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?