Munich Personal RePEc Archive

Items where Subject is "G - Financial Economics > G1 - General Financial Markets"

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Number of items at this level: 157.

A

Abdul Majid, Muhamed Zulkhibri and Sufian, Fadzlan (2008): Bank Efficiency and Share Prices in China: Empirical Evidence from a Three-Stage Banking Model.

Ahmed, Hafeez and Javid, Attiya Yasmin (2008): Dynamics and determinants of dividend policy in Pakistan (evidence from Karachi stock exchange non-financial listed firms). Published in: International Research Journal of Finance and Economics No. 25 (2009): pp. 148-171.

Alasrag, Hussien (2002): دور سوق الأوراق المالية فى تنمية الادخار فى مصر.

Alasrag, Hussien (2002): دور سوق الأوراق المالية فى تنمية الادخار فى مصر.

Ardia, David and Boudt, Kris and Carl, Peter and Mullen, Katharine M. and Peterson, Brian (2010): Differential Evolution (DEoptim) for Non-Convex Portfolio Optimization.

Arslan, Yavuz and Akkoyun, H. Cagri and Kanik, Birol (2011): Housing prices and transaction volume. Published in: The Central Bank of the Republic of Turkey Working Paper Series , Vol. 11, No. 12 (12. March 2012): pp. 1-17.

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)

Asongu, Anutechia Simplice (2010): Stock Market Development in Africa: do all macroeconomic financial intermediary determinants matter? Forthcoming in:

Aysan, Ahmet Faruk and Ceyhan, Sanli Pinar (2008): Structural Change and the Efficiency of Banking In Turkey: Does Ownership Matter?

Azar, Jose (2009): Electric Cars and Oil Prices.

Azman-Saini, W.N.W. and Habibullah, M.S. and Law, Siong Hook and Dayang-Afizzah, A.M. (2006): Stock prices, exchange rates and causality in Malaysia: a note.

B

Bacha, Obiyathulla I. (2004): The Market for Financial Derivatives: Removing Impediments to Growth. Published in: Banker's Journal Malaysia No. 127 (December 2004)

Bacha, Obiyathulla I. and Abdul, Jalil O. and Othman, Khairudin (1999): Issues In Stock Index Futures Introduction And Trading. Evidence From The Malaysian Index Futures Market. Published in: Capital Markets Review , Vol. 7, No. 1-2 (1999): pp. 1-46.

Bartram, Söhnke M. and Bodnar, Gordon M. (2006): Crossing the Lines: The Conditional Relation between Exchange Rate Exposure and Stock Returns in Emerging and Developed Markets.

Bassler, Kevin E. and Gunaratne, Gemunu H. and McCauley, Joseph L. (2005): Hurst exponents, Markov processes, and nonlinear diffusion equations. Published in: Physica A , Vol. 369, (2006): pp. 343-353.

Batuo Enowbi, Michael and Kupukile, Mlambo (2012): Financial instability, financial openness and economic growth in african countries.

Bell, Peter N and Lui, Brian and Brekke, Alex (2012): Overlapping ETF: Pair trading between two gold stocks.

Berg, Tim Oliver (2010): Do monetary and technology shocks move euro area stock prices?

Bolgun, Evren and Kurun, Engin and Guven, Serhat (2009): Dynamic Pairs Trading Strategy For The Companies Listed In The Istanbul Stock Exchange.

Bond, Derek and Gallagher, Emer and Ramsey, Elaine (2012): A preliminary investigation of northern Ireland's housing market dynamics.

Bongini, Paola and Di Battista, Maria Luisa and Zavarrone, Emma (2006): David and Goliath: small banks in an era of consolidation. Evidence from Italy.

Brogi, Athos (2010): A binomial tree to price European options. Published in: PHD Theses in Statistics and Applications: book of short papers , Vol. 1, No. 1 (February 2010): pp. 111-116.

Bundala, Ntogwa (2012): Do Economic Growth, Human Development and Political Stability favour sovereign Creditworthiness of a Country? A Cross Country Survey on Developed and Developing Countries. Published in: International Journal of Advances in Management and Economics , Vol. Vol. 1, No. Issue No.1 (February 2013): pp. 32-46.

C

Caiado, Jorge and Crato, Nuno (2009): Identifying common dynamic features in stock returns.

