ADESOYE, A. Bolaji and ATANDA, Akinwande Abdulmaliq (2012): Monetary Policy and Share Pricing Business in Nigeria. Forthcoming in: (2012): pp. 1-19.
Tatom, John (2011): Inflation and asset prices. Unpublished.
Shachmurove, Tomer and Shachmurove, Yochanan (2011): String of defaults: Spanish financial crises through the years. Published in: Aestimatio. The IEB International Journal of Finance No. 2 (July 2011): pp. 1-20.
Josheski, Dushko and Koteski, Cane (2011): Analysis of Purchasing power parity with data for Macedonia. Unpublished.
Estrada, Fernando (2011): Theory of financial risk. Unpublished.
Estrada, Fernando (2011): Benoit Mandelbrot (1924 - 2010): A Greek among Romans. Forthcoming in: Journal History of Economic Ideas , Vol. XIX, (February 2011): pp. 1-6.
Estrada, Fernando (2011): Financial crises, asymmetric information and argumentation. Unpublished.
Sial, Maqbool Hussain; Awan, Masood Sarwar and Waqas, Muhammad (2011): Institutional credit and agricultural production nexus. Published in: International Journal of Business and Social Science , Vol. 2, No. 13 (2011): pp. 279-284.
Esposito, Francesco Paolo (2010): Credit risk tools: an overview. Unpublished.
Asalatha, B. P. and Vijayamohanan, Pillai N. (2010): Raising the ‘Beatrice’s Goat’: The Indian Experience in Microcredit. Unpublished.
Bell, Peter N (2010): Beta estimates for leveraged ETF. Unpublished.
Asongu, Anutechia Simplice (2010): Stock Market Development in Africa: do all macroeconomic financial intermediary determinants matter? Forthcoming in:
Shaikh, Salman (2010): An Ideal Islamic Economic System: A Gone Case. Forthcoming in: Business Islamica , Vol. 1, No. 1 (01. January 2011)
Simplice Anutechia, Asongu (2010): Linkages between Financial Development and Openness: panel evidence from developing countries. Forthcoming in:
Skardziukas, Domantas (2010): Practical approach to estimating cost of capital. Unpublished.
Estrada, Fernando (2010): Theory of argumentation in financial markets. Published in: Journal of Advanced Studies in Finance , Vol. Volume I Summer 2010, No. Issue I (1) (16. July 2010): pp. 18-23.
Perlin, Marcelo; Dufour, Alfonso and Brooks, Chris (2010): The Drivers of Cross Market Arbitrage Opportunities: Theory and Evidence for the European Bond Market. Unpublished.
Miankhel, Adil Khan; Kalirajan, Kaliappa and Thangavelu, Shandre (2010): Integration, decoupling and the global financial crisis: A global perspective. Unpublished.
Kucuk, Ugur N. (2010): Non-default Component of Sovereign Emerging Market Yield Spreads and its Determinants: Evidence from Credit Default Swap Market. Published in: The Journal of Fixed Income , Vol. 19, No. Spring 2010 (04. April 2010): pp. 44-66.
Vieira, Pedro Cosme da Costa (2010): Matemática Financeira com aplicações em Excel e R. Unpublished.
Shaikh, Salman Ahmed (2010): Proposal for a New Economic Framework Based On Islamic Principles. Unpublished.
Estrada, Fernando (2010): Fragments on the black swan: money, credit and finance in The Arcades Project of Walter Benjamin. Unpublished.
Alasrag, Hussien (2010): دور التمويل الإسلامي في تحقيق الأمن الاقتصادي. Unpublished.
Skardziukas, Domantas (2010): Asymmetric information: the multiplier effect of financial instability. Unpublished.
Suarez, Ronny (2010): Defining extreme volatility events at the S&P 500 Index. Unpublished.
Costa Cabral, Nazare (2010): Breve guia temático e bibliográfico sobre o estudo da actual crise financeira e económica. Unpublished.
Alghalith, Moawia (2010): New methods of estimating stochastic volatility and the stock return. Unpublished.
Petrushchak, Bohdan (2010): Сучасні моделі фінансових криз. Published in: Вісник Львівського національного університету імені Івана Франка , Vol. 44, No. Серія економічна (May 2010): pp. 70-80.
Halkos, George (2010): Financial and real sector interactions:the case of Greece. Unpublished.
