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Stock and bond market interactions with two regime shifts: evidence from Turkey

Applied Financial Economics, Volume 0, Issue 0, Page 1-14, Ahead of Print.

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Risk aversion as a technology factor in the production function

Applied Financial Economics, Volume 0, Issue 0, Page 1-10, Ahead of Print.

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The empirical relationship between home equity borrowing and durable goods...

Applied Financial Economics, Volume 0, Issue 0, Page 1-10, Ahead of Print.

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The constant elasticity of variance model: calibration, test and evidence...

Applied Financial Economics, Volume 0, Issue 0, Page 1-9, Ahead of Print.

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Are there bubbles in the REITs market? New evidence using regime-switching...

Applied Financial Economics, Volume 0, Issue 0, Page 1-11, Ahead of Print.

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Characterization of the American Put Option Using Convexity

Applied Mathematical Finance, Volume 18, Issue 4, Page 353-365, September 2011.

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An Affine Two-Factor Heteroskedastic Macro-Finance Term Structure Model

Applied Mathematical Finance, Volume 18, Issue 4, Page 331-352, September 2011.

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Optimal Asset Allocation for Passive Investing with Capital Loss Harvesting

Applied Mathematical Finance, Volume 18, Issue 4, Page 291-329, September 2011.

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Valuation of Two-Factor Interest Rate Contingent Claims Using Green's Theorem

Applied Mathematical Finance, Volume 18, Issue 4, Page 277-289, September 2011.

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Option Valuation with a Discrete-Time Double Markovian Regime-Switching Model

Applied Mathematical Finance, Volume 0, Issue 0, Page 1-18, Ahead of Print.

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Arithmetic Asian Options under Stochastic Delay Models

Applied Mathematical Finance, Volume 0, Issue 0, Page 1-24, Ahead of Print.

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On Cross-Currency Models with Stochastic Volatility and Correlated Interest...

Applied Mathematical Finance, Volume 0, Issue 0, Page 1-35, Ahead of Print.

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Closed Form Approximations for Spread Options

Applied Mathematical Finance, Volume 0, Issue 0, Page 1-26, Ahead of Print.

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MeanâVariance Optimal Adaptive Execution

Applied Mathematical Finance, Volume 0, Issue 0, Page 1-28, Ahead of Print.

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Good-Deal Bounds in a Regime-Switching Diffusion Market

Applied Mathematical Finance, Volume 0, Issue 0, Page 1-25, Ahead of Print.

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Small-Time Asymptotics for an Uncorrelated Local-Stochastic Volatility Model

Applied Mathematical Finance, Volume 0, Issue 0, Page 1-19, Ahead of Print.

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The âDogs of the Dowâ strategy revisited: Finnish evidence

The European Journal of Finance, Volume 17, Issue 5-6, Page 451-469, May–July 2011.

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External corporate governance and performance: evidence from the Nordic...

The European Journal of Finance, Volume 17, Issue 5-6, Page 427-450, May–July 2011.

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Co-movement of the Finnish and international stock markets: a wavelet analysis

The European Journal of Finance, Volume 17, Issue 5-6, Page 409-425, May–July 2011.

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Corporate governance and profitability in family SMEs

The European Journal of Finance, Volume 17, Issue 5-6, Page 391-408, May–July 2011.

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