Aberconway Building
Colum Drive
Cardiff, CF10 3EU
United Kingdom
Cardiff University - Cardiff Business School
SSRN RANKINGS
in Total Papers Downloads
credit crunch, financial crisis, bank bailouts, financial regulation, Financial Services Authority, bank regulation, monetary policy, central banks, Federal Reserve, Fannie Mae, Freddie Mac, Community Reinvestment Act, Bank of England, Alan Greenspan
index futures; Arc-Sine Law; overreaction
Value-at-Risk, expected shortfall, tail risk contribution, saddlepoint technique, risk capital
Closed-end mutual funds, ESTAR, LSTAR, long memory
equity risk premium, default risk, credit spread, leverage, corporate debt
equity risk premium, default risk, international diversification
real exchange rates, PPP, TV-STAR
liquidity trade, informed trades
credit rating agencies, European Union, Alternative Investment Fund Management Directive
index futures, Korean stock market, intraday volatility