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Publisher: Routledge, part of the Taylor & Francis Group

Volume 19, Number 4, February 2009
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Semiparametric estimation of asset pricing kernel
pp. 257-272(16)
Author: Yang, Jun

Estimation of dynamic asymmetric tail dependences: an empirical study on Asian developed futures markets
pp. 273-290(18)
Authors: Xu, Qing; Li, Xiao-Ming

Crude oil shocks and stock market returns
pp. 291-303(13)
Author: Odusami, Babatunde Olatunji

Modelling the longitudinal properties of financial ratios
pp. 305-318(14)
Authors: McLeay, Stuart; Stevenson, Maxwell

Earnings announcement timing and earnings management
pp. 319-326(8)
Authors: Lee, Ho-Young; Son, Myungsoo

Backtesting the tail risk of VaR in holding US dollar
pp. 327-337(11)
Author: Wong, W. K.

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