2008 Volume 4

Table of contents

Geoffrey Poitras and John Heaney
‘How is the Stock Market Doing?’ Using Absence of Arbitrage to Measure Stock Market Performance 		1-44
   
Karan Bhanot, Donald Lien and Margot Quijano
Will Pulling Out the Rug Help?
Uncertainty about Fannie and Freddie’s Federal Guarantee
and the Cost of the Subsidy 		45-88
   
Volker Bieta, Hellmuth Milde and Wilfried Siebe
The New Basel Accord and the Nature of Risk:
A Game Theoretic Perspective		 89-114
   
Kin-Yip Ho and Albert K Tsui
Volatility Dynamics in Foreign Exchange Rates: Further
Evidence from the Malaysian Ringgit and Singapore Dollar		 115-144
   
 

   
 

   

 


 

 

 

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