Applied Financial Economics Letters

Exchange rates and fractional integration revisited
pp. 383-387(5)
Author: Sephton, P.

On the functional form of PPP: the case of nine new EU countries
pp. 389-393(5)
Author: Hsing, Yu

Style drift and fund performance in up and down markets: Australian evidence
pp. 395-398(4)
Authors: Holmes, Kathryn; Faff, Robert

Disaggregating 'accounting earnings' to better explain UK dividends
pp. 399-401(3)
Authors: Atieh, Abdallah; Hussain, Simon

Long-term asymmetry in the USD-DEM spot exchange rate volatility process
pp. 403-407(5)
Author: Bollen, Bernard

Generating innovations in economic variables
pp. 409-415(7)
Authors: Leone, Vitor; Leger, Lawrence

Erratum to ON the variance of the error associated to the squared return as proxy of volatility: [Applied Financial Economics Letters, 2007, 3, 255-7]
pp. 417-417(1)
Author: Triacca, Umberto

SPEC model selection algorithm for ARCH models: an options pricing evaluation framework
pp. 419-423(5)
Authors: Degiannakis, Stavros; Xekalaki, Evdokia

Value-at-risk in US stock indices with skewed generalized error distribution
pp. 425-431(7)
Authors: Lee, Ming-Chih; Su, Jung-Bin; Liu, Hung-Chun

Long memory in international equity markets: revisited
pp. 433-437(5)
Author: Assaf, Ata

The equity premium and inflation
pp. 439-442(4)
Authors: Beirne, John; de Bondt, Gabe

Size and stock market integration: a study of Canadian firms
pp. 443-449(7)
Author: Samson, Lucie

The impact of WTO on international interdependence degree among United States, Korea and China
pp. 451-456(6)
Authors: Huang, Chia-Hsing; Lin, Shu-Shian

Application of the auction theory to the overpricing phenomenon in a corporate bond underwriting market
pp. 457-460(4)
Author: Matsui, Kenji

Stock market returns and the temperature effect: new evidence from Europe
pp. 461-467(7)
Author: Floros, Christos