Articles

• CEO Compensation and Managerial Performance: An Analysis of US Non-Financial Firms
• Calendar Spreads in Commodity Futures Markets, Risk Premium and the Convenience Yield
• Hedge Fund Returns and Factor Models: A Cross Section Approach

Focus On

• A New Classifi cation of Exotic Options

Articles

• SME Reliance on Bank Debt in France
• Real Estate Brokers: Do they Infl ate Housing Prices?
• Capital Structure Determinants and Convergence

Focus On

• Bank Transparency: a Microeconomic and Macroeconomic Assessment

• How do oil prices affect stock returns in GCC markets? An asymmetric cointegration approach

Articles

• Stress Testing with a Credit Risk Model
• How Many Banks does it Take to Lend? Empirical Evidence from Europe
• Diversification Portfolio Strategies and Financial Integration: Toward a European Capital Market?
• Risk Management of CPPI Funds in Switching Regime Markets

Focus On

• Why do Firms go private? Motivations, Performance and International Issues