Cao, Honggao (2012): Regulatory capital determination and Its implications for internal ratings-based credit risk model development and validation.

Carciola, Alessandro and Pascucci, Andrea and Polidoro, Sergio (2009): Harnack inequality and no-arbitrage bounds for self-financing portfolios.

Carfì, David and Musolino, Francesco (2012): Game theory model for European government bonds market stabilization: a saving-State proposal.

Caruntu, Genu Alexandru and Romanescu, Marcel Laurentiu (2008): Treasury cash flows in the enterprise.

Chaney, Paul and Faccio, Mara and Parsley, David (2009): The Quality of Accounting Information in Politically Connected Firms.

Chirculescu, Felicia Maria and Dobrota, Gabriela (2009): Presentation of fiscal measures taken in present in Romania for economic and number of jobs growth. Published in: Annals of “Eftimie Murgu” University, Reşiţa , Vol. 1/2009, No. Economic studies, ISSN 1584 – 0972 (2009): pp. 33-37.

Chollete, Loran and Heinen, Andreas and Valdesogo, Alfonso (2008): Modeling International Financial Returns with a Multivariate Regime Switching Copula.

Cifter, Atilla and Ozun, Alper (2007): Multiscale Systematic Risk: An Application on ISE-30.

Cifter, Atilla and Ozun, Alper (2007): Multiscale Systematic Risk: An Application on ISE-30. Forthcoming in: Istanbul Stock Exchange Review (2007)

Clauss, Pierre and Roncalli, Thierry and Weisang, Guillaume (2009): Risk Management Lessons from Madoff Fraud. Published in: International Finance Review , Vol. Credit, No. 10 (2009)

Cotter, John (2004): Absolute Return Volatility. Published in: Risk (June 2006): pp. 84-88.

Cotter, John (2004): Downside Risk for European Equity Markets. Published in: Applied Financial Economics , Vol. 14, (2004): pp. 707-716.

Cotter, John (2007): Extreme risk in Asian equity markets.

Cotter, John (2004): International Equity Market Integration in a Small Open Economy: Ireland January 1990 – December 2000. Published in: International Review of Financial Analysis , Vol. 13, (2004): pp. 669-685.

Cotter, John and Dowd, Kevin (2007): Intra-Day Seasonality in Foreign Exchange Market Transactions.

Cotter, John and Dowd, Kevin (2006): Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements.

Cripps, Francis and Izurieta, Alex and Singh, Ajit (2011): Global imbalances, under-consumption and overborrowing: the state of the world economy & future policies. Published in: Centre for Business Research Working Paper Series No. WP419 (March 2011)

D

D'Avino, Carmela and Lucchetta, Marcella (2010): Opacity of banks and runs with solvency.

Dai, John and Sundaresan, Suresh (2009): Risk Management Framework for Hedge Funds: Role of Funding and Redemption Options on Leverage.

Dale, Charles (1981): Brownian motion in the treasury bill futures market. Published in: Business Economics , Vol. 16, (May 1981): pp. 47-54.

Dell'Era, Mario (2010): Vanilla Option Pricing on Stochastic Volatility market models. Forthcoming in: Quantitative Finance

Diaw, Abdou and Hassan, Salwana and Ng Boon Ka, Adam (2010): Performance of Islamic and conventional exchange traded funds in Malaysia. Published in: The ISRA International Journal of Islamic Finance , Vol. 2, No. 1 (June 2010): pp. 131-149.

Dobrota, Gabriela and Chirculescu, Felicia Maria (2009): Long term financing decision at the level of companies. Published in: Annals of the „Constantin Brâncuşi” University of Târgu Jiu, 1/2009 , Vol. Econom, No. ISSN 1844-7007 (2009): pp. 35-48.

Dominique, C-Rene (2013): Estimating investors' behavior and errors in probabilistic forecasts by the Kolmogorov entropy and noise colors of non-hyperbolic attractors.

Dominique, C-Rene (2013): Estimating investors' behavior and errorsin probabilistic forecasts by the Kolmogorov entropy and noise colors of multifractal attractors.

Dominique, C-Rene and Rivera-Solis, Luis Eduardo (2012): Short-term Dependence in Time Series as an Index of Complexity: Example from the S&P-500 Index. Published in: International Business Research , Vol. Volume, No. No. 9 (8. August 2012): pp. 38-48.

