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DateTitle Authors
2002 Extracting risk neutral probability densities by fitting implied volatility smiles: Some methodological points and an application to the 3M Euribor futures option pricesAndersen, Allan Bødskov / Wagener, Tom
2010 Investor protection and foreign stakeholdersGiofré, Maela
2010 Stock market integration between three CEECs, Russia and the UKCaporale, Guglielmo Maria / Spagnolo, Nicola
2010 Volatility transmission in emerging European foreign exchange marketsBubák, Vít / Kocenda, Evézen / Zikes, Filip
2011 Structured EurobondsBauer, Christian / Herz, Bernhard / Hild, Alexandra
2014 Does gold act as a hedge or a safe haven for stocks? A smooth transition approachBeckmann, Joscha / Berger, Theo / Czudaj, Robert
2005 Why are IPOs underpriced? Evidence from Japan's hybrid auction-method offeringsKerins, Frank / Kutsuna, Kenji / Smith, Richard L.
2009 Macroeconomic imbalances in the United States and their impact on the international financial systemPerelstein, Julia S.
2013 Tail dependence of financial stocks and CDS markets: Evidence using copula methods and simulation-based inferenceda Silva, Paulo Pereira / Rebelo, Paulo Tomaz / Afonso, Cristina
2013 Is there a homogeneous causality pattern between oil prices and currencies of oil importers and exporters?Beckmann, Joscha / Czudaj, Robert

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