Items where Author is "Clark, Ephraim A."

See full list of headings
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Item Type | No Grouping
Number of items: 80.

Clark, Ephraim A. and Kassimatis, Konstantinos (2013) International equity flows, marginal conditional stochastic dominance, and diversification. Review of Quantitative Finance and Accounting, 40 (2). pp. 251-271. ISSN 0924-865X

Qiao, Zhuo and Clark, Ephraim A. and Wong, Wing-Keung (2013) Investors’ preference towards risk: evidence from the Taiwan stock and stock index futures markets. Accounting & Finance . ISSN 0810-5391 (In Press)

Clark, Ephraim A. and Kassimatis, Konstantinos (2012) An empirical analysis of marginal conditional stochastic dominance. Journal of Banking & Finance, 36 (4). pp. 1144-1151. ISSN 0378-4266

Clark, Ephraim A. and Belghitar, Yacine and Mefteh, Salma (2012) Foreign currency derivative use and shareholder value. International Review of Financial Analysis . ISSN 1057-5219

Clark, Ephraim A. and Kassimatis, Konstantinos (2011) An alternative measure of the world market portfolio: determinants, efficiency, and information content. Journal of International Money and Finance, 30 (5). pp. 724-748. ISSN 0261-5606

Belghitar, Yacine and Clark, Ephraim A. and Kassimatis, Konstantinos (2011) The prudential effect of strategic institutional ownership on stock performance. International Review of Financial Analysis, 20 (4). pp. 191-199. ISSN 1057-5219

Clark, Ephraim A. and Jokung, Octave and Kassimitis, Konstantinos (2011) Making inefficient market indices efficient. European Journal of Operational Research, 209 (1). pp. 83-93. ISSN 0377-2217

Clark, Ephraim A. and Mefteh, Salma (2011) Asymmetric foreign currency exposures and derivatives use: evidence from France. Journal of International Financial Management & Accounting, 22 (1). pp. 27-45. ISSN 0954-1314

Clark, Ephraim A. and Mefteh, Salma (2010) Foreign currency exposure and derivatives use: evidence from France from 2002 to 2005. Banque et Marches, 104 . pp. 21-29. ISSN 1167-4946

Broll, Udo and Clark, Ephraim A. and Lukas, Elmar (2010) Hedging mean-reverting commodities. IMA Journal of Management Mathematics, 21 (1). pp. 19-26. ISSN 1471-678X

Clark, Ephraim A. and Meftah, Salma (2010) Foreign currency derivatives use, firm value and the effect of the exposure profile: evidence from France. International Journal of Business, 15 (2). ISSN 1083-4346

Clark, Ephraim A. and Judge, Amrit P. (2009) Foreign currency derivatives versus foreign currency debt and the hedging premium. European Financial Management , 15 (3). pp. 606-642. ISSN 1354-7798

Clark, Ephraim A. and Tunaru, Radu (2008) Modelling stochastic political risk for capital budgeting: currency crises. Banque et marchés . pp. 45-56. ISSN 1167-4946

Clark, Ephraim A. and Zenaidi, Amel and Trabelsi, Monia Gharbi (2008) Capital market integration, currency crises and exchange rate regimes. International journal of finance & economics, 13 (3). pp. 280-306. ISSN 1076-9307

Clark, Ephraim A. and Judge, Amrit P. (2008) The determinants of foreign currency hedging: does foreign currency debt induce a bias? European Financial Management Journal, 14 (3). pp. 445-469.

Clark, Ephraim A. and Masood, O. and Tunaru, Radu (2008) The effect of political events on the Pakistan stock exchange 1947-2001. Investment management and financial innovations, 5 (3). ISSN 1810-4967

Belghitar, Yacine and Clark, Ephraim A. and Judge, Amrit P. (2008) The value effects of foreign currency and interest rate hedging: the UK evidence. International Journal of Business, 13 (1). pp. 43-60. ISSN 1083-4346

Clark, Ephraim A. and Easaw, Joshy (2007) Optimal access pricing for natural monopoly networks when costs are sunk and revenues are uncertain. European Journal Of Operational Research, 178 (2). pp. 595-602. ISSN 0377-2217

