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Applied Financial Economics, Vol. 21, Iss. 22, 2011-11 ,pp. : 1711-1723

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Testing the risk premium and cost-of-carry hypotheses for currency futures contracts

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Applied Financial Economics, Vol. 10, Iss. 3, 2000-06 ,pp. : 277-289

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An empirical analysis of the effects of options and futures listing on the underlying stock return volatility: the Portuguese case

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Applied Financial Economics, Vol. 15, Iss. 13, 2005-09 ,pp. : 907-913

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A solution to the equity premium and riskfree rate puzzles: an empirical investigation using Japanese data

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Applied Financial Economics, Vol. 12, Iss. 8, 2002-08 ,pp. : 601-612

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Expectations and the black market premium for foreign currency in Greece

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Applied Financial Economics, Vol. 15, Iss. 10, 2005-06 ,pp. : 667-677

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