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Frontiers in Finance & Economics
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Incl. Electronic Paper What's Wrong with Those Duration Measures? Nothing
Frontiers in Finance and Economics, Vol. 10, No. 1, 30-48, 2013
Robin Grieves and J. Clay Singleton
Rollins College - Crummer Graduate School of Business and Crummer Graduate School of Business - Rollins College
Date Posted: September 07, 2013
Accepted Paper Series
44 downloads

Incl. Electronic Paper Structural Breaks and Predictive Regressions Models of South African Equity Premium
Frontiers in Finance and Economics, Vol. 10, No. 1, 49-86, 2013
Goodness C. Aye , Rangan Gupta and Mampho P. Modise
University of Pretoria - Department of Economics , University of Pretoria - Department of Economics and University of Pretoria - Department of Economics
Date Posted: September 07, 2013
Accepted Paper Series
29 downloads

Incl. Electronic Paper A Three-Stage Labour-Managed Cournot Duopoly with Lifetime Employment as a Strategic Commitment
Frontiers in Finance and Economics, Vol. 10, No. 1, 87-99, 2013
Kazuhiro Ohnishi
Osaka University
Date Posted: August 03, 2013
Accepted Paper Series
9 downloads

Incl. Electronic Paper Revisiting Idiosyncratic Volatility and Stock Returns
Frontiers in Finance and Economics, Vol. 10, No. 1, 1-29, 2013
Fatma Saryal Sonmez
Queen's School of Business
Date Posted: August 01, 2013
Accepted Paper Series
208 downloads

Incl. Electronic Paper 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
115 downloads

Incl. Electronic Paper 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
71 downloads

Incl. Electronic Paper 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
63 downloads

Incl. Electronic Paper 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
City University London - Cass Business School and University of Southampton
Date Posted: December 18, 2012
Accepted Paper Series
58 downloads

Incl. Electronic Paper 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
117 downloads

Incl. Electronic Paper 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
54 downloads

Incl. Electronic Paper 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
Lunam University - 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
73 downloads

Incl. Electronic Paper 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
364 downloads

Incl. Electronic Paper Quantitative vs. Qualitative Criteria for Credit Risk Assessment
Frontiers in Finance and Economics, Vol. 8, No. 1, pp. 69-87, 2011
João O. Soares , Joaquim P. Pina , Manuel S. Ribeiro and Margarida Catalao Lopes
Universidade de Lisboa , New University of Lisbon , Instituto Superior de Contabilidade e Administração de Lisboa and Technical University of Lisbon
Date Posted: February 29, 2012
Last Revised: November 05, 2013
Accepted Paper Series
325 downloads

Incl. Electronic Paper 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
Instituto Nacional de Matemática Pura e Aplicada and University of Sao Paulo (USP) - Institute of Mathematics and Statistics (IME)
Date Posted: February 29, 2012
Accepted Paper Series
114 downloads

Incl. Electronic Paper 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
51 downloads

Incl. Electronic Paper 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
285 downloads

Incl. Electronic Paper 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
87 downloads

Incl. Electronic Paper 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
80 downloads

Incl. Electronic Paper 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
83 downloads

Incl. Electronic Paper 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
317 downloads

Incl. Electronic Paper 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
195 downloads

Incl. Electronic Paper 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
120 downloads

Incl. Electronic Paper 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 Banking and Finance , University of Queensland and Deakin University - School of Accounting, Economics and Finance
Date Posted: February 28, 2012
Accepted Paper Series
66 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

Incl. Electronic Paper 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 Administration
Date Posted: December 17, 2010
Accepted Paper Series
31 downloads

Incl. Electronic Paper 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
113 downloads

Incl. Electronic Paper 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
31 downloads

Incl. Electronic Paper 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
95 downloads

Incl. Electronic Paper 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
118 downloads

Incl. Electronic Paper 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
276 downloads

Incl. Electronic Paper 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
74 downloads

Incl. Electronic Paper 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
78 downloads

Incl. Electronic Paper 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
32 downloads

Incl. Electronic Paper 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
106 downloads

Incl. Electronic Paper 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
66 downloads

Incl. Electronic Paper 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
56 downloads

Incl. Electronic Paper 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
304 downloads

Incl. Electronic Paper 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
88 downloads

Incl. Electronic Paper 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
167 downloads

Incl. Electronic Paper 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
51 downloads

Incl. Electronic Paper 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
37 downloads

Incl. Electronic Paper 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
43 downloads

Incl. Electronic Paper 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
93 downloads

Incl. Electronic Paper 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
65 downloads

Incl. Electronic Paper 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
116 downloads

Incl. Electronic Paper 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
46 downloads

Incl. Electronic Paper 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 - Graduate School of Business Administration and Hebrew University of Jerusalem - Jerusalem School of Business Administration
Date Posted: April 16, 2010
Accepted Paper Series
115 downloads

Incl. Electronic Paper 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
342 downloads

Incl. Electronic Paper 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
King Abdullah Petroleum Studies and Research Center (KAPSARC)
Date Posted: January 27, 2010
Accepted Paper Series
88 downloads

Incl. Electronic Paper 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
51 downloads


 

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