International Journal of Financial Markets and Derivatives (IJFMD)

International Journal of Financial Markets and Derivatives

2019 Vol.7 No.1


Pages Title and author(s)
1-14Volatility estimation for cryptocurrencies using Markov-switching GARCH models
Paulo Vitor Jordão Da Gama Silva; Marcelo Cabus Klotzle; Antonio Carlos Figueiredo Pinto; Leonardo Lima Gomes
DOI: 10.1504/IJFMD.2019.101234
15-39Post global financial crisis modelling: credit risk for firms that are too big to fail
Ephraim Clark; Sovan Mitra; Octave Jokung
DOI: 10.1504/IJFMD.2019.101235
40-53Options pricing models of interest rate index: a comparative of pricing methodologies applied to the Brazilian market
João Luiz Chela; Rodolfo Rosina
DOI: 10.1504/IJFMD.2019.101236
54-67Concentration measures in emerging banking
Mohamed Bilel Triki; Samir Maktouf
DOI: 10.1504/IJFMD.2019.101237
68-100Predictable risks and returns: further evidence from the UK stock market
Catherine Georgiou; Chris Grose; Fragiskos Archontakis
DOI: 10.1504/IJFMD.2019.101246

 

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