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Author:Annaert, J.
Ceuster, M. de (eds.)
Title:Editorial
Journal:European Journal of Finance
2008 : JAN/FEB, VOL. 14:1-2, p. 73
Index terms:banks
banking
risk management
cost control
Europe
USA
Language:eng
Abstract:This editorial refers to this Special issue on 'Recent advances in measuring and managing market risk'.

The Special issue contents as follows:
"Testing for changing persistence in US Treasury on/off spreads under weighted-symmetric estimation" by L.V. Smith and D.N. Tambakis ;
"Commodity volatility modelling and option pricing with a potential function approach" by J. Anderluh and S. Borovkova ;
"The stability of bank efficiency rankings when risk preferences and objectives are different" by M. Koetter ;
"Pricing Parisians and barriers by hitting time simulation" by J.H.M. Anderluh ;
"Residual value risk in the leasing industry: A European case" by H. Pirotte and C. Vaessen.
SCIMA record nr: 269324
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