1. Recovery of hidden information from stock price data: A semiparametric approach

   • George Vachadze

   OriginalPaper Pages: 243 - 258

2. Implied volatility surfaces and market activity over time

   • Thierry Ané
   • Chiraz Labidi

   OriginalPaper Pages: 259 - 275

3. Capturing the volatility smile of options on high-tech stocks—A combined GARCH-neural network approach

   • Gunter Meissner
   • Noriko Kawano

   OriginalPaper Pages: 276 - 292

4. The valuation of nature-linked bonds with exchange rate risk

   • Patrice Poncet
   • Victor E. Vaugirard

   OriginalPaper Pages: 293 - 307

5. Corporate income tax and futures hedging

   • Donald Lien
   • Michael Metz

   OriginalPaper Pages: 308 - 315

6. Macroeconomic factors, consumer behavior, and bankcard default rates

   • Terrance Grieb
   • Charles Hegji
   • Steven T. Jones

   OriginalPaper Pages: 316 - 327

7. Can money market mutual funds provide sufficient liquidity to replace deposit insurance?

   • William Miles

   OriginalPaper Pages: 328 - 342

8. Assessing the usefulness of SEC Form 20-F disclosures using return and volume metrics: The case of U.K. firms

   • Kingsley Onwunyiri Olibe

   OriginalPaper Pages: 343 - 357

9. Error correction exchange rate modeling: Evidence for Mexico

   • Thomas M. Fullerton
   • Miwa Hattori
   • Cuauhtémoc Calderón

   OriginalPaper Pages: 358 - 368