Research in finance. Vol. 23

This volume contains contributions on a range of important issues in current financial research. Topics included are - the performance of fixed income mutual funds in different economic states, the determinants of long-term excess performance of the ADRs on the NYSE, the models for forecasting the E...

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Bibliographic Details
Other Authors Chen, Andrew H.
Format Electronic eBook
LanguageEnglish
Published Bingley, U.K. : Emerald, 2006.
SeriesResearch in finance,
Subjects
Online AccessFull text
ISBN9781849504416
ISSN0196-3821
DOI10.1016/S0196-3821(2006)23
Physical Description1 online resource (x, 310 p.).

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505 0 |a Fixed income fund performance across economic states / Wayne Ferson, Darren Kisgen, Tyler Henry -- Determinants of the long term excess performance of American depository receipts listed on the New York Stock Exchange / Mark Schaub, Bruce L. McManis -- Kernel bandwidth applications to the euro and the U.S. mutual fund movements / Timothy J. Brailsford, Jack H.W. Penm, Richard D. Terrell -- Fragmentation of day versus night markets / Nivine Richie, Jeff Madura -- The share price and trading volume reactions of U.S.-listed foreign banks to the Financial Services Modernization Act of 1999 / Carl Pacini, William Hillison, Bradley K. Hobbs -- Upper bounds for American options / Mo Chaudhury -- A spread-based model for the valuation of credit derivatives with correlated defaults and counter-party risks / Chuang-Chang Chang, Yu Jih-Chieh -- The evolution of corporate borrowers : prime versus LIBOR / Patricia A. McGraw, Kamphol Panyagometh, Gordon S. Roberts -- The determinants of private debt source / Nadeem A. Siddiqi -- Systemic banking crises / O. Emre Ergungor, James B. Thomson. 
520 |a This volume contains contributions on a range of important issues in current financial research. Topics included are - the performance of fixed income mutual funds in different economic states, the determinants of long-term excess performance of the ADRs on the NYSE, the models for forecasting the Euro/US Dollar exchange rates and the U.S. mutual funds movements, the fragmentation in day and night markets, the market reactions of the U.S.-listed foreign banks to the passage of the GLB Act of 1999, the upper bounds for American options, the spread-based models for the valuation of credit derivatives, the empirical evidence on the evolution of corporate borrowers, the determinants of private debt source, and the underlying causes and resolution policies for the systematic banking crises. This is a valuable addition to the research of finance. It contains contributions from key figures the world of finance; and offers broad coverage. 
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