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Volume 3, Issue 4

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Applied Financial Economics Letters, Volume 3, Issue 4 (2007)

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Applied Financial Economics Letters, Volume 3, Issue 4 (2007)

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Original Articles

Article

Analysis of dependence in the G11 countries' financial markets: simulation and empirical evidence

Param Silvapulle, Mohammad N. Azam & Mahbuba Yeasmin

Pages: 211-214

Published online: 23 Jul 2007

AbstractforAnalysis of dependence in the G11 countries' financial markets: simulation and empirical evidence | Full Text | References | PDF (85 KB)

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Article

Assessing the stability of Gaussian mixture models for monthly returns of the S&P 500 index

Andreas Behr

Pages: 215-220

Published online: 23 Jul 2007

AbstractforAssessing the stability of Gaussian mixture models for monthly returns of the S&P 500 index | Full Text | References | PDF (170.4 KB)

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Article

The roles of the exchange rate and the foreign interest rate in Estonia's money demand function and policy implications

Yu Hsing

Pages: 221-224

Published online: 23 Jul 2007

AbstractforThe roles of the exchange rate and the foreign interest rate in Estonia's money demand function and policy implications | Full Text | References | PDF (91.2 KB)

48 Views
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Article

Credit risk pricing with both expected and unexpected default

Marco Realdon

Pages: 225-230

Published online: 23 Jul 2007

AbstractforCredit risk pricing with both expected and unexpected default | Full Text | References | PDF (129.1 KB)

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Article

Testing for stock market integration in a developing economy: Colombia

Luis Gutiérrez & Jesús Otero

Pages: 231-236

Published online: 23 Jul 2007

AbstractforTesting for stock market integration in a developing economy: Colombia | Full Text | References | PDF (90 KB)

95 Views
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Article

Portfolio allocation with heavy-tailed returns

Arnab Kumar Laha, Divyajyoti Bhowmick & Bharathy Subramaniam

Pages: 237-242

Published online: 23 Jul 2007

AbstractforPortfolio allocation with heavy-tailed returns | Full Text | References | PDF (117.3 KB)

64 Views
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Article

Threshold adjustment in the long-run relationship between stock prices and economic activity

Steven Cook

Pages: 243-246

Published online: 23 Jul 2007

AbstractforThreshold adjustment in the long-run relationship between stock prices and economic activity | Full Text | References | PDF (82.7 KB)

74 Views
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Article

An evaluation of professional forecasts of US corporate profits

Hamid Baghestani

Pages: 247-250

Published online: 23 Jul 2007

AbstractforAn evaluation of professional forecasts of US corporate profits | Full Text | References | PDF (80.4 KB)

35 Views
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Article

Bankruptcy and the Nash solution

Jacques A. Schnabel

Pages: 251-254

Published online: 23 Jul 2007

AbstractforBankruptcy and the Nash solution | Full Text | References | PDF (75 KB)

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Article

On the variance of the error associated to the squared return as proxy of volatility

Umberto Triacca

Pages: 255-257

Published online: 23 Jul 2007

AbstractforOn the variance of the error associated to the squared return as proxy of volatility | Full Text | References | PDF (77.3 KB)

163 Views
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Article

Gold investment as an inflationary hedge: cointegration evidence with allowance for endogenous structural breaks

Andrew C. Worthington & Mosayeb Pahlavani

Pages: 259-262

Published online: 23 Jul 2007

AbstractforGold investment as an inflationary hedge: cointegration evidence with allowance for endogenous structural breaks | Full Text | References | PDF (82.9 KB)

1696 Views
140 CrossRef citations
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Article

Investment information content in Bollinger Bands?

C. Lento, N. Gradojevic & C. S. Wright

Pages: 263-267

Published online: 23 Jul 2007

AbstractforInvestment information content in Bollinger Bands? | Full Text | References | PDF (80.9 KB)

1803 Views
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Article

Political orientation of government and stock market returns

Jedrzej Bialkowski, Katrin Gottschalk & Tomasz Piotr Wisniewski

Pages: 269-273

Published online: 23 Jul 2007

AbstractforPolitical orientation of government and stock market returns | Full Text | References | PDF (692.1 KB)

669 Views
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Article

Underwriting spread and the investment of security company-affiliated venture capital

Katsushi Suzuki

Pages: 275-278

Published online: 23 Jul 2007

AbstractforUnderwriting spread and the investment of security company-affiliated venture capital | Full Text | References | PDF (80.1 KB)

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Miscellany

Corrigendum

Page: 279

Published online: 23 Jul 2007

CitationforCorrigendum | Full Text | PDF (42.3 KB)

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On the functional form of PPP: the case of nine new EU countries

Yu Hsing

Article | Published online: 18 Oct 2008

Erratum to ON the variance of the error associated to the squared return as proxy of volatility: [Applied Financial Economics Letters, 2007, 3, 255–7]

Umberto Triacca

Article | Published online: 18 Oct 2008

Free Access

Long-term asymmetry in the USD-DEM spot exchange rate volatility process

Bernard Bollen

Article | Published online: 18 Oct 2008

The equity premium and inflation

John Beirne et al.

Article | Published online: 18 Oct 2008

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Applied Financial Economics Letters (Vol.3, Iss.4, 2007)

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