Chapter 1
Fig. 1.Cat Bond Returns.19
Fig. 2.Market Price of Catastrophic Risks.20
Fig. 3.Cat Bond Spreads vs Corporate Bond Spreads.22
Fig. 4.Sensitivity of the Habit Level.23
Chapter 2
Fig. 1.The Binomial Process of Interest Rates37
Fig. 2.Effect of Interest Rate Level Change on Tax Timing Option Value50
Fig. 3.The Value of Timing Option Under Different Tax Scenarios52
Fig. 4.Optimal Short-term Cutoff Level56
Chapter 3
Fig. 1.Time Series Plots of Total Returns (RI = Prices + Dividends) for Various Markets.70
Fig. 2.Time Series Plots of Excess Stock Returns for Various Markets.70
Fig. 3.Time Series Plots of EPUs for Various Markets.73
Chapter 4
Fig. 1.25 Size-B/M Portfolio with Structural Break.99
Fig. 2.25 Size-Inv Portfolio with Structural Break.
Fig. 3.25 Size-OP Portfolio with Structural Break.
Fig. 4.32 Size-OP-Inv Portfolio with Structural Break.
Chapter 5
Fig. 1.Mongolian Bank CSR Disclosure and Performance from 2003 to 2012.130
Fig. 2.Mongolian Bank Performance from 2009 to 2012.130
Chapter 6
Fig. 1.Intraday Transactions for On-the-run Treasuries.
Fig. 2.Impulse Response Functions for New York, London, and Tokyo Markets.185
Fig. 3.Impulse Response Functions for the Busiest Day in New York.188
Fig. 4.Informed Volatility (Five-year On-the-run Treasury).
Chapter 9
Fig. 1.Dynamic responses to 1% TFP shock.229
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