Volume 6; Issue 2

European Journal of Finance

Volume 6; Issue 2

1

The effects of trading activity on market volatility

Gallo, Giampiero M., Pacini, Barbara

Journal:

European Journal of Finance

Year:

2000

Language:

english

File:

PDF, 228 KB

english, 2000

2

Bayesian approach to yield curve modelling with application to the simulation of EMU environments: generating scenarios by modelling yield curve movements

Howe, Melendres

Journal:

European Journal of Finance

Year:

2000

Language:

english

File:

PDF, 472 KB

english, 2000

3

Testing densities with financial data: an empirical comparison of the EdgeworthSargan density to the Students t

Mauleon, Ignacio, Perote, Javier

Journal:

European Journal of Finance

Year:

2000

Language:

english

File:

PDF, 301 KB

english, 2000

4

Expectations of monetary policy in Australia implied by the probability distribution of interest rate derivatives

Bhar, Ramaprasad, Chiarella, Carl

Journal:

European Journal of Finance

Year:

2000

Language:

english

File:

PDF, 312 KB

english, 2000

5

Analysing long memory and asymmetries

Journal:

European Journal of Finance

Year:

2000

Language:

english

File:

PDF, 386 KB

english, 2000

6

Managing funds in the US market: how to distinguish between transitory distortions and structural changes in the stock prices?

Bruneau, Catherine, Duval-Kieffer, Ch., Nicolai, J.P.

Journal:

European Journal of Finance

Year:

2000

Language:

english

File:

PDF, 395 KB

english, 2000

7

Switching regime models in the Spanish inter-bank market

Beyaert, Arielle, P rez-Castej, Juan J.

Journal:

European Journal of Finance

Year:

2000

Language:

english

File:

PDF, 362 KB

english, 2000

8

Combining forecasts: some results on exchange and interest rates

Billio, Monica, Sartore, Domenico, Toffano, Carlo

Journal:

European Journal of Finance

Year:

2000

Language:

english

File:

PDF, 460 KB

english, 2000

9

Further insights on the puzzle of technical analysis profitability

Maillet, Bertrand, Michel, Thierry

Journal:

European Journal of Finance

Year:

2000

Language:

english

File:

PDF, 619 KB

english, 2000