Clark, Ephraim A. and Lakshmi, Geeta (2007) Assymetric information and the pricing of sovereign eurobonds: India 1990–1992. Global Finance Journal, 18 (1). pp. 124-142. ISSN 1044-0283

Clark, Ephraim A. and Zenaidi, Amel and Baccar, S. (2007) Market valuation of technology stocks before and after the crash. International Journal of Business, 12 (2). pp. 209-216. ISSN 1083-4346

Clark, Ephraim A. and Mondello, Gerard (2006) Dynamic uncertainty and the pricing of natural monopolies: the case of urban water management. In: Frontiers in water resource economics. Goetz, Renan-Ulrich and Berga, Dolors , eds. Springer Science+Business Media, New York. ISBN 9780387300559

Clark, Ephraim A. and Jokung, Octave (2006) General portfolio rules: application to multivariate normal distributions. The ICFAI journal of financial economics, 4 (3). pp. 7-13. ISSN 0972-9154

Clark, Ephraim A. and Zenaidi, Amel and Hachicha, A. (2006) Trading patterns and prices in the Tunisian Interbank foreign exchange market: evidence from high frequency data. Euro-Mediterranean economics and finance review, 1 (1). pp. 97-115.

Clark, Ephraim A. and Jokung, Octave (2006) The role of population and wealth in international capital flows. Studies in economics and finance, 23 (1). pp. 4-12. ISSN 1086-7376

Giannopoulos, Kostas and Clark, Ephraim A. and Tunaru, Radu (2005) Portfolio selection under VaR constraints. Computational Management Science, 2 (2). pp. 123-138. ISSN 1619-697X

Clark, Ephraim A. and Lakshmi, Geeta (2005) Are currency crises anticipated? Evidence from Mexican government guaranteed bonds 1993-1995. International journal of finance, 17 (4). ISSN 1041-2743

Clark, Ephraim A. (2005) Foreign direct investment: the incentive to expropriate and the cost of expropriation risk. In: Numerical methods in finance. Breton, Michele and Ben-Ameur, Hatem, eds. Cambridge University Press, New York. ISBN 0521573548

Clark, Ephraim A. (2005) Modelling and measuring sovereign credit risk. In: The best of Wilmott. Wilmott, Paul, ed. John Wiley & Sons, London.

Clark, Ephraim A. and Judge, Amrit P. (2005) The motives for corporate hedging: the UK evidence. Research in Financial Economics, 1 (1). pp. 57-78.

Clark, Ephraim A. and Tunaru, Radu and Viney, H. (2005) An option pricing framework for the valuation of football players. Review of financial economics, 14 (3). pp. 281-295. ISSN 1058-3300

Clark, Ephraim A. and Lakshmi, Geeta (2004) Sovereign debt and the cost of migration: India 1990-1992. Journal of Asian economics, 15 (1). pp. 111-134. ISSN 1049-0078

Clark, Ephraim A. and Bouchet, Michel Henri and Groslambert, Bertrand (2004) Analyzing the Asian crisis: was it really a surprise? In: Global financial markets: issues and strategies. Ghosh, Dilip K. and Ariff, Mohamed, eds. Greenwood press. ISBN 9781567205725

Clark, Ephraim A. and Ghosh, Dilip K. (2004) Arbitrage, hedging, and speculation : the foreign exchange market. Praeger, Westport, Conn.. ISBN 9781567205824

Clark, Ephraim A. and Zenaidi, Amel (2004) Country default risk and the determinants of sovereign debt discounts. In: Sovereign risk and financial crises. Frenkel, Michael and Karmann, Alexander and Scholtens , L. J. R., eds. Springer, Berlin, pp. 29-50. ISBN 9783540222484

Clark, Ephraim A. and Kassimatis, Konstantinos (2004) Country financial risk and stock market performance: the case of Latin America. Journal of economics and business., 56 (1). pp. 21-41. ISSN 0148-6195

Clark, Ephraim A. and Gadad, Magid and Rousseau, Patrick (2004) Investor valuation of the abandonment option: empirical evidence from UK divestitures 1985-1991. Multinational Finance Journal . ISSN 1096-1879

Clark, Ephraim A. (2004) Measuring country risk as implied volatility. In: The Best of Wilmott 1: incorporating the quantitative finance review. Willmott, Paul, ed. John Wiley & Sons, London. ISBN 9780470023518

