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Carol Alexander

Personal Details

First Name:Carol
Middle Name:O
Last Name:Alexander
Suffix:
RePEc Short-ID:pal264
[This author has chosen not to make the email address public]
http://www.carolalexander.org

Affiliation

Department of Accounting and Finance
Sussex Business School
University of Sussex

Brighton, United Kingdom
http://www.sussex.ac.uk/bam/
RePEc:edi:dbsusuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Carol Alexander & Daniel Heck & Andreas Kaeck, 2021. "The Role of Binance in Bitcoin Volatility Transmission," Papers 2107.00298, arXiv.org, revised Aug 2021.
  2. Carol Alexander & Jun Deng & Jianfen Feng & Huning Wan, 2021. "Net Buying Pressure and the Information in Bitcoin Option Trades," Papers 2109.02776, arXiv.org, revised Mar 2022.
  3. Carol Alexander & Jun Deng & Bin Zou, 2021. "Hedging with Bitcoin Futures: The Effect of Liquidation Loss Aversion and Aggressive Trading," Papers 2101.01261, arXiv.org, revised Aug 2021.
  4. Carol Alexander & Xi Chen & Charles Ward, 2021. "Risk-Adjusted Valuation for Real Option Decisions," Papers 2109.04793, arXiv.org.
  5. Carol Alexander & Michael Coulon & Yang Han & Xiaochun Meng, 2021. "Evaluating the Discrimination Ability of Proper Multivariate Scoring Rules," Papers 2101.12693, arXiv.org.
  6. Carol Alexander & Ding Chen & Arben Imeraj, 2021. "Inverse and Quanto Inverse Options in a Black-Scholes World," Papers 2107.12041, arXiv.org, revised Oct 2022.
  7. Carol Alexander & Xiaochun Meng & Wei Wei, 2020. "Targetting Kollo Skewness with Random Orthogonal Matrix Simulation," Papers 2004.06586, arXiv.org, revised Sep 2021.
  8. Carol Alexander & Xi Chen, 2018. "Model Risk in Real Option Valuation," Papers 1809.00817, arXiv.org, revised Sep 2018.
  9. Carol Alexander & Emese Lazar & Silvia Stanescu, 2018. "Analytic Moments for GARCH Processes," Papers 1808.09666, arXiv.org, revised Sep 2018.
  10. Carol Alexander & Johannes Rauch, 2017. "The Aggregation Property and its Applications to Realised Higher Moments," Papers 1709.08188, arXiv.org.
  11. Johannes Rauch & Carol Alexander, 2016. "Tail Risk Premia for Long-Term Equity Investors," Papers 1602.00865, arXiv.org.
  12. Carol Alexander & Johannes Rauch, 2016. "Model-Free Discretisation-Invariant Swap Contracts," Papers 1602.00235, arXiv.org, revised Apr 2016.
  13. Carol Alexander & Xi Chen, 2014. "Risk-adjusted Valuation of the Real Option to Invest," ICMA Centre Discussion Papers in Finance icma-dp2014-19, Henley Business School, University of Reading.
  14. Carol Alexander & Johannes Rauch, 2014. "Model-Free Discretisation-Invariant Swaps and S&P 500 Higher-Moment Risk Premia," Papers 1404.1351, arXiv.org, revised Feb 2016.
  15. Carol Alexander & Dimitris Korovilas, 2012. "Diversification of Equity with VIX Futures: Personal Views and Skewness Preference," ICMA Centre Discussion Papers in Finance icma-dp2012-07, Henley Business School, University of Reading.
  16. Carol Alexander & Xi Chen, 2012. "A General Approach to Real Option Valuation with Applications to Real Estate Investments," ICMA Centre Discussion Papers in Finance icma-dp2012-04, Henley Business School, University of Reading.
  17. Carol Alexander & Daniel Ledermann, 2012. "ROM Simulation: Applications to Stress Testing and VaR," ICMA Centre Discussion Papers in Finance icma-dp2012-09, Henley Business School, University of Reading.
  18. Carol Alexander & Marcel Prokopczuk & Anannit Sumawon, 2012. "The (De)merits of Minimum-Variance Hedging: Application to the Crack Spread," ICMA Centre Discussion Papers in Finance icma-dp2012-01, Henley Business School, University of Reading.
  19. Carol Alexander & Emese Lazar & Silvia Stanescu, 2011. "Analytic Approximations to GARCH Aggregated Returns Distributions with Applications to VaR and ETL," ICMA Centre Discussion Papers in Finance icma-dp2011-08, Henley Business School, University of Reading.
  20. Carol Alexander & Stamatis Leontsinis, 2011. "Model Risk in Variance Swap Rates," ICMA Centre Discussion Papers in Finance icma-dp2011-10, Henley Business School, University of Reading.