Taguedong, Sylvain Chamberlain (2009): Behavioral approach to market and default risks modeling. Published in: Chicago Booth School of Business Finance Research Papers and FEN Professional & Practitioner Papers Series (27. December 2009)
Siddiqi, Hammad (2009): The Puzzle of a Unique Instrument in Emerging Markets of South Asia. Unpublished.
Asimakopoulos, Ioannis and Athanasoglou, Panayiotis P. (2009): Revisiting the merger and acquisition performance of European banks. Published in: RePEc No. Working Paper 100 (August 2009)
Agrawal, Ashwini K. (2009): The Impact of Investor Protection Law on Corporate Policy: Evidence from the Blue Sky Laws. Unpublished.
Ojo, Marianne (2009): The role of external auditors in corporate governance: agency problems and the management of risk. Unpublished.
Hirshleifer, David and Teoh, Siew Hong (2009): The Psychological Attraction Approach to Accounting and Disclosure Policy. Unpublished.
Vătuiu, Teodora and Popeangă, Vasile Nicolae (2009): Informatics systems for financial audit and revision. Unpublished.
Chopard, Bertrand and Langlais, Eric (2009): Défaut de paiement stratégique et loi sur les défaillances d'entreprises. Unpublished.
Batabyal, Partha (2009): Unparallel View of Parallel Economy. Published in: Journal of Social Sciences (26. March 2009)
Siddiqi, Hammad (2009): Ambiguity, Infra-Marginal Investors, and Market Prices. Unpublished.
Alomar, Ibrahim (2009): قدرة النظام المصرفي على الحد من ظاهرة الفقر: دراسة قياسية تجميعية على الدول النامية. Published in: Research Center, College of Business and economics, Qassim university, Saudi Arabia No. 75 (2009)
Talpos, Ioan; Dima, Bogdan and Mutascu, Mihai (2008): The Fiscal Policy and the Stability of the nominal Sector: The Romanian Case (revisited version). Unpublished.
Shehu Usman Rano, Aliyu (2008): Real Exchange Rate Misalignment: An Application of Behavioral Equilibrium Exchange Rate (BEER) to Nigeria. Unpublished.
Herwany, Aldrin and Febrian, Erie (2008): Co-integration and Causality Analysis on Developed Asian Markets For Risk Management & Portfolio Selection. Unpublished.
Harangus, Daniela (2008): New solutions in the crediting process of agriculture. Published in: Annals of DAAAM for 2008 & Proceedings of the 19th International DAAAM Symposium (22. October 2008): pp. 589-590.
Hirshleifer, David and Teoh, Siew Hong (2008): Thought and Behavior Contagion in Capital Markets. Unpublished.
Hirshleifer, David and Teoh, Siew Hong (2008): Thought and Behavior Contagion in Capital Markets. Unpublished.
Barnett, William A.; Jones, Barry E. and Nesmith, Travis D. (2008): Divisia Second Moments: An Application of Stochastic Index Number Theory. Unpublished.
Rosenthal, Dale W.R. (2008): Data Delays, Index Deletions, Prepayments, and Defaults. Unpublished.
Vorobyev, Oleg Yu.; Goldblatt, Joe Jeff and Finkel, Rebecca (2008): Eventological Theory of Decision-Making. Published in: Journal of Siberian Federal University. Mathematics & Physics , Vol. 2, No. 1 (15. January 2009): pp. 3-16.
Indrajit, Mallick (2008): Finance in the Theory of Business Cycles. Published in: India Macreconomics Annual No. 2008 Issue (2008): pp. 145-160.
Magni, Carlo Alberto (2007): Residual income and value creation: An investigation into the lost-capital paradigm. Unpublished.
Magni, Carlo Alberto (2007): Residual income and value creation: An investigation into the lost-capital paradigm. Unpublished.
Magni, Carlo Alberto (2007): Residual income and value creation: An investigation into the lost-capital paradigm. Unpublished.
Magni, Carlo Alberto (2007): Relevance or irrelevance of retention for dividend policy irrelevance. Unpublished.
Magni, Carlo Alberto (2007): Relevance or irrelevance of retention for dividend policy irrelevance. Forthcoming in: Applied Economics Research Bulletin (Peer-Reviewed Working Paper Series)
Vink, Dennis (2007): ABS, MBS and CDO compared: an empirical analysis. Published in: The Journal of Structured Finance , Vol. 14, No. 2 (08. August 2008): pp. 27-45.
