Applied Financial Economics

The impact of federal reserve intervention on exchange rate volatility: evidence from the futures markets
pp. 231-240(10)
Authors: Ramchander, Sanjay; Sant, R. Raymond

Hedging interest rate risk with multivariate GARCH
pp. 241-251(11)
Authors: Rossi, Eduardo; Zucca, Claudio

Asset price reactions to RPI announcements
pp. 253-270(18)
Authors: Joyce, Michael A. S.; Read, Vicky

A comparative multiproduct cost study of foreign-owned and domestic-owned US banks
pp. 271-284(14)
Authors: Elyasiani, Elyas; Rezvanian, Rasoul

The transmission of shocks among S&P indexes
pp. 285-290(6)
Author: Ewing, Bradley T.

Emerging stock markets return seasonalities: the January effect and the tax-loss selling hypothesis
pp. 291-299(9)
Authors: Fountas, Stilianos; Segredakis, Konstantinos N.

Old volatility – ARCH effects in 19th century consol data
pp. 301-307(7)
Authors: Mitchell, Heather; Brown, Rob; Easton, Stephen