Ausgabe 1/2006
Inhalt (4 Artikel)
Original Paper
Component structures of agricultural commodity futures traded on the Tokyo Grain Exchange
Ramaprasad Bhar, Shigeyuki Hamori
Risk-neutral and actual default probabilities with an endogenous bankruptcy jump-diffusion model
Olivier Le Courtois, François Quittard-Pinon
Mean and volatility dynamics of Indian rupee/US dollar exchange rate series: an empirical investigation
Rituparna Kar, Nityananda Sarkar