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This paper considers whether political business cycles exist in Eastern European accession countries.Section I introduces the overall objectives of the work. Section II provides a short introductionto the political business cycle literature. It also considers the role of exchange rates,...
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. Using a simulation-based technique, we find that estimates of FDI effects of EMU range between 18.5% for Poland and 30% for …
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Double barrier options have become popular instruments in derivative markets. Several papers_new have already analyseddouble knock-out call and put options using different methods. In a recent paper, Geman and Yor (1996) deriveexpressions for the Laplace transform of the double barrrier option...
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date. The construction of these measures is based on the theory of comonotonicity. Both types of herd behavior indices are …
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One of the fastest growing areas in empirical finance, and also one of the least rigorously analyzed, especially from a financial econometrics perspective, is the econometric analysis of financial derivatives, which are typically complicated and difficult to analyze. The purpose of this special...
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