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There are 43416 results for: content related to: The Risk Microstructure of Corporate Bonds: A Case Study from the German Corporate Bond Market

  1. Informed Trading and Market Structure

    European Financial Management

    Charlie X. Cai, Jeffrey H. Harris, Robert S. Hudson and Kevin Keasey

    Article first published online : 28 FEB 2013, DOI: 10.1111/eufm.12003

  2. Volatility-Spillover Effects in European Bond Markets

    European Financial Management

    Volume 13, Issue 5, November 2007, Pages: 923–948, Charlotte Christiansen

    Article first published online : 23 OCT 2007, DOI: 10.1111/j.1468-036X.2007.00403.x

  3. A Generalisation of the Mean-Variance Analysis

    European Financial Management

    Volume 15, Issue 5, November 2009, Pages: 934–970, Valeri Zakamouline and Steen Koekebakker

    Article first published online : 27 APR 2009, DOI: 10.1111/j.1468-036X.2009.00483.x

  4. The Dependency of the Banks' Assets and Liabilities: Evidence from Germany

    European Financial Management

    Volume 18, Issue 4, September 2012, Pages: 602–619, Christoph Memmel and Andrea Schertler

    Article first published online : 28 FEB 2010, DOI: 10.1111/j.1468-036X.2010.00543.x

  5. Bank Size and Systemic Risk

    European Financial Management

    Amelia Pais and Philip A Stork

    Article first published online : 6 JUN 2011, DOI: 10.1111/j.1468-036X.2011.00603.x

  6. The Stochastic Seasonal Behaviour of Natural Gas Prices

    European Financial Management

    Volume 18, Issue 3, June 2012, Pages: 410–443, Andrés García Mirantes, Javier Población and Gregorio Serna

    Article first published online : 28 FEB 2010, DOI: 10.1111/j.1468-036X.2009.00533.x

  7. Beyond Fundamentals: Investor Sentiment and Exchange Rate Forecasting

    European Financial Management

    Sebastian Heiden, Christian Klein and Bernhard Zwergel

    Article first published online : 2 MAR 2011, DOI: 10.1111/j.1468-036X.2011.00593.x

  8. Capital Structure and Assets: Effects of an Implicit Collateral

    European Financial Management

    Volume 14, Issue 2, March 2008, Pages: 347–373, Christian Riis Flor

    Article first published online : 24 SEP 2007, DOI: 10.1111/j.1468-036X.2007.00393.x

  9. Are Private Equity Investors Boon or Bane for an Economy?–A Theoretical Analysis

    European Financial Management

    Sebastian Ernst, Christian Koziol and Denis Schweizer

    Article first published online : 18 FEB 2011, DOI: 10.1111/j.1468-036X.2010.00586.x

  10. Pay me Right: Reference Values and Executive Compensation

    European Financial Management

    Volume 16, Issue 5, November 2010, Pages: 778–804, Aleksandra Gregorič, Sašo Polanec and Sergeja Slapničar

    Article first published online : 14 JUL 2010, DOI: 10.1111/j.1468-036X.2010.00558.x

  11. Financing Decisions along a Firm’s Life-cycle: Debt as a Commitment Device

    European Financial Management

    Volume 17, Issue 5, November 2011, Pages: 898–927, Julia Hirsch and Uwe Walz

    Article first published online : 3 JUL 2011, DOI: 10.1111/j.1468-036X.2011.00618.x

  12. Tranching and Rating

    European Financial Management

    Volume 15, Issue 5, November 2009, Pages: 891–922, Michael J. Brennan, Julia Hein and Ser-Huang Poon

    Article first published online : 24 SEP 2009, DOI: 10.1111/j.1468-036X.2009.00515.x

  13. Fixed Odds Bookmaking with Stochastic Betting Demands

    European Financial Management

    Stewart Hodges, Hao Lin and Lan Liu

    Article first published online : 26 MAY 2011, DOI: 10.1111/j.1468-036X.2011.00601.x

  14. Deposit Finance as a Commitment Device and the Optimal Debt Structure of Commercial Banks

    European Financial Management

    Matthias Bank and Jochen Lawrenz

    Article first published online : 22 SEP 2010, DOI: 10.1111/j.1468-036X.2010.00566.x

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    Risk-Adjusted Measures of Value Creation in Financial Institutions

    European Financial Management

    Volume 18, Issue 4, September 2012, Pages: 578–601, Alistair Milne and Mario Onorato

    Article first published online : 5 MAR 2010, DOI: 10.1111/j.1468-036X.2010.00540.x

  16. The Analysis of Real Data Using a Multiscale Stochastic Volatility Model

    European Financial Management

    Lorella Fatone, Francesca Mariani, Maria Cristina Recchioni and Francesco Zirilli

    Article first published online : 18 FEB 2011, DOI: 10.1111/j.1468-036X.2010.00584.x

  17. False Discoveries in UK Mutual Fund Performance

    European Financial Management

    Volume 18, Issue 3, June 2012, Pages: 444–463, Keith Cuthbertson, Dirk Nitzsche and Niall O'Sullivan

    Article first published online : 21 JAN 2010, DOI: 10.1111/j.1468-036X.2009.00536.x

  18. Impact of Imperfect Information on the Optimal Exercise Strategy for Warrants

    European Financial Management

    Volume 16, Issue 3, June 2010, Pages: 374–399, Christian Koziol

    Article first published online : 11 DEC 2008, DOI: 10.1111/j.1468-036X.2008.00478.x

  19. Hedging with Two Futures Contracts: Simplicity Pays

    European Financial Management

    Volume 17, Issue 5, November 2011, Pages: 806–834, Katelijne A.E. Carbonez, Van Thi Tuong Nguyen and Piet Sercu

    Article first published online : 23 SEP 2010, DOI: 10.1111/j.1468-036X.2010.00570.x

  20. Consumption and Hedging in Oil-Importing Developing Countries

    European Financial Management

    Volume 18, Issue 5, November 2012, Pages: 896–928, Felipe Aldunate and Jaime Casassus

    Article first published online : 9 MAR 2011, DOI: 10.1111/j.1468-036X.2011.00585.x