Nbr. 22-5, November 2016
Index
- Affine‐Structure Models and the Pricing of Energy Commodity Derivatives
- Contents: European Financial Management 5/2016
- Corporate Governance and Firm‐specific Stock Price Crashes
- Cross Economic Determinants of Implied Volatility Smile Dynamics: Three Major European Currency Options
- Empirical Analysis of the Intertemporal Relationship between Downside Risk and Expected Returns: Evidence from Time‐varying Transition Probability Models
- Style Migration in Europe
- The Evolution of Informed Liquidity Provision: Evidence from an Order‐driven Market
- The Impact of the 2011 Short‐Sale Ban on Financial Stability: Evidence from the Spanish Stock Market
- Why Are Successive Cohorts of Listed Firms Persistently Riskier?