Ghorbel, Ahmed and Trabelsi, Abdelwahed (2007): Predictive Performance of Conditional Extreme Value Theory and Conventional Methods in Value at Risk Estimation. Unpublished.
McCauley, Joseph L. (2007): Fokker-Planck and Chapman-Kolmogorov equations for Ito processes with finite memory. Unpublished.
Lorca-Susino, Maria (2007): Five Years with the Euro. Published in: European Union Miami Analysis (EUMA) , Vol. 4, (February 2007): pp. 1-8.
McCauley, Joseph L.; Bassler, Kevin E. and Gunaratne, Gemunu H. (2007): Martingales, Detrending Data, and the Efficient Market Hypothesis. Unpublished.
Royfaizal, R. C; Lee, C and Mohamed, Azali (2007): ASEAN-5+3 AND US STOCK MARKETS INTERDEPENDENCE BEFORE, DURING AND AFTER ASIAN FINANCIAL CRISIS. Unpublished.
Adenutsi, Deodat E. and Yartey, Charles A. (2007): Financial sector development and the macrodynamics of ‘de facto’ dollarisation in developing countries: the case of Ghana. Published in: West African Journal of Monetary and Economic Integration , Vol. 7, No. 2 : pp. 49-90.
van den Hauwe, Ludwig (2006): Review of Huerta de Soto´s `Money, Bank Credit, and Economic Cycles´. Forthcoming in: New Perspectives on Political Economy , Vol. 2, No. 2 (November 2006): pp. 135-141.
Dawid, Żochowski and Sławomir, Zajączkowski (2006): The Distribution and Dispersion of Debt Burden Ratios Among Households in Poland and its Implications for Financial Stability. Unpublished.
Sbordone, Argia M (2006): U.S. Wage and Price Dynamics: A Limited-Information Approach. Published in: International Journal of Central Banking , Vol. Volume 2, No. Number 3 (14. September 2006): pp. 155-191.
Roberts, John M (2006): Monetary Policy and Inflation Dynamics. Published in: International Journal of Central Banking , Vol. Volume 2, No. Number 3 (14. September 2006): pp. 193-230.
Fabiani, Silvia; Druant, Martine; Hernando, Ignacio; Kwapil, Claudia; Landau, Bettina; Loupias, Claire; Martins, Fernando; Matha, Thomas; Sabbatini, Roberto; Stahl, Harald and Stokman, Ad (2006): What Firms' Surveys Tell Us about Price-Setting Behavior in the Euro Area. Published in: International Journal of Central Banking , Vol. Volume 2, No. Number 3 (14. September 2006): pp. 3-47.
de Walque, Gregory; Smets, Frank and Wouters, Rafael (2006): Firm-Specific Production Factors in a DSGE Model with Taylor Price Setting. Published in: International Journal of Central Banking , Vol. Volume 2, No. Number 3 (14. September 2006): pp. 107-154.
Milani, Fabio (2006): A Bayesian DSGE Model with Infinite-Horizon Learning: Do "Mechanical" Sources of Persistence Become Superfluous? Published in: International Journal of Central Banking , Vol. Volume 2, No. Number 3 (14. September 2006): pp. 87-106.
Fuhrer, Jeffrey (2006): Intrinsic and Inherited Inflation Persistence. Published in: International Journal of Central Banking , Vol. Volume 2, No. Number 3 (14. September 2006): pp. 49-86.
Matheson, Troy D (2006): Factor Model Forecasts for New Zealand. Published in: International Journal of Central Banking , Vol. Volume 2, No. Number 2 (05. July 2006): pp. 169-237.
Carpenter, Seth and Demiralp, Selva (2006): Anticipation of Monetary Policy and Open Market Operations. Published in: International Journal of Central Banking , Vol. Volume 2, No. Number 2 (05. July 2006): pp. 25-63.
Jesus, Saurina and Gabriel, Jimenez (2006): Credit Cycles, Credit Risk, and Prudential Regulation. Published in: International Journal of Central Banking , Vol. Volume 2, No. Number 2 (05. July 2006): pp. 65-98.
