haku: @journal_id 780 / yhteensä: 133
viitteet: 30-39 / 133
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 otsikkovuositekijä
30.
Stochastic chaos or ARCH effects in stock series? A comparative study
International Review of Financial Analysis
2002 : VOL. 11:4, p. 407-432
 2002 Kyrtsou, C.
Terraza, M.
31.
Credit risk The case of First Interstate Bankcorp
International Review of Financial Analysis
2002 : VOL. 11:2, p. 229-248
 2002 Brown, C. A.
Wang, S.
32.
The aggregate credit spread and the business cycle
International Review of Financial Analysis
2002 : VOL. 11:2, p. 219-228
 2002 Guha, D.
Hiris, L.
33.
Modeling credit spreads An application to the sterling Eurobond market
International Review of Financial Analysis
2002 : VOL. 11:2, p. 183-218
 2002 Manzoni, K.
34.
The stochastic-volatility American put option of banks' credit line commitments: Valuation and policy implications
International Review of Financial Analysis
2002 : VOL. 11:2, p. 159-182
 2002 Chateau, J.-P.
Dufresneb, D.
35.
Applying a three-factor defaultable term structure model to the pricing of credit default options
International Review of Financial Analysis
2002 : VOL. 11:2, p. 139-158
 2002 Schmid, B.
Kalemanova, A.
36.
Dividend policy theories and their empirical tests
International Review of Financial Analysis
2002 : VOL. 11:2, p. 111-138
 2002 Frankfurter, G. M.
Wood, B. G. Jr.,
37.
Corporate bankruptcy prognosis: An attempt at a combined prediction of the bankruptcy event and time interval of its occurrence
International Review of Financial Analysis
2002 : VOL. 11:3, p. 375-406
 2002 Philosophov, L.V.
Philosophov, V.L.
38.
Modeling the yields on noninvestment grade bond indexes: Credit risk and macroeconomic factors
International Review of Financial Analysis
2002 : VOL. 11:3, p. 345-374
 2002 Joutz, F.L.
Maxwell, W.F.
39.
Scaling the volatility of credit spreads: Evidence from Australian dollar eurobonds
International Review of Financial Analysis
2002 : VOL. 11:3, p. 331-344
 2002 Batten, J.
Ellis, C.
Hogan, W.
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