Aestimatio Nº 1, 2010


Unconditional Mean, Volatility and the Fourier-Garch Representation
Pascalau, Razvan; Thomann, Christian; Gregoriou, Greg N.

Forecasting Stochastic Volatility Using the Kalman Filter:an Application to Canadian Interest Rates and Price-Earnings Ratio
Racicot, François-Éric; Théoret, Raymond

Fama and Macbeth revisited: a Critique
Salazar, Juan; Lambert, Annick

The aftermath
Requeijo, Jaime

Financial Bailouts and the Philosophy of Frédéric Bastiat
McGee, Robert W.

The State and Autonomous Communities in Spain:a relationship that complicates the task of reducing Public Deficit
Cazorla Prieto, Luis María

The Puzzle of Privately-Imposed Price Limits:Are the Limits Imposed by Financial Exchanges Effective?
Reiffen, David; Buyuksahin, Bahattin

Theoretical Analysis of the Bid-Ask Bounce and related Phenomena
Lerner, Peter


Lessons and consequences of the evolving 2007-? credit crunch
Corneil, Bruce L.; McNamara, Sue

A More Resilient Financial System but… Basel III and the FSB
Pérez-Hernández, Enrique