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Vol. 1

International Journal of Financial Markets and Derivatives

2010 Vol. 1 No. 4

Special Issue on Applied Financial Economics

Guest Editor: Assistant Professor Alexandros E. Milionis


PagesTitle and authors
352-370Optimal portfolio allocation strategies with dynamic factor models
Nikos S. Thomaidis, Efthimios Roumpis, Nick Kondakis
DOI: 10.1504/IJFMD.2010.035764

371-394Linkages in global financial market during financial crises: a comparison of the periods 1995-2000 and 2007-2009
Malgorzata Doman, Ryszard Doman
DOI: 10.1504/IJFMD.2010.035765

395-421Fractal properties of some European electricity markets
Sergio Bianchi, Iva De Bellis, Augusto Pianese
DOI: 10.1504/IJFMD.2010.035766

422-437Testing the shape of EMU term structure of interest rates
Elisabet Ruiz-Dotras, Catalina Bolance-Losilla, Hortensia Fontanals-Albiol
DOI: 10.1504/IJFMD.2010.035767

438-451Valuation of volatility sensitive interest rate derivatives in an emerging market
Jiri Witzany
DOI: 10.1504/IJFMD.2010.035768

452-469Risk and regulatory reforms in the securities industry: a need for a paradigm shift?
Anastassios Gentzoglanis
DOI: 10.1504/IJFMD.2010.035769