In this paper we study the three academically prevalent versions of the Log form of the Expectations Hypothesis (LEH) for the long-term zero-coupon treasury bond yields using the level variables and find clear affirmation ...

This paper investigates the leverage effect on the value premium volatility using GARCH and TARCH models utilizing a unique dataset, for twenty nine countries. The findings show that value premium returns are bigger in ...

Here we present three option-pricing models, one based on the underlying asset and two based on indices that are averages of the prices of options having same particulars but different strike prices. These models estimate ...

This chapter investigates the impact of political connections on capital structure choices in GCC banks. Applying the generalized method of moments (GMM) shows that neither the pecking order theory nor the trade-off theory ...

This study examines the effects of different innovation dimensions, namely financial, input, process, and output innovations on the small and entrepreneurship business (SEB) financial, organisational, and marketing performance ...