Ausgabe 3/2006
Inhalt (10 Artikel)
The valuation effects of bank loan ratings in the presence of multiple monitors
Thomas O. Meyer, Wei-Huei Hsu, Fayez A. Elayan
Leveraged stock portfolios over long holding periods: A continuous-time model
Dale L. Domian, Marie D. Racine, Craig A. Wilson
Volatility transmission and financial crises
Guglielmo Maria Caporale, Nikitas Pittis, Nicola Spagnolo
Explaining momentum profits with an epidemic diffusion model
Nauzer J. Balsara, Lin Zheng, Andrea Vidozzi, Luca Vidozzi