  21. Carol Alexander & Dimitris Korovilas, 2011. "The Hazards of Volatility Diversification," ICMA Centre Discussion Papers in Finance icma-dp2011-04, Henley Business School, University of Reading.
  22. Andreas Kaeck & Carol Alexander, 2010. "VIX Dynamics with Stochastic Volatility of Volatility," ICMA Centre Discussion Papers in Finance icma-dp2010-11, Henley Business School, University of Reading.
  23. Carol Alexander & Andreas Kaeck, 2010. "Does model fit matter for hedging? Evidence from FTSE 100 options," ICMA Centre Discussion Papers in Finance icma-dp2010-05, Henley Business School, University of Reading.
  24. Carol Alexander & Alexander Rubinov & Markus Kalepky & Stamatis Leontsinis, 2010. "Regime-Dependent Smile-Adjusted Delta Hedging," ICMA Centre Discussion Papers in Finance icma-dp2010-10, Henley Business School, University of Reading.
  25. Andreas Kaeck & Carol Alexander, 2010. "Stochastic Volatility Jump-Diffusions for Equity Index Dynamics," ICMA Centre Discussion Papers in Finance icma-dp2010-06, Henley Business School, University of Reading.
  26. Carol Alexander & Jose Maria Sarabia, 2010. "Endogenizing Model Risk to Quantile Estimates," ICMA Centre Discussion Papers in Finance icma-dp2010-07, Henley Business School, University of Reading.
  27. Carol Alexander & Jose Maria Sarabia, 2010. "Generalized Beta-Generated Distributions," ICMA Centre Discussion Papers in Finance icma-dp2010-09, Henley Business School, University of Reading.
  28. Carol Alexander & Walter Ledermann & Daniel Ledermann, 2009. "Exact Moment Simulation using Random Orthogonal Matrices," ICMA Centre Discussion Papers in Finance icma-dp2009-09, Henley Business School, University of Reading.
  29. Carol Alexander & Aanand Venkatramanan, 2008. "Analytic Approximations for Multi-Asset Option Pricing," ICMA Centre Discussion Papers in Finance icma-dp2009-05, Henley Business School, University of Reading, revised Jun 2009.
  30. Carol Alexander & Emese Lazar, 2008. "Markov Switching GARCH Diffusion," ICMA Centre Discussion Papers in Finance icma-dp2008-01, Henley Business School, University of Reading.
  31. Carol Alexander & Elizabeth Sheedy, 2007. "Model-Based Stress Tests: Linking Stress Tests to VaR for Market Risk," ICMA Centre Discussion Papers in Finance icma-dp2007-02, Henley Business School, University of Reading.
  32. Carol Alexander & Aanand Venkatramanan, 2007. "Analytic Approximations for Spread Options," ICMA Centre Discussion Papers in Finance icma-dp2007-11, Henley Business School, University of Reading.
  33. Carol Alexander & Andreza Barbosa, 2007. "Hedging and Cross-hedging ETFs," ICMA Centre Discussion Papers in Finance icma-dp2007-01, Henley Business School, University of Reading.
  34. Carol Alexander & Leonardo M. Nogueira, 2006. "Hedging Options with Scale-Invariant Models," ICMA Centre Discussion Papers in Finance icma-dp2006-03, Henley Business School, University of Reading.
  35. Carol Alexander & Andreza Barbosa, 2006. "Minimum Variance Hedging and Stock Index Market Efficiency," ICMA Centre Discussion Papers in Finance icma-dp2006-04, Henley Business School, University of Reading, revised Sep 2006.
  36. Carol Alexander & Andreas Kaeck, 2006. "Regimes in CDS Spreads: A Markov Switching Model of iTraxx Europe Indices," ICMA Centre Discussion Papers in Finance icma-dp2006-08, Henley Business School, University of Reading.
  37. Carol Alexander & Andreza Barbosa, 2005. "The Spider in the Hedge," ICMA Centre Discussion Papers in Finance icma-dp2005-05, Henley Business School, University of Reading.
  38. Carol Alexander & Anca Dimitriu, 2005. "Detecting Switching Strategies in Equity Hedge Funds," ICMA Centre Discussion Papers in Finance icma-dp2005-07, Henley Business School, University of Reading.
  39. Carol Alexander & Andreza Barbosa, 2005. "Is Minimum Variance Hedging Necessary for Equity Indices? A study of Hedging and Cross-Hedging Exchange Traded Funds," ICMA Centre Discussion Papers in Finance icma-dp2005-16, Henley Business School, University of Reading.
  40. Carol Alexander & Leonardo Nogueira, 2004. "Stochastic Local Volatility," ICMA Centre Discussion Papers in Finance icma-dp2008-02, Henley Business School, University of Reading, revised Mar 2008.
  41. Carol Alexander & Anca Dimitriu, