Volume 20, Issue 1, March 2013

ISSN: 1387-2834 (Print) 1573-6946 (Online)

In this issue (5 articles)

  1. No Access

    OriginalPaper

    Financial Crisis and Corporate Liquidity: Implications for Emerging Markets

    Naiwei Chen, Meiya Chang Pages 1-30
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  2. No Access

    OriginalPaper

    How does Monetary Policy Influence Capital Markets? Using a Threshold Regression Model

    Guan-Ru Chen, Ming-Hung Wu Pages 31-47
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  3. No Access

    OriginalPaper

    Price Discovery in Chinese Stock Index Futures Market: New Evidence Based on Intraday Data

    Yang Hou, Steven Li Pages 49-70
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    OriginalPaper

    Semi-Static Hedging Based on a Generalized Reflection Principle on a Multi Dimensional Brownian Motion

    Yuri Imamura, Katsuya Takagi Pages 71-81
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  5. No Access

    OriginalPaper

    Forecasting Intraday Volatility and Value-at-Risk with High-Frequency Data

    Mike K. P. So, Rui Xu Pages 83-111
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