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008 101115s2006 enk o 000 0 eng d
020 _a9781849504416 (electronic bk.) :
_c£62.95 ; €87.95 ; $111.95
040 _aUtOrBLW
_cUtOrBLW
050 4 _aHG152
_b.R47 2006
072 7 _aKFF
_2bicssc
072 7 _aFIN
_2bicssc
072 7 _aBUS069000
_2bisacsh
080 _a336
082 0 4 _a332.04
_222
245 0 0 _aResearch in finance.
_nVol. 23
_h[electronic resource] /
_cedited by Andrew H. Chen.
260 _aBingley, U.K. :
_bEmerald,
_c2006.
300 _a1 online resource (x, 310 p.).
490 0 _aResearch in finance,
_x0196-3821
505 0 _aFixed income fund performance across economic states / Wayne Ferson, Darren Kisgen, Tyler Henry -- Determinants of the long term excess performance of American depository receipts listed on the New York Stock Exchange / Mark Schaub, Bruce L. McManis -- Kernel bandwidth applications to the euro and the U.S. mutual fund movements / Timothy J. Brailsford, Jack H.W. Penm, Richard D. Terrell -- Fragmentation of day versus night markets / Nivine Richie, Jeff Madura -- The share price and trading volume reactions of U.S.-listed foreign banks to the Financial Services Modernization Act of 1999 / Carl Pacini, William Hillison, Bradley K. Hobbs -- Upper bounds for American options / Mo Chaudhury -- A spread-based model for the valuation of credit derivatives with correlated defaults and counter-party risks / Chuang-Chang Chang, Yu Jih-Chieh -- The evolution of corporate borrowers : prime versus LIBOR / Patricia A. McGraw, Kamphol Panyagometh, Gordon S. Roberts -- The determinants of private debt source / Nadeem A. Siddiqi -- Systemic banking crises / O. Emre Ergungor, James B. Thomson.
520 _aThis volume contains contributions on a range of important issues in current financial research. Topics included are - the performance of fixed income mutual funds in different economic states, the determinants of long-term excess performance of the ADRs on the NYSE, the models for forecasting the Euro/US Dollar exchange rates and the U.S. mutual funds movements, the fragmentation in day and night markets, the market reactions of the U.S.-listed foreign banks to the passage of the GLB Act of 1999, the upper bounds for American options, the spread-based models for the valuation of credit derivatives, the empirical evidence on the evolution of corporate borrowers, the determinants of private debt source, and the underlying causes and resolution policies for the systematic banking crises. This is a valuable addition to the research of finance. It contains contributions from key figures the world of finance; and offers broad coverage.
588 0 _aPrint version record
650 0 _aFinance
_xResearch.
650 0 _aBanks and banking.
700 1 _aChen, Andrew H.
776 1 _z9780762313457
856 4 0 _uhttps://www.emerald.com/insight/publication/doi/10.1016/S0196-3821(2006)23
913 _1BMEbacklist
999 _c31727
_d31727