Lelyveld, Iman van and Liedorp, Franka (2006): Interbank Contagion in the Dutch Banking Sector: A Sensitivity Analysis. Published in: International Journal of Central Banking , Vol. Volume 2, No. Number 2 (05. July 2006): pp. 99-133.
Erceg, Christopher; Guerriei, Luca and Gust, Christopher (2006): SIGMA: A New Open Economy Model for Policy Analysis. Published in: International Journal of Central Banking , Vol. Volume 2, No. Number 1 (08. March 2006): pp. 1-50.
Feng, Yuanhua (2006): A local dynamic conditional correlation model. Unpublished.
Arshad Khan, Muhammad (2006): Strategic Management of Financial Institutions-Survival in the 21st Century. Published in: Memograph , Institute of Bankers Pakistan Karachi (2006): pp. 182-200.
Talpos, Ioan; Dima, Bogdan and Mutascu, Mihai (2006): THE FISCAL POLICY AND THE STABILITY OF THE NOMINAL SECTOR: THE ROMANIAN CASE. Unpublished.
Gadea, Maria and Mayoral, Laura (2005): The Persistence of Inflation in OECD Countries: A Fractionally Integrated Approach. Published in: International Journal of Central Banking , Vol. Volume 2, No. Number 1 (08. March 2006): pp. 51-104.
Gai, Prasanna and Vause, Nicholas (2005): Measuring Investors' Risk Appetite. Published in: International Journal of Central Banking , Vol. Volume 2, No. Number 1 (08. March 2006): pp. 167-188.
Preston, Bruce (2005): Learning about Monetary Policy Rules when Long-Horizon Expectations Matter. Published in: International Journal of Central Banking , Vol. Volume 1, No. Number 2 (01. September 2005): pp. 81-126.
Estrada, Fernando (2005): Estado mínimo, agencias de protección y control territorial. Published in: Análisis Político IEPRI , Vol. 56, (15. January 2006): pp. 115-131.
Baba, Naohiko; Nakashima, Motoharu; Shigemi, Yosuke and Ueda, Kazuo (2005): The Bank of Japan's Monetary Policy and Bank Risk Premiums in the Money Market. Published in: International Journal of Central Banking , Vol. Volume 2, No. Number 1 (08. March 2006): pp. 105-135.
Elsinger, Helmut; Lehar, Alfred and Summer, Martin (2005): Using Market Information for Banking System Risk Assessment. Published in: International Journal of Central Banking , Vol. Volume 2, No. Number 1 (08. March 2006): pp. 137-165.
Svensson, Lars O and Tetlow, Robert J (2005): Optimal Policy Projections. Published in: International Journal of Central Banking , Vol. Volume 2, No. Number 3 (01. December 2005): pp. 177-207.
Francis, Neville R; Owyang, Michael T and Theodorou, Athena T (2005): What Explains the Varying Monetary Response to Technology Shocks in G-7 Countries? Published in: International Journal of Central Banking , Vol. Volume 1, No. Number 3 (01. December 2005): pp. 33-71.
Gruen, David; Plumb, Michael and Stone, Andrew (2005): How Should Monetary Policy Respond to Asset-Price Bubbles? Published in: International Journal of Central Banking , Vol. Volume 1, No. Number 3 (01. December 2005): pp. 1-33.
Lane, Philip R (2005): Global Bond Portfolios and EMU. Published in: International Journal of Central Banking , Vol. Volume 2, No. Number 2 (05. July 2006): pp. 1-23.
Boivin, Jean and Ng, Serena (2005): Understanding and Comparing Factor-Based Forecasts. Published in: International Journal of Central Banking , Vol. Volume 1, No. Number 3 (01. December 2005): pp. 117-151.
Allington, Nigel FB; Kattuman, Paul A and Waldmann, Florian A (2005): One Market, One Money, One Price? Published in: International Journal of Central Banking , Vol. Volume 1, No. Number 3 (01. December 2005): pp. 73-115.
Rajan, Raghuram G. and Tokatlidis, Ioannis (2005): Dollar Shortages and Crises. Published in: International Journal of Central Banking , Vol. Volume 1, No. Number 2 (01. September 2005): pp. 177-220.
Evans, Martin D (2005): Where Are We Now? Real-Time Estimates of the Macroeconomy. Published in: International Journal of Central Banking , Vol. Volume 1, No. Number 2 (01. September 2005): pp. 127-175.
