International Journal of Financial Markets and Derivatives (IJFMD)

International Journal of Financial Markets and Derivatives

2013 Vol.3 No.2


Pages Title and author(s)
91-113The analysis of relative performance of London hedge funds during the financial crisis
Fabio Piluso; Ilaria L. Amerise; James P. Neelankavil
DOI: 10.1504/IJFMD.2013.057337
114-136How well do risk measurement models estimate VaR during good and bad times? Evidence from the Korean stock market
Everton Dockery; Miltiadis Efentakis
DOI: 10.1504/IJFMD.2013.057338
137-178SDF-based estimation of linear factor models with alternative loss functions
Iñaki R. Longarela
DOI: 10.1504/IJFMD.2013.057349
179-190International stock markets response to the Federal Reserve policy actions: the case of emerging MENA markets
Ahmed S. Abou-Zaid
DOI: 10.1504/IJFMD.2013.057351

 

Return to top