Narrow search
Showing 1 - 8 of 8
Cover Image
Equity and debt valuation with default risk: a discrete structural model
Cenci, Marisa; Gheno, Andrea - In: Applied financial economics 15 (2005) 12, pp. 875-882
Persistent link: https://www.econbiz.de/10007640025
Cover Image
Equity and debt valuation with default risk : a discrete structural model
Cenci, Marisa; Gheno, Andrea - In: Applied financial economics 15 (2005) 12, pp. 875-881
Persistent link: https://www.econbiz.de/10003070737
Cover Image
Testing for non-linearity in daily sterling exchange rates
Brooks, Chris - In: Applied financial economics 6 (1996) 4, pp. 307-317
Persistent link: https://www.econbiz.de/10001207521
Cover Image
An alternative approach to investigating lead-lag relationships between stock and stock index futures markets
Brooks, Chris; Garrett, Ian; Hinich, Melvin J. - In: Applied financial economics 9 (1999) 6, pp. 605-613
Persistent link: https://www.econbiz.de/10001525291
Cover Image
Can we explain the dynamics of the UK FTSE 100 stock and stock index futures markets?
Brooks, Chris; Garrett, Ian - In: Applied financial economics 12 (2002) 1, pp. 25-32
Persistent link: https://www.econbiz.de/10007665647
Cover Image
Can we explain the dynamics of the UK FTSE 100 stock and stock index futures markets?
Brooks, Chris; Garrett, Ian - In: Applied financial economics 12 (2002) 1, pp. 25-31
Persistent link: https://www.econbiz.de/10001646093
Cover Image
What will be the risk-free rate and benchmark yield curve following European monetary union
Brooks, Chris; Skinner, Frank S. - In: Applied financial economics 10 (2000) 1, pp. 59-69
Persistent link: https://www.econbiz.de/10001525805
Cover Image
The long-run performance of IPOs : the case of the Stock Exchange of Mauritius
Agathee, Ushad Subadar; Sannassee, Raja Vinesh; Brooks, … - In: Applied financial economics 24 (2014) 16/18, pp. 1123-1145
Persistent link: https://www.econbiz.de/10010418946