1. Correlation and coordination risk

   • Martin Geiger
   • Richard Hule

   Research Article 09 April 2019 Pages: 155 - 177

   

2. The role of household debt and delinquency decisions in consumption-based asset pricing

   • Paulo Rogério Faustino Matos

   Research Article 19 February 2019 Pages: 179 - 203

   

3. Relative performance concerns among investment managers

   • Mark Whitmeyer

   Research Article 07 February 2019 Pages: 205 - 231

4. Implied liquidity risk premia in option markets

   • Florence Guillaume
   • Gero Junike
   • Wim Schoutens

   Research Article 14 September 2018 Pages: 233 - 246

   

5. Change point dynamics for financial data: an indexed Markov chain approach

   • Guglielmo D’Amico
   • Ada Lika
   • Filippo Petroni

   Research Article 13 October 2018 Pages: 247 - 266

   

6. A switching self-exciting jump diffusion process for stock prices

   • Donatien Hainaut
   • Franck Moraux

   Research Article 29 September 2018 Pages: 267 - 306