G10-1 (1899) GENERAL FINANCIAL MARKETS
Chair: Alberto Franco Pozzolo, Università degli Studi del Molise — Italy

Bruce D. Niendorf and Kristine L. Beck, University of Wisconsin-Oshkosh — USA, Short- and Long-Term Volatility and Closed-End Fund Discounts

Joseph McCarthy and Hsi Li, Bryant University — USA, Coleen Pantalone, Northeastern University — USA, Investigating Long Memory in Yield Spreads

Petr Gapko, Faculty of Social Sciences, Charles University — Czech Republic, Credit Risk Measure with Lévy Underlying Process

Fiammetta Rossetti, University of Rome Tor Vergata — Italy, The Effects of a Crisis on Foreign and Domestic Banks

Jozef Barunik and Lukas Vacha, Academy of Sciences of the Czech Republic — Czech Republic, Performance of Smart Traders in the Heterogeneous Agent Model

Julio A. Afonso Rodriguez, UNIVERSITY OF LA LAGUNA & UNIVERSITARY INSTITUTE OF REGIONAL DEVELOPEMENT (IUDR) — Spain, Estimation of Parameters of Regular Variation for the Distribution of GARCH(1,1)

Discussants: Alberto Franco Pozzolo, Università degli Studi del Molise — Italy and Alexandros Gabrielsen, City University, CASS business school — United Kingdom

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