|
Distributions of the
Weights of Sample Optimal Portfolios in
Multivariate
Conditionally Heteroscedastic Elliptical Models
Taras Bodnar and Taras Zabolotskyy
|
5-23
|
|
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Stock Market
Volatility in US Bull and Bear Markets
J. Cuņado, L. A. Gil-Alana and F. Perez de Gracia
|
24-32
|
|
|
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On the Validity of
Long-Run Purchasing Power Parity: A look at
Two Selected Caribbean
Economies Exchange Rate
Everton Dockery and Karl Taylor
|
33-48
|
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Determinants of the
Components of the Bid-Ask Spreads on the
London Stock Exchange:
The Case of Changes in Trading Regimes
Evangelos Giouvris and George Philippatos
|
49-61
|
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Effects of the Target
and Unexpected Overnight Rates on the Yield Curve in Canada
Yu Hsing
|
62-68
|
|
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On the Determinants of Financial
Development and Stock Returns
Vally Koubi
|
69-76
|
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