Dominique, C-Rene and Rivera-Solis, Luis Eduardo (2012): The dynamics of market share’s growth and competition in quadratic mappings. Forthcoming in: Advances in Management & Applied Economics , Vol. 3, No. No. 2 (March 2013)

Douch, Mohamed (2005): The macroeconomic effects of monetary policy and financial crisis.

Drescher, Christian (2011): Reviewing Excess Liquidity Measures - A Comparison for Asset Markets.

Drescher, Christian and Herz, Bernhard (2010): Measuring Monetary Conditions in US Asset Markets - A Market Specific Approach.

Dutta, Nabamita and Mukherjee, Deepraj (2011): Is culture a determinant of financial development? Published in: Applied Economics Letters No. 00 (May 2011): pp. 1-6.

E

Escaith, Hubert and Gonguet, Fabien (2009): International Trade and Real Transmission Channels of Financial Shocks in Globalized Production Networks. Published in: Staff Working Paper ERSD No. 2009-06 (May 2009)

Estrada, Fernando (2010): Theory of argumentation in financial markets.

Estrada, Fernando (2011): Theory of financial risk.

F

Febrian, Erie and Herwany, Aldrin (2007): Co-integration and Causality Among Jakarta Stock Exchange, Singapore Stock Exchange, and Kuala Lumpur Stock Exchange. Forthcoming in: Co-integration and Causality Among Jakarta Stock Exchange, Singapore Stock Exchange, and Kuala Lumpur Stock Exchange No. Management, Causality, Co-integration, Stock Markets : pp. 4-12.

Feng, Yuanhua (2006): A local dynamic conditional correlation model.

Feridun, Mete (2006): Is Sales Growth Associated with Market, Size and Value Factors in Returns? Evidence from Athens Stock Exchange (1998-2003). Published in: Cag University Journal of Social Sciences , Vol. 3, No. 1 (June 2006): pp. 25-34.

Filoso, Valerio and Papagni, Erasmo (2010): Fertility Choice and Financial Development.

Freed, Marc S and McMillan, Ben (2011): Investible benchmarks & hedge fund liquidity.

Fu, Shihe and Shan, Liwei (2011): Agglomeration Economies and Local Comovement of Stock Returns.

Fulli-Lemaire, Nicolas (2013): Alternative inflation hedging strategies for ALM.

Fulli-Lemaire, Nicolas (2012): A Dynamic Inflation Hedging Trading Strategy Using a CPPI. Published in: Journal of Finance & Risk Perspective , Vol. 1, No. 2 (December 2012): pp. 89-111.

Fulli-Lemaire, Nicolas (2012): An Inflation Hedging Strategy with Commodities: A Core Driven Global Macro. Forthcoming in: The Journal of Investment Strategies - Risk No. Summer (June 2013)

G

Gabrielsen, Alexandros and Marzo, Massimiliano and Zagaglia, Paolo (2011): Measuring market liquidity: an introductory survey.

Gaivoronski, A and Stella, F (2000): Nonstationary Optimization Approach for Finding Universal Portfolios. Published in: Annals of Operations Research , Vol. 100, (2000): pp. 165-188.

Gilroy, Bernard Michael and Broll, Udo (1986): Collateral in Banking Policy and Adverse Selection.

Gong, Liutang and Zou, Heng-fu (2012): Risk-taking, fiscal policies, asset pricing, and stochastic growth with the spirit of capitalism.

Govori, Fadil (2013): The performance of commercial banks and the determinants of profitability: Evidence from Kosovo.

Grammig, Joachin and Heinen, Andreas and Rengifo, Erick (2004): Trading activity and liquidity supply in a pure limit order book market: An empirical analysis using a multivariate count data model.

Gray, Wesley (2005): Two Essays on Self Tender Offers.

Grzelak, Lech and Oosterlee, Kees (2010): An Equity-Interest Rate Hybrid Model With Stochastic Volatility and the Interest Rate Smile.

Grzelak, Lech and Oosterlee, Kees (2009): On The Heston Model with Stochastic Interest Rates.

Grzelak, Lech and Oosterlee, Kees (2010): On cross-currency models with stochastic volatility and correlated interest rates.

