000 03080nam a2200373Ka 4500
001 bslw06343371
003 UtOrBLW
005 20210303085425.0
006 m d
007 cr un|||||||||
008 101115s2001 enk o 000 0 eng d
020 _a9781849505789 (electronic bk.) :
_c£69.95 ; €101.95 ; $124.95
040 _aUtOrBLW
_cUtOrBLW
050 4 _aHG152
_b.R47 2001
072 7 _aPDX
_2bicssc
072 7 _aKFF
_2bicssc
072 7 _aSCI034000
_2bisacsh
072 7 _aBUS027000
_2bisacsh
080 _a336.114
082 0 4 _a332.04
_222
245 0 0 _aResearch in finance
_h[electronic resource] :
_ba research annual. Vol. 18.
260 _aBingley, U.K. :
_bEmerald,
_c2001.
300 _a1 online resource (viii, 257 p.).
490 0 _aResearch in finance,
_x0196-3821
505 0 _aImproved methods of treating critical issues in regulating and supervising bank safety and soundness / P.A.V.B. Swamy, Thomas J. Lutton, Philip F. Bartholomew -- Economic consequences of financial services industry consolidation / P.A.V.B. Swamy, Thomas J. Linton -- Secured debt and lender environmental liability / Patricia A. McGraw, Gordon S. Roberts -- A contingent claim analysis of the closed-end mutual fund discount puzzle / Andrew H. Chen, Larry J. Merville, Chaehwan Won -- The "COST" of offering price-matching refund policies : a contingent claims perspective / Sumon C. Mazumdar, Joydeep Srivastava -- The effect of time complementarity on consumption smoothing and the equity premium / Chang Mo Ahn, Joon Kim -- A comparison of taxable and tax-deductible preferred yields / Austin Murphy -- Information inherent in implicit distributions / Ako Doffou, Jimmy E. Hilliard -- Hedging currency risk using futures / Vivek Bhargava, Robert Brooks -- Long-run and short run dynamics between foreign exchange and stock markets : evidence from Thailand and the Philippines / Mahmud Rahman, Matiur Rahman, Muhammad Mustafa.
520 _aThis volume consists of original research articles examining timely issues in financial services, asset pricing, and hedging. The articles in the first part of the volume deal with methods for assessing the safety and soundness of banks, rationales for and economic consequences of bank mergers, valuation effects of lender environmental liability, option-theoretic explanations of the closed-end mutual fund discount, and contingent-claims analysis of price-matching refunds. Articles in the second part of the volume study consumption smoothing and the equity premium puzzle, the yield spread of tax-deductible preferred stock, fitting a jump-diffusion model of currency futures options, duration effects on hedge ratios of currency futures, and dynamics between foreign exchange and stock markets in Southeast Asian economies.
588 0 _aPrint version record
650 0 _aFinance
_xResearch.
650 0 _aBanks and banking.
700 1 _aChen, Andrew H.
776 1 _z9780762307173
856 4 0 _uhttps://www.emerald.com/insight/publication/doi/10.1016/S0196-3821(2001)18
913 _1BMEbacklist
999 _c32117
_d32117