Clark, Ephraim A. and Tunaru, Radu (2004) Political risk in Taiwan: valuing the doubly stochastic China factor. In: Global financial markets : issues and strategies. Ghosh, Dilip K. and Ariff, Mohamed, eds. Greenwood Press. ISBN 9781567205725

Clark, Ephraim A. (2004) Sovereign debt default risk: quantifying the (un)willingness to pay. In: The best of wilmott 1: incorporating the quantitative finance review. Wilmott, Paul, ed. John Wiley & Sons, London. ISBN 9780470023518

Clark, Ephraim A. (2003) Pricing the cost of expropriation risk. Review of International Economics , 11 (2). pp. 412-422. ISSN 1467-9396

Judge, Amrit P. and Clark, Ephraim A. (2003) Risk management disclosure practices of UK non-financial firms after FRS13. Finance Letters, 1 (2). pp. 57-60. ISSN 1740-6242

Clark, Ephraim A. (2003) Contemporary China: the reunification effect on political risk in Hong Kong. Garp risk review (10). pp. 24-28.

Bouchet, Michel Henri and Clark, Ephraim A. and Groslambert, Bertrand (2003) Country risk assessment: a guide to global investment strategy. John Wiley & Sons, Chichester. ISBN 9780470845004

Clark, Ephraim A. and Tan, Mark and Tunaru, Radu (2003) Cross hedging jet fuel on the Singapore spot market. International Journal of Banking and Finance, 1 (2). ISSN 1675-7227

Clark, Ephraim A. (2003) Derivative securities for country risk coverage: implied volatility swaps. In: Global risk assessment: issues concepts and applicatiopns. Global Risk Assessments, Inc., Riverside CA.

Clark, Ephraim A. and Mondello, Gerard (2003) Erratum: an introduction to water management. International journal of public administration, 26 (13). pp. 1553-1554. ISSN 0190-0692

Clark, Ephraim A. and Tunaru, Radu (2003) Quantification of political risk with multiple dependent sources. Journal of economics and finance, 27 (2). pp. 125-135. ISSN 1938-9744

Clark, Ephraim A. (2003) Strategic capital budgeting: the abandonment option with political risk. In: Advances in financial planning and forecasting. Lee, Cheng F., ed. JAI, London, pp. 113-132. ISBN 9780762310166

Clark, Ephraim A. and Lakshmi, Geeta (2003) War and emerging market default risk: the case of India and the Iraqi invasion of Kuwait. International Journal of Business, 8 (4). pp. 395-408. ISSN 1083-4346

Clark, Ephraim A. and Mondello, Gerard (2003) Water management in France: delegation and market based auto-regulation. International journal of public administration, 26 (3). pp. 317-328. ISSN 0190-0692

Clark, Ephraim A. (2002) Country rulers: macrometrics for country risk assessment. Garp risk review (8). p. 36.

Clark, Ephraim A. and Rousseau, Patrick (2002) Strategic parameters for capital budgeting when abandonment value is stochastic. Applied Financial Economics, 12 (2). pp. 123-130. ISSN 1466-4305

Clark, Ephraim A. and Mondello, Gerard (2002) Regulating natural monopolies: the case of drinking water in France. Water resources update (121). pp. 72-78. ISSN 1548-3517

Clark, Ephraim A. and Lakshmi, Geeta (2002) Controlling the risk: a case study of the Indian liquidity crisis 1990-92. Journal of International Development, 15 (3). pp. 285-298. ISSN 1099-1328

Clark, Ephraim A. (2002) International finance. Thomson, London. ISBN 1861529716

Clark, Ephraim A. (2002) Measuring country risk as implied volatility. Wilmott, Fall . ISSN 1540-6962

Clark, Ephraim A. and Gadad, Magid (2001) The option to divest as a strategic management tool. Corporate Finance review . pp. 16-20.