Gualandri, Elisabetta and Grasso, Alessandro Giovanni (2006): Towards a new Approach to Regulation and Supervision in the EU: Post-FSAP and Comitology. Published in: Revue bancaire et financière Bank- en Financiewezen No. 2006/3 (April 2006): pp. 157-175.

govori, fadil (2012): The Financial Lobby and Impact of Other Stakeholders in the EU: A good model for emancipation of the financial system in Kosovo.

H

Heinen, Andreas (2003): Modelling Time Series Count Data: An Autoregressive Conditional Poisson Model.

Herwany, Aldrin and Febrian, Erie (2008): Co-integration and Causality Analysis on Developed Asian Markets For Risk Management & Portfolio Selection.

Hirshleifer, David (2001): Investor Psychology and Asset Pricing. Published in: Journal of Finance , Vol. 56, No. 4 (August 2001): pp. 1533-1597.

Hirshleifer, David and Teoh, Siew Hong (2001): Herd Behavior and Cascading in Capital Markets: A Review and Synthesis. Published in: European Financial Management , Vol. 9, No. 1 (March 2003): pp. 25-66.

Hirshleifer, David and Teoh, Siew Hong and Yu, Jeff Jiewei (2010): Short Arbitrage, Return Asymmetry and the Accrual Anomaly.

Horobet, Alexandra and Ilie, Livia (2007): Regulation versus Competition on European Financial Markets. Published in: , Vol. „The P, (2007)

Hossain, Monzur and Shahiduzzaman, Md. (2005): Development of Non Bank Financial Institutions to Strengthen the Financial System of Bangladesh. Published in: Bank Parikrama , Vol. XXVII, No. 1

Hosseini-Yekani, Seyed-Ali and Bakhshoodeh, Mohammad (2006): The importance of developing future contracts: a case study of Iran Agricultural Commodity Exchanges. Published in: Economic Research Forum (ERF): 13th Annual Conference (18. December 2006)

Hsain, Fazal and Mahmood, Tariq (2001): The Stock Market and the Economy in Pakistan. Published in: Pakistan Development Review , Vol. 49, No. 2 (2001): pp. 107-114.

Husain, Fazal (2006): Stock Prices, Real Sector and the Causal Analysis: The Case of Pakistan. Published in: Journal of Managemant and Social Sciences , Vol. 2, No. 2 (2006): pp. 179-185.

Husain, Fazal and Mahmood, Tariq (2001): The Stock Market and the Economy in Pakistan. Published in: The Pakistan Development Review , Vol. 40, No. 2 (2001): pp. 107-114.

Husain, Fazal and Qayyum, Abdul (2006): Stock Market Liberalisations in the South Asian Region. Published in: PIDE Working Papers No. 2006:6 (2006): pp. 1-19.

K

Kalaichelvan, Mohandass and Lim Kai Jie, Shawn (2012): A Critical Evaluation of the Significance of Round Numbers in European Equity Markets in Light of the Predictions from Benford’s Law. Published in: International Research Journal of Finance and Economics No. 95 : pp. 196-210.

Khan, Mehwish Aziz and Kayani, Ferheen and Javid, Attiya Yasmin (2011): Effect of Mergers and Acquisitions on Market Concentration and Interest Spread. Published in: Journal of Economics and Behavioral Studies , Vol. 3, No. No. 3 (September 2011): pp. 190-197.

Khan, Muhammad Arshad and khan, Sajawal (2007): Financial Sector Restructuring in Pakistan. Forthcoming in: Lahore Journal of Economics

Kitov, Ivan (2009): ConocoPhillips and Exxon Mobil stock price. Forthcoming in: Journal of Applied Research in Finance , Vol. I, No. 2 (2) (2009)

Kitov, Ivan (2012): ConocoPhillips’ share price model revisited.

Kitov, Ivan (2012): Cross comparison and modelling of Goldman Sachs, Morgan Stanley, JPMorgan Chase, Bank of America, and Franklin Resources.

Kitov, Ivan (2010): Modeling share prices of banks and bankrupts.

Kitov, Ivan (2009): Predicting gold ores price.

Kitov, Ivan (2009): Predicting the price index for jewelry and jewelry products: 2009 to 2016.

Kitov, Ivan and Kitov, Oleg (2008): Long-term linear trends in consumer price indices.

Kitov, Ivan and Kitov, Oleg (2009): Modelling of selected S&P 500 share prices.

