2001 Series
Pricing Convertible Bonds with Interest Rate, Equity, Credit and FX Risk.
Ali Bora Yigitbasioglu
2001-14
abstract
Understanding the Internal Measurement Approach to Assessing Operational Risk Capital Charges.
Carol Alexander
2001-13
Published as "Rules and Models" RISK 15: 1 (2002) pp S18-22
abstract
Short-Run Under-pricing and its Characteristics in Chinese IPO Markets.
Jing Chi and Carol Padgett
2001-12
Research in International Business and Finance March 2005 19:1, pp 71-93
abstract
Matching and the Estimated Impact of Inter-listing. (Updated July 2003)
Ryan Davies
2001-11
abstract
Option Pricing with Normal Mixture Returns: Modelling Excess Kurtosis and Uncertainty in Volatility.
Carol Alexander and Sujit Narayanan
2001-10
abstract
The Statistical Properties of Hedge Fund Index Returns.
Chris Brooks and Harry Kat
2001-09
Journal of Alternative Investments 5(2), 26-44
abstract
International Evidence on the Predictability of Prices of Securitised Real Estate Assets: Econometric Models versus Neural Networks.
Chris Brooks and Sotiris Tsolacos
2001-08
Journal of Property Research 20(2), (2003), 133-156
abstract
Credit Risk Diversification.
Simone Varotto
2001-07
abstract
Credit Spreads and the Treasury Zero Coupon Spot Curve.
Nicolas Papageorgiou and Frank Skinner
2001-06
abstract
Hedge Fund Performance 1990-2000: Do the ''Money Machines'' Really Add Value?
Gaurev Amin and Harry Kat
2001-05
Forthcoming Journal of Financial and Quantitative Analysis, 2003
abstract
A New Tool for Detecting Intraday Periodicities with Application to High Frequency Exchange Rates
Chris Brooks and Melvin J. Hinich
2001-04
Journal of the Royal Statistical Society, Series C 55(2), (2006), 241-259
abstract
Cointegration and Asset Allocation: A New Fund Strategy
Carol Alexander, Ian Giblin and Wayne Weddington
2001-03
Published in Research in International Business and Finance, Volume 16 Elsevier (2002) pp 65-90
abstract
Modelling Retail Deposit Spreads in the UK
Frank Skinner, Benton E. Gup, Michalis Ioannides, and Doowoo Nam
2001-02
abstract
Estimating Corporate Yield Curves
Antonio Diaz and Frank Skinner
2001-01
abstract
