No. 21-2, March 2015
Index
- Common Factors in the Performance of European Corporate Bonds – Evidence before and after the Financial Crisis
- Does Centralisation of FX Derivative Usage Impact Firm Value?
- Higher‐moment Risk Exposures in Hedge Funds
- Inferring Default Correlation from Equity Return Correlation
- Investors' Judgments, Asset Pricing Factors and Sentiment
- Leasing Decisions and Credit Constraints: Empirical Analysis on a Sample of Italian Firms
- The Role of Pre‐Existing Liquidity in Determining Pricing Efficiency and Liquidity Gains Following the Introduction of SETSmm
- Unique Option Pricing Measure with neither Dynamic Hedging nor Complete Markets