Kitov, Ivan and Kitov, Oleg (2009): PPI of durable and nondurable goods: 1985-2016.

Kitov, Ivan and Kitov, Oleg (2009): Predicting share price of energy companies: June-September 2009.

Kitov, Ivan and Kitov, Oleg (2010): S&P 500 returns revisited.

Küçük, Ugur N. (2009): Emerging Market Local Currency Bond Market, Too Risky to Invest?

L

Law, Siong Hook and Azman-Saini, W.N.W. (2008): The Quality of Institutions and Financial Development.

Li, Jun and Chen, Songxi (2012): Two Sample Tests for High Dimensional Covariance Matrices. Published in:

Li, Xi Hao (2012): Auction Market System in Electronic Security Trading Platform.

Liew, Venus Khim-Sen and Qiao, Zhuo and Wong, Wing-Keung (2008): Linearity and stationarity of G7 government bond returns.

Lim Kai Jie, Shawn and Chadha, Pavneet and Lau, Joshua and Potdar, Nishad (2012): Is the Mongolian Equity Market Efficient? Empirical Evidence from Tests of Weak-Form Efficiency. Published in: Journal of Money, Investment and Banking No. 25 (September 2012): pp. 181-193.

Louis, Rodolphe and Roncalli, Thierry (2012): On the market portfolio for multi-asset classes.

Lyócsa, Štefan and Výrost, Tomáš and Baumöhl, Eduard (2011): The instability of the correlation structure of the S&P 500.

M

Malhotra, Madhuri Malhotra and M., Thenmozhi and Gopalaswamy, Arun Kumar (2012): Liquidity changes around bonus and rights issue announcements: Evidence from manufacturing and service sectors in India. Published in: Wealth-International Journal of Money banking and Finance , Vol. Volume, No. Issue 1 (June 2012): pp. 28-34.

McCauley, Joseph L. (2007): Ito Processes with Finitely Many States of Memory.

Merz, Joachim and Stolze, Henning and Zwick, Markus (2006): Wirkungen alternativer Steuerreformmodelle auf die Einkommensverteilung von Freien und anderen Berufen.

Mlambo, Chipo and Biekpe, Nicholas (2001): Investment Basics XLIV: Review of African stock markets. Published in: Investment Analysts Journal , Vol. 54, No. 5 (December 2001): pp. 61-65.

Moorthy, Vivek and Singh, Bhupal and Dhal, Sarat Chandra (2000): Bond financing and debt stability: theoretical issues and empirical analysis for India. Published in: RBI Development Research Group Study No. 19 (10. June 2000): pp. 1-79.

Morris, Charles and Hoenig, Thomas (2011): Restructuring the Banking System to Improve Safety and Soundness.

Musolino, Francesco and Carfì, David (2012): A game theory model for currency markets stabilization.

N

Nawar, Hashem (2010): Industry Concentration and the Cross-section of Stock Returns: Evidence from the UK.

Novak, Branko and Matić, Branko and Stjepanović, Slobodanka (2003): ISSUING POLICIES IN CURRENCIES DENOMINATED IN EUROS AND EUROCENTS. Published in: ICES 2003, From Transition to Development: Globalisation and Political Economy of Evelopment in Transition Economies. (2004): pp. 911-923.

Nwaobi, Godwin (2008): MODELLING THE WORLD EXCHANGE RATES:DYNAMICS, VOLATILITY AND FORECASTING.

O

Ojo, Marianne (2009): Regulating the International Audit Market and the removal of barriers to entry: The provision of non audit services by audit firms and the 2006 Statutory Audit Directive. Published in: European Public Law Journal (January 2009)

Omay, Tolga (2010): A Nonlinear New Approach to Investigating Crisis: A Case from Malaysia.

Ozun, Alper and Cifter, Atilla (2007): Portfolio Value-at-Risk with Time-Varying Copula: Evidence from the Americas.

P

Pascucci, Andrea and Foschi, Paolo (2006): Path dependent volatility.

Pasricha, Gurnain (2009): Bank Competition and International Financial Integration: Evidence using a new Index.

Q

Qayyum, Abdul and Kemal, A. R. (2006): Volatility Spillover Between the Stock Market and the Foreign Exchange Market in Pakistan. Published in: PIDE Working Papers No. 2006:7 (2006): pp. 1-16.

