Macauley
,
Mary E. Thomson
and
Dilek Onkal
Glasgow Caledonian University
,
Glasgow Caledonian University
,
Glasgow Caledonian University
and
Bilkent University
Date Posted: January 26, 2010
Accepted Paper Series
119 downloads
The Determinants of Commercial Bank Interest Margin and Profitability: Evidence from Tunisia
Frontiers in Finance and Economics, Vol. 5, No. 1, 106-130
Sami Ben Naceur and
Mohamed Goaied
University of Tunis
and
IHEC Carthage
Date Posted: January 19, 2010
Accepted Paper Series
853 downloads
Fundamental Capital Valuation for IT Companies: A Real Options Approach
Frontiers in Finance and Economics, Vol. 5, No. 1, pp. 1-26, 2008
Chung Baek
,
Brice V. Dupoyet and
Arun J. Prakash
Troy State University at Dothan
,
Florida International University - College of Business Administration - Finance
and
Florida International University (FIU) - Department of Finance
Date Posted: November 27, 2009
Accepted Paper Series
86 downloads
Intra-Day Stock Returns and Close-End Price Manipulation In the Istanbul Stock Exchange
Frontiers in Finance and Economics, Vol. 5, No. 1, pp. 46-84, 2008
Guray Kucukkocaoglu
Baskent University, Faculty of Economics and Administrative Sciences
Date Posted: November 27, 2009
Accepted Paper Series
110 downloads
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