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Research in finance : a research annual. Vol. 18
(Research in finance. ISSN:01963821)

Publisher Bingley, U.K : Emerald
Year 2001
Authors Chen, Andrew H

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OB00120950 Emerald eBooks (電子ブック) 9781849505789

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Material Type E-Book
Media type 機械可読データファイル
Size 1 online resource (viii, 257 p.)
Notes Improved methods of treating critical issues in regulating and supervising bank safety and soundness / P.A.V.B. Swamy, Thomas J. Lutton, Philip F. Bartholomew -- Economic consequences of financial services industry consolidation / P.A.V.B. Swamy, Thomas J. Linton -- Secured debt and lender environmental liability / Patricia A. McGraw, Gordon S. Roberts -- A contingent claim analysis of the closed-end mutual fund discount puzzle / Andrew H. Chen, Larry J. Merville, Chaehwan Won -- The "COST" of offering price-matching refund policies : a contingent claims perspective / Sumon C. Mazumdar, Joydeep Srivastava -- The effect of time complementarity on consumption smoothing and the equity premium / Chang Mo Ahn, Joon Kim -- A comparison of taxable and tax-deductible preferred yields / Austin Murphy -- Information inherent in implicit distributions / Ako Doffou, Jimmy E. Hilliard -- Hedging currency risk using futures / Vivek Bhargava, Robert Brooks -- Long-run and short run dynamics between foreign exchange and stock markets : evidence from Thailand and the Philippines / Mahmud Rahman, Matiur Rahman, Muhammad Mustafa
This volume consists of original research articles examining timely issues in financial services, asset pricing, and hedging. The articles in the first part of the volume deal with methods for assessing the safety and soundness of banks, rationales for and economic consequences of bank mergers, valuation effects of lender environmental liability, option-theoretic explanations of the closed-end mutual fund discount, and contingent-claims analysis of price-matching refunds. Articles in the second part of the volume study consumption smoothing and the equity premium puzzle, the yield spread of tax-deductible preferred stock, fitting a jump-diffusion model of currency futures options, duration effects on hedge ratios of currency futures, and dynamics between foreign exchange and stock markets in Southeast Asian economies
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HTTP:URL=https://www.emerald.com/insight/publication/doi/10.1016/S0196-3821(2001)18
Subjects LCSH:Finance -- Research  All Subject Search
LCSH:Banks and banking
Classification LCC:HG152
UDC:336.114
DC22:332.04
ID 8000071996
ISBN 9781849505789

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