Applied Financial Economics

Speculative funding and its impact on subprime mortgage product pricing
pp. 1397-1408(12)
Authors: Mukuddem-Petersen, J.; Petersen, M.A.; Bosch, T.; De Waal, B.

Nonlinear mean-reversion in Southeast Asian real exchange rates
pp. 1409-1421(13)
Authors: Choi, Doo-Yull; Kim, Bong-Han; Kim, See-Won

Option listing, returns and volatility: evidence from Greece
pp. 1423-1435(13)
Authors: Filis, George; Floros, Christos; Eeckels, Bruno

Granger causal relations among Greater China stock markets: a nonlinear perspective
pp. 1437-1450(14)
Authors: Qiao, Zhuo; Lam, Keith S. K.

Are there bubbles in the REITs market? New evidence using regime-switching approach
pp. 1451-1461(11)
Authors: Paskelian, Ohannes George; Hassan, M. Kabir; Huff, Kathryn Whittaker

Time variation of CAPM betas across market volatility regimes
pp. 1463-1478(16)
Authors: Abdymomunov, Azamat; Morley, James