Qiu, Jianying and Weitzel, Utz (2011): Reference dependent ambiguity aversion: theory and experiment.

R

Reinhart, Carmen (2000): The mirage of floating exchange rates. Published in: American Economic Review , Vol. 90, No. 2 (May 2000): pp. 65-70.

Resiandini, Pramesti (2010): Financial development and trade: evidence from the world's three largest economies.

Rossi, Francesco (2008): Enhancing balanced portfolios with cppi methodologies – insights from a simulation exercise.

Rossi, Francesco (2011): Risk components in UK cross-sectional equities: evidence of regimes and overstated parametric estimates.

Ruiz-Porras, Antonio (2006): Financial systems and banking crises: An assessment. Published in: Revista Mexicana de Economía y Finanzas (Mexican Journal of Economics and Finance) , Vol. v.5, No. Issue 1 (March 2006): pp. 13-27.

S

Saumitra, Bhaduri and Amit, Kumar (2012): Allocation of capital in the post liberalized regime: a case study of the Indian corporate sector.

Senn, Myriam (2002): SuperMontage in the American Securities Markets Context. Published in: Journal of International Financial Markets , Vol. 4, No. 6 (2002): pp. 200-208.

Shalchian, H and Mzali, B and Lilti, JJ and Elbadraoui, K (2012): On the Performance of Socially Responsible Investing: Further Evidence. Published in: bankers, market investors No. 118 (June 2012)

Shirai, Sayuri (2009): Evaluating the Present State of Japan as An International Financial Center.

Siddiqi, Hammad (2006): Belief merging and revision under social influence: An explanation for the volatility clustering puzzle.

Siddiqi, Hammad (2007): Rational Interacting Agents and Volatility Clustering: A New Approach.

Siddiqi, Hammad (2007): Stock Price Manipulation: The Role of Intermediaries.

Simplice Anutechia, Asongu (2010): Linkages between Financial Development and Openness: panel evidence from developing countries. Forthcoming in:

Singh, Ajit and Zammit, Ann (2010): The global economic and financial crisis: a review and commentary. Published in: Centre for Business Research Working Paper Series No. WP415 (December 2010)

Singh, Bhupal (2007): Corporate choice for overseas borrowings: The Indian evidence. Published in: Reserve Bank of India Occasional Papers , Vol. 28, No. 3 (2007): pp. 1-33.

Skardziukas, Domantas (2010): Practical approach to estimating cost of capital.

Sosa Navarro, Ramiro (2005): Default Recovery Rates and Implied Default Probability Estimations: Evidence from the Argentinean Crisis.

Subhani, Dr. Muhammad Imtiaz and Osman, Ms. Amber (2012): Relationship between Consumer Price Index (CPI) and Government Bonds. Published in: South Asian Journal of Management Sciences (SAJMS) , Vol. 3, No. 1 (2012): pp. 11-14.

T

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)

Tatom, John (2007): Why is the foreclosure rate so high in Indiana? Published in: Networks Financial Institute Report (28. August 2007): pp. 1-19.

Tuysuz, Sukriye (2007): The asymmetric impact of macroeconomic announcements on U.S. Government bond rate level and volatility.

V

Visser, Marcel P. (2008): Garch Parameter Estimation Using High-Frequency Data.

Visser, Marcel P. (2008): Ranking and Combining Volatility Proxies for Garch and Stochastic Volatility Models.

Vorobyev, Oleg Yu. and Novosyolov, Arcady A. and Simonov, Konstantin V. and Fomin, Andrew (2001): Portfolio Analysis of Financial Market Risks by Random Set Tools. Published in: Proceedings of the Symposium "Risks in Investment Accumulation Products of Financial Institutions", Schaumburg, IL (2001): pp. 43-66.

Výrost, Tomáš (2012): Country effects in CEE3 stock market networks: a preliminary study.

van Lelyveld, Iman and Liedorp, Franka and Pröpper, Marc (2008): Stress Testing Linkages between Banks in the Netherlands. Forthcoming in: Stress Testing the Banking System: methodologies and applications No. Quagliariello, Mario (editor), Cambridge University Press (forthcoming)

W

Willis, Geoff (2011): Pricing, liquidity and the control of dynamic systems in finance and economics.

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