Journal of Money, Investment and Banking

Issue 15
May, 2010

Modeling of Heavy Tail Structure Using Smoothly Truncated Lévy Flights
Ömer Önalan
5-13

Value-at-risk Analysis for Oil Futures: Innovations of Asymmetry, fat-tail, and Long Memory in Returns
Chih-Yung Lin, Yan-Shing Chen, Po-Hsin Ho and Chung-Shien King
14-28

Valuation and Risk Assessment of Pension Benefit Guarantee Commitments
Henrik Andersson
29-46

The Spread of Financial Development
John Dogbey
47-56

The Determinants of Capital Structure: Evidence from the Turkish Banks
Ebru Ça?layan and Nazan ?ak
57-65