Zarz Ryz Finans R19b3

Bibliografia 623

Merton Robert C. (1976), Option Pricing When Underlying Stock RetumsAre Disconti-nuous, „Journal of Financial Economics” nr 3 (styczeń-marzec), s. 125-144.

Merton Robert C. (1992), Financial Innomtion and Economic Performance, „Journal of Applied Corporate Finance”, zima.

Miller Gregory (1986), When Swaps Unwind, „Institutional Investor”, listopad.

Miller Merton (1992), Financial Innwation: Achievements and Prospecl, „Journal of Applied Corporate Finance”, zima.

Millman Gregory J. (1988), How Smart Competitors Are Locking in the Cheap Dollar, „Corporate Finance”, grudzień.

Millman Gregory J. (1991),Kaiserand Union CarbideHedge TheirBetswith Their Banks, „Corporate of Finance”, czerwiec.

Modigliani Franco i Merton Miller (1958), The Cost of Capital, Corporation Finance, and the Theory of Imestment, „American Economic Review” nr 48 (czerwiec).

Modigliani Franco i Merton Miller (1961), Dividend Policy, Growth and the Yaluation ofShares, „Journal of Business” nr 34 (październik).

Moriarty E. J. i P. A. Tosini (1985), Futures Tradingand Price Yolatility of GNMA Certi-ficates - Further Evidence, „Journal of Futures Markets” nr 5, s. 633-641.

Muffett Mark (1986), Modelling Credit Exposure on Swaps, „Proceedings of a Confe-rence on Bank Structure and Competition”, Federal Reserve Bank of Chicago, s. 473-496.

Myers S. C. (1977), The Determinants of Coiporate Borrowing, „Journal of Financial Economics” nr 5 (listopad).

Nance Deana R., Clifford W. Smith jun. i Charles W. Smithson (1993), On the Determinants of Coiporate Hedging, „The Journal of Finance” nr 48, s. 267-284.

Neal Kathleen i Katerina Simons (1988), Interest Ratę Swaps, Currency Swaps and Credit Risk, „Issues in Bank Regulation”, wiosna, s. 26-29.

Neal R. (1987), Potential andActual Competition in Eąuity Options, „Journal of Finance” nr 42, s. 511-532.

Powers M. J. (1970), Does Futures Trading Reduce Price Fluctuations in the Cash Markets?, „American Economic Review” nr 60, s. 460-464.

Puttman Bluford i D. Sykes Wilford (red.) (1986), The Monetary Approach of International Adjustment, Praeger, New York.

Pye Gordon (1966), A Markov Model ofthe Term Structure, „Quarterly Journal of Economics” nr 25 (luty).

Quint Michael (1989), Reducing Shareholder-Debtholder Conflict in the RJR Nabisco Deal, „The New York Times”, 16 lutego, dział „Talking Deals”.

Ramaswamy Krishna i Suresh M. Sundaresan (1986), The Yaluation of Floating Ratę Instruments: Theory and Evidence, „Journal of Financial Economics” nr 17, s. 251-272.

Rawls S. Waite III i Charles W. Smithson (1989), The Evolution of Risk Management Products, „Journal of Applied Corporate Finance”, zima, s. 18-26.