Repullo, Rafael (2005): Liquidity, Risk Taking, and the Lender of Last Resort. Published in: International Journal of Central Banking , Vol. Volume 1, No. Number 2 (01. September 2005): pp. 47-80.
Adalid, Ramon; Coenen, Gunter; McAdam, Peter and Siviero, Stefano (2005): The Performance and Robustness of Interest-Rate Rules in Models of the Euro Area. Published in: International Journal of Central Banking , Vol. Volume 1, No. Number 1 (13. June 2005): pp. 95-132.
Lombardelli, Clare; Proudman, James and Talbot, James (2005): Committees Versus Individuals: An Experimental Analysis of Monetary Policy Decision Making. Published in: International Journal of Central Banking , Vol. Volume 1, No. Number 1 (13. June 2005): pp. 181-205.
Gurkaynak, Refet S; Sack, Brian and Swanson, Eric T (2005): Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements. Published in: International Journal of Central Banking , Vol. Volume 1, No. Number 1 (13. June 2005): pp. 55-93.
Woodford, Michael (2005): Firm-Specific Capital and the New Keynesian Phillips Curve. Published in: International Journal of Central Banking , Vol. Volume 1, No. Number 2 (01. September 2005): pp. 1-46.
Svensson, Lars O (2005): Monetary Policy with Judgment: Forecast Targeting. Published in: International Journal of Central Banking , Vol. Volume 1, No. Number 1 (13. June 2005): pp. 1-54.
Caballero, Ricardo and Krishnamurthy, Arvind (2005): Exchange Rate Volatility and the Credit Channel in Emerging Markets: A Vertical Perspective. Published in: International Journal of Central Banking , Vol. Volume 1, No. Number 1 : pp. 207-245.
Nelson, Edward (2005): Monetary Policy Neglect and the Great Inflation in Canada, Australia, and New Zealand. Published in: International Journal of Central Banking , Vol. Volume 1, No. Number 1 (13. June 2005): pp. 133-179.
Hasan, Zubair (2005): Evaluation of Islamic banking performance: On the current use of econometric models. Published in: Sixth International Conference on Islamic Economics and Finance in the 21st Century, November 2005 , Vol. 1, No. Papers and comments published by the organizers of the Conference, Jakarta (November 2005): pp. 229-248.
Sharma, Chanchal Kumar (2004): The Political Economy of Global Outsourcing. Published in: South Asian Journal of Socio-political studies (SAJOSPS) , Vol. Vol:5, No. No: 2 (June 2005): pp. 76-82.
Vega, Marco and Winkelried, Diego (2004): Inflation Targeting and Inflation Behavior: A Successful Story? Published in: International Journal of Central Banking , Vol. Volume 1, No. Number 3 (01. December 2005): pp. 153-175.
Orus, Juan and González, Manuel (2004): Inflation-Proof Credits and Financial Instruments. Making the Fisher Hypothesis a Reality. Unpublished.
Mallick, Indrajit (2004): Strategic Allocation of Liquidity in the InterBank Money Market. Published in: ACTA Press No. 2004 (2004)
Pereira, Robert (2000): Genetic Algorithm Optimisation for Finance and Investments. Unpublished.
Mavroudeas, Stavros and Lapavitsas, Costas (1999): Financial Systems and Capital Markets: an alternative view. Published in: C.Siriopoulos (ed.), ‘Topics in Financial Economics and Risk Management Analysis’, Paratiritis (1999)
Pereira, Robert (1999): Forecasting Ability But No Profitability: An Empirical Evaluation of Genetic Algorithm-optimised Technical Trading Rules. Unpublished.
Jackwerth, Jens Carsten (1996): Generalized Binomial Trees. Published in: Journal of Derivatives , Vol. 5, No. 2 : pp. 7-17.
Mitra, MK; Roy, DC and Mishra, SK (1986): Rural indebtedness : concept, correlates and consequences: a study of four tribal villages in the North Lakhimpur subdivision, Assam. Published in: NEHU Journal of Social Sciences and Humanities , Vol. 4, No. IV (1986): pp. 37-43.
Cotter, John (2004): Absolute Return Volatility. Published in: Risk (June 2006): pp. 84-88.
Cotter, John (2004): Absolute Return Volatility. Published in: Risk (June 2006): pp. 84-88.
McCauley, Joseph L. and Gunaratne, Gemunu H. (2003): An empirical model of volatility of returns and option pricing. Published in: Physica A , Vol. 329, (2003): pp. 178-198.
Haque, Nadeem ul Haque (2006): Awake the Sleeper Within: Releasing the Energy of Stifled Domestic Commerce. Published in:
Ji, Tingting (2004): CONSUMER CREDIT DELINQUENCY AND BANKRUPTCY FORECASTING USING ADVANCED ECONOMETRC MODELING. Unpublished.
Malone, Thomas; Weill, Peter; Lai, Richard; D'Urso, Victoria; Herman, George; Apel, Thomas and Woerner, Stephanie (2006): Do Some Business Models Perform Better than Others? Unpublished.
Malone, Thomas; Weill, Peter; Lai, Richard; D'Urso, Victoria; Herman, George; Apel, Thomas and Woerner, Stephanie (2006): Do Some Business Models Perform Better than Others? Unpublished.
Barajas, Angel; Fernández-Jardón, Carlos and Crolley, Liz (2005): Does sports performance influence revenues and economic results in Spanish football? Unpublished.
Cotter, John and Dowd, Kevin (2007): Exponential Spectral Risk Measures. Unpublished.
Cotter, JOhn and Dowd, Kevin (2006): Extreme Spectral Risk Measures: An Application to Futures Clearinghouse Margin Requirements. Published in: Journal of Banking and Finance , Vol. 30, (2006): pp. 3469-3485.
Ozun, Alper; Cifter, Atilla and Yilmazer, Sait (2007): Filtered Extreme Value Theory for Value-At-Risk Estimation. Unpublished.
Cotter, John; Blake, David and Dowd, Kevin (2006): Financial Risks and the Pension Protection Fund: Can it Survive Them? Unpublished.
Abotsi, Kodjo (2007): Foreign Investment in Chinese Joint Stock Banks: 1996-2006. Unpublished.
McCauley, Joseph L. (2004): Making dynamic modelling effective in economics. Published in: Physica A , Vol. 355, (2005): pp. 1-9.
McCauley, Joseph L.; Gunaratne, Gemunu H. and Bassler, Kevin E. (2007): Martingale option pricing. Forthcoming in: Physica A (2007)
Cotter, John (2004): Minimum Capital Requirement Calculations for UK Futures. Published in: Journal of Futures Markets , Vol. 24, (2004): pp. 193-220.
Cotter, John and Stevenson, Simon (2007): Modeling Long Memory in REITs. Unpublished.
Cifter, Atilla and Ozun, Alper (2007): Multiscale Systematic Risk: An Application on ISE-30. Unpublished.
Cifter, Atilla and Ozun, Alper (2007): Multiscale Systematic Risk: An Application on ISE-30. Forthcoming in: Istanbul Stock Exchange Review (2007)
Ozun, Alper and Cifter, Atilla (2007): Nonlinear Combination of Financial Forecast with Genetic Algorithm. Unpublished.
Bassler, Kevin E.; McCauley, Joseph L. and Gunaratne, Gemunu H. (2006): Nonstationary increments, scaling distributions, and variable diffusion processes in financial markets. Unpublished.
Hirshleifer, David (2007): Psychological Bias as a Driver of Financial Regulation. Unpublished.
Cotter, John and Hanly, James (2005): Re-evaluating Hedging Performance. Unpublished.
Cotter, John (2006): Real & Nominal Foreign Exchange Volatility Effects on Exports – The Importance of Timing. Unpublished.
Cotter, John and Dowd, Kevin (2006): Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements. Unpublished.
Chopard, Bertrand and Langlais, Eric (2007): Renégociation stratégique de la dette, risque comptable et risque juridique. Unpublished.
Lemmens, Geert (2003): De keuze van de investeringsbank bij een IPO. Unpublished.
Cotter, John and Dowd, Kevin (2007): The tail risks of FX return distributions: a comparison of the returns associated with limit orders and market orders. Unpublished.
Cotter, John (2004): Uncovering Long Memory in High Frequency UK Futures. Published in: European Journal of Finance , Vol. 11, (2005): pp. 325-337.
Cotter, John (2004): Varying the VaR for Unconditional and Conditional Environments,. Unpublished.
