Vol. 15 No. 1 (2000)

Articles

• Excess Returns and Systemic Risk for Chile and Mexico

  Guay C. Lim, Paul D. McNelis

  3-25

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• Nonparametric Estimation of Mean and Variance and Pricing of Sec

  Akhtar R. Siddique

  27-45

  • PDF
• Domestic Currency Emerging Market Bonds Pricing and Risk Management Aspects

  Salih N. Neftci

  47-59

  • PDF
• Estimation of a Stochastic-Volatility Jump-Diffusion Model

  Roger Craine, Lars A. Lochstoer, Knut Syrtveit

  61-87

  • PDF
• Fixed Costs and Asset Market Participation

  Amir Yaron, Harold H. Zhang

  89-109

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• Quasi-Monte Carlo Algorithm for Pricing Options

  Jenny X. Li

  111-119

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