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Volume 21, Issue 12

The European Journal of Finance

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The European Journal of Finance, Volume 21, Issue 12 (2015)

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The European Journal of Finance, Volume 21, Issue 12 (2015)

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Original Articles

Article

Non-homogeneous volatility correlations in the bivariate multifractal model

Ruipeng Liu & Thomas Lux

Pages: 971-991

Published online: 09 Apr 2014

AbstractforNon-homogeneous volatility correlations in the bivariate multifractal model | Full Text | References | PDF (158.2 KB)

277 Views
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Article

A note on a semiparametric approach to estimating financing constraints in firms

Sumon Kumar Bhaumik, Subal C. Kumbhakar & Kai Sun

Pages: 992-1004

Published online: 15 May 2014

AbstractforA note on a semiparametric approach to estimating financing constraints in firms | Full Text | References | PDF (684.7 KB)

289 Views
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Article

Towards a common Eurozone risk free rate

Sergio Mayordomo, Juan Ignacio Peña & Eduardo S. Schwartz

Pages: 1005-1022

Published online: 15 May 2014

AbstractforTowards a common Eurozone risk free rate | Full Text | References | PDF (191.7 KB)

371 Views
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Article

Regime-switching models for exchange rates

Ekaterini Panopoulou & Theologos Pantelidis

Pages: 1023-1069

Published online: 09 Apr 2014

AbstractforRegime-switching models for exchange rates | Full Text | References | PDF (644.7 KB)

501 Views
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Article

FT coverage and UK target price run-ups

Antonios Siganos & Marco Papa

Pages: 1070-1089

Published online: 09 Jun 2014

AbstractforFT coverage and UK target price run-ups | Full Text | References | PDF (224.9 KB)

939 Views
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