We examine the question of the determinants of corporate bond credit spreads using both weekly and monthly option-adjusted spreads for nine corporate bond indexes from Merrill Lynch from January 1997 to July 2002. (...)

Thesen über die Leistungsfähigkeit von Techniken und Technologienkönnen die Gestaltung empirischer Forschungsprogramme beeinflussen.

Die empirische Forschung führt in der Wirtschaftsinformatik ein Nischendasein.Der vorliegende Beitrag entwickelt unter partieller Bezugnahme auf WossidlosThesen und Einwendungen zur empirischen Theorie der Unternehmung einenweitergehenden, zusammenhängenden Erklärungsansatz und versucht...

This paper investigates theoretically and empirically the dynamics of the implied volatility (or implied standard deviation - ISD) around earnings announcements dates.

This paper gives an overview of the theories underlying the major portfolio performance measurement models, with an empirical application to assess the market timing and stock-picking abilities of an exhaustive sample of 60 Swiss-equity investment funds over the 1977-1999 period.

This paper studies the impact of EMU on portfolio diversification opportunities.

This paper suggests that managers should continue to monitor carefully country as well as style rewards and risks.

The question that this paper raise in this paper is how to choose the best mix of countries to diversify internationally? They compare several methods of asset allocation from a Swiss perspective over the period 1988-2001.

The authors develop a simple binomial model of liquidity and credit risk in which a bondholder has the option to time the sale of his security, given a distribution of potential buyers, bids and liquidity shocks.

This paper shows that preferences alone cannot explain the patterns reported in the literature.