Clark, Ephraim A. and Tunaru, Radu (2001) Emerging markets: investing with political risk. Multinational Finance Journal, 5 (3). pp. 155-173. ISSN 1096-1879

Clark, Ephraim A. and Zenaidi, Amel (2001) The quantification of country risk: effects on the sovereign debt discount. Finance India . pp. 805-820. ISSN 0970-3772

Clark, Ephraim A. and Lesourd, Jean-Baptiste and Thiéblemont , René (2001) International commodity trading : physical and derivative markets. John Wiley & Sons, Chichester. ISBN 9780471852100

Clark, Ephraim A. and Marois, Bernard and Cernes, Joëlle (2001) Management des risques internationaux. Economica, Paris. ISBN 9782717842173

Clark, Ephraim A. and Bouchet, Michel Henri and Groslambert, Bertrand (2001) Revisiting the Asian financial crisis: were capital markets caught by surprise? The International journal of finance, 13 (2). ISSN 1041-2743

Clark, Ephraim A. and Lakshmi, Geeta (2001) The market reaction to reported country risk in India. In: Economics of transition: theory, experiences and EU enlargement: INFER Annual Conference 2001. Stierle, Michael H. and Birringer, Thomas, eds. Verlag für Wissenschaft und Forschung, Berlin. ISBN 9783897001688

Clark, Ephraim A. and Mondello, Gerard (2000) Water management in France: delegation and irreversibility. Journal of applied economics, 3 (2). pp. 325-352. ISSN 1514-0326

Clark, Ephraim A. (2000) Agency conflict and the signalling snafu in the Mexican peso conflict of 1994. International journal of public administration, 23 (5-8). pp. 837-876. ISSN 0190-0692

Clark, Ephraim A. and Tunaru, Radu (2000) Les options réelles et des risques politiques multiples dépendents: une comparaison avec le modèle du risque unique. In: Gestion des risques dans un cadre international : réflexions théoriques et tests empiriques. Bellalah, Mondher and Rahman , Kamal Abdel , eds. Economica, Paris. ISBN 9782717841299

Clark, Ephraim A. and Mondello, Gerard (2000) Resource management and the mayor's guarantee in French water allocation. International review of environmental and resource economics, 15 (2). pp. 103-113. ISSN 1932-1465

Clark, Ephraim A. and Jokung, Octave (1999) Asset proportions, stochastic dominance and the 50% rule. Management Science, 45 (12). pp. 1724-1737. ISSN 0025-1909

Clark, Ephraim A. and Adcock, C. J. (1999) Beta lives: some statistical perspectives on the capital asset pricing model. European Journal of Finance, 5 (3). pp. 213-224. ISSN 1351-847X

Clark, Ephraim A. and Mondello, Gerard (1999) Institutional constraints in water management: the French case. Water International, 24 (3). pp. 266-268. ISSN 0250-8060

Clark, Ephraim A. (1999) L'effet de réunification sur le risque politique à Hong Kong. Banque et marchés . pp. 50-55. ISSN 1167-4946

Clark, Ephraim A. and Zenaidi, Amel (1999) Sovereign debt discounts and the unwillingness to pay. Finance, 20 (2). pp. 185-199. ISSN 0752-6180

Clark, Ephraim A. and Jokung, Octave (1998) Risk aversion, wealth and international capital flows. Review of international economics , 6 (3). pp. 507-515. ISSN 0965-7576

Clark, Ephraim A. and Mondello, Gerard (1998) La gestion préventive des risques et pollutions environmentales: accords volontaires et responsabilité. Revue d'economie industrielle, 83 . pp. 183-196. ISSN 0154-3229

Clark, Ephraim A. (1998) Political risk in Hong Kong and Taiwan: pricing the China factor. Journal of economic integration, 13 (2). pp. 278-293. ISSN 1225-651X

Clark, Ephraim A. (1997) Valuing political risk. Journal of international money and finance, 16 (3). pp. 477-490. ISSN 0261-5606

Clark, Ephraim A. (1996) Les contrats à terme sur matières premières: ce que les investisseurs devraient savoir. Banque et Marches . ISSN 1167-4946

Clark, Ephraim A. (1995) L'évaluation du risque dans les prêts internationaux: le cas du Mexique en 1994. Economie internationale, 64 . ISSN 1240-8093

Clark, Ephraim A. (1995) A general international market index. International journal of finance, 7 (3). ISSN 1041-2743

Clark, Ephraim A. and Jokung, Octave (1988) Capital budgeting, political risk and prudence. International journal of finance, 10 (1). pp. 933-943. ISSN 1041-2743

This list was generated on Fri Jul 25 15:54:37 2014 IST.