Research Article
Pricing European Currency Options: A Comparison of the Modified Black-Scholes Model and a Random Variance Model
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- 06 April 2009, pp. 267-284
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Asset Pricing in a Generalized Mean-Lower Partial Moment Framework: Theory and Evidence
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- Published online by Cambridge University Press:
- 06 April 2009, pp. 285-311
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Determinants of Hedging and Risk Premia in Commodity Futures Markets
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- Published online by Cambridge University Press:
- 06 April 2009, pp. 313-331
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Consistent Covariance Matrix Estimation with Cross-Sectional Dependence and Heteroskedasticity in Financial Data
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- 06 April 2009, pp. 333-355
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Expectations and Risk in the Treasury Bill Market: An Instrumental Variables Approach
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- 06 April 2009, pp. 357-365
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Bond Price Data and Bond Market Liquidity
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- 06 April 2009, pp. 367-378
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The Incidence of Secured Debt: Evidence from the Small Business Community
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- 06 April 2009, pp. 379-394
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Seasonality in NASDAQ Dealer Spreads
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- 06 April 2009, pp. 395-407
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Front matter
JFQ volume 24 issue 3 Cover and Front matter
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- Published online by Cambridge University Press:
- 06 April 2009, pp. f1-f4
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Back matter
JFQ volume 24 issue 3 Cover and Back matter
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- Published online by Cambridge University Press:
- 06 April 2009, pp. b1-b7
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