Applied Financial Economics Letters, Volume 4, Issue 3 (2008)

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Applied Financial Economics Letters, Volume 4, Issue 3 (2008)

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Volume 4, 2008 Vol 3, 2007 Vol 2, 2006 Vol 1, 2005
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Original Articles

Article
Dynamic modelling of bank profits
J. Mukuddem-Petersen, M. A. Petersen, I. M. Schoeman & B. A. Tau
Pages: 157-161
Published online: 21 Apr 2008
AbstractforDynamic modelling of bank profits | Full Text | References | PDF (96 KB)
  • 226 Views
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Article
Assessing Italian Government bonds’ term structure with CIR model in the aftermath of EMU
Bernardo Maggi & Fabrizio Infortuna
Pages: 163-170
Published online: 21 Apr 2008
AbstractforAssessing Italian Government bonds’ term structure with CIR model in the aftermath of EMU | Full Text | References | PDF (147.3 KB)
  • 41 Views
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Article
Provincial co-movement in Chinese stock returns
Udomsak Wongchoti & Fei Wu
Pages: 171-176
Published online: 21 Apr 2008
AbstractforProvincial co-movement in Chinese stock returns | Full Text | References | PDF (100.7 KB)
  • 59 Views
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Article
The future of credit unions in the United States: evidence from quantitative extrapolations
Kostantinos Nikolopoulos & Michael C. Handrinos
Pages: 177-182
Published online: 21 Apr 2008
AbstractforThe future of credit unions in the United States: evidence from quantitative extrapolations | Full Text | References | PDF (480.3 KB)
  • 82 Views
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Article
Financial distress, relative performance and takeovers as drivers for abnormal accruals
Lingyan Zuo & Simon Hussain
Pages: 183-186
Published online: 21 Apr 2008
AbstractforFinancial distress, relative performance and takeovers as drivers for abnormal accruals | Full Text | References | PDF (81.1 KB)
  • 79 Views
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Article
Systematic liquidity in the long run
Charly Sujoto, Petko Kalev & Robert Faff
Pages: 187-191
Published online: 21 Apr 2008
AbstractforSystematic liquidity in the long run | Full Text | References | PDF (85.4 KB)
  • 78 Views
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Article
Deregulation and productivity changes in banking: evidence from European unification
Alexander G. Kondeas, Steven B. Caudill, Daniel M. Gropper & Jennie E. Raymond
Pages: 193-197
Published online: 21 Apr 2008
AbstractforDeregulation and productivity changes in banking: evidence from European unification | Full Text | References | PDF (86.5 KB)
  • 125 Views
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Article
Credit risk and Basel II: are nonprofit firms financially different?
Barbara Luppi, Massimiliano Marzo & Antonello E. Scorcu
Pages: 199-203
Published online: 21 Apr 2008
AbstractforCredit risk and Basel II: are nonprofit firms financially different? | Full Text | References | PDF (83.4 KB)
  • 86 Views
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Article
Fixed income securities with a zero Macaulay duration: senior life settlements
Carlos E. Ortiz, Charles A. Stone & Anne Zissu
Pages: 205-207
Published online: 21 Apr 2008
AbstractforFixed income securities with a zero Macaulay duration: senior life settlements | Full Text | References | PDF (67.4 KB)
  • 49 Views
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Article
The Bootstrap Maximum Likelihood Estimator: the case of logit
Athanasios Tsagkanos
Pages: 209-212
Published online: 21 Apr 2008
AbstractforThe Bootstrap Maximum Likelihood Estimator: the case of logit | Full Text | References | PDF (89.3 KB)
  • 398 Views
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Article
Test of a quadratic relationship between the yield of TIPS and the federal funds rate
Yu Hsing
Pages: 213-216
Published online: 21 Apr 2008
AbstractforTest of a quadratic relationship between the yield of TIPS and the federal funds rate | Full Text | References | PDF (95.9 KB)
  • 29 Views
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Article
Value-neutral tradeoffs between failure risk and growth
Sherrill Shaffer
Pages: 217-219
Published online: 21 Apr 2008
AbstractforValue-neutral tradeoffs between failure risk and growth | Full Text | References | PDF (67.1 KB)
  • 34 Views
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Article
Does foreign exchange intervention reduces the exchange rate volatility?
Takeshi Hoshikawa
Pages: 221-224
Published online: 21 Apr 2008
AbstractforDoes foreign exchange intervention reduces the exchange rate volatility? | Full Text | References | PDF (82.9 KB)
  • 126 Views
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Article
Investigating the effects of market microstructure on stock price formation and volatility: evidence from the Athens Stock Exchange
Christos Alexakis & Dimitris Balios
Pages: 225-231
Published online: 21 Apr 2008
AbstractforInvestigating the effects of market microstructure on stock price formation and volatility: evidence from the Athens Stock Exchange | Full Text | References | PDF (762.6 KB)
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