内容

目次

About the Editors.- List of Contributors.- Preface.- Terms, definitionsand short essays.- Deposit insurance schemes.- Gramm-Leach-Bailey Act:creating a new bank for a new millennium.- Comparative analysis ofzero-coupon and coupon-pre-funded bonds.- Intertemporal risk and currencyrisk.- Credit derivatives.- international parity conditions and market risk.-Treasury inflation-indexed securities.- Asset pricing models.- Conditionalasset pricing.- Conditional performance evaluation.- Working capital and cashflow.- Evaluating fund performance within the stochastic discount factorframework.- Duration analysis and its applications.- Loan contract terms.-Chinese a and b shares.- Decimal trading in the U.S. stock markets.- The 1997nasdaq trading rules.- Reincorporation.- Mean variance portfolio allocation.-Online trading.- A note on the relationship among the portfolio performanceindices under rank transformation.- Corporate failure.- Review of REIT andMBS.- Experimental economics and the theory of finance.- Merger andacquisition.- Multi-stage compound real options and case study.- Marketefficiency hypothesis.- The microstructure/micro-finance approach to exchangerates.- arbitrage and market frictions.- fundamental tradeoffs associatedwith the publicly trade corporation.- The Mexican peso crisis.- Portfolioperformance evaluation.- Call auction trading.- Market liquidity.- Marketmakers.- Structure of securities.- Accounting scandals and implications fordirectors: lessons from enron.- Agent-based models of financial markets.- TheAsian bond market.- Cross-border mergers and acquisitions.- Jump diffusionmodel.- Networks, nodes, and priority rules.- The momentum trading strategy.-Equilibrium credit rationing and monetary non-neutrality in a small openeconomy.- Policy coordination between wages and exchange rates in Singapore.-The le chatelier principle of the capital market equilibrium.- MBS valuationand prepayments.- The impact of IMF bailouts in international debt crises.-Appendix.- References.- Subject Index.- Author Index.