6 October 2010

Special issue: Applied financial economics

International Journal of Financial Markets and Derivatives 1(4) 2010

Papers from the 6th International Conference on Applied Financial Economics (AFE), held in Samos Island, Greece, 2–4 July 2009.
  • Optimal portfolio allocation strategies with dynamic factor models
  • Linkages in global financial market during financial crises: a comparison of the periods 1995-2000 and 2007-2009
  • Fractal properties of some European electricity markets
  • Testing the shape of EMU term structure of interest rates
  • Valuation of volatility sensitive interest rate derivatives in an emerging market
  • Risk and regulatory reforms in the securities industry: a need for a paradigm shift?

No comments: