Vol. 15 No. 1 (2000)

Articles

• Excess Returns and Systemic Risk for Chile and Mexico

  Guay C. Lim, Paul D. McNelis

  3-25

  • PDF

• Nonparametric Estimation of Mean and Variance and Pricing of Securities

  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

  • PDF

• Quasi-Monte Carlo Algorithm for Pricing Options

  Jenny X. Li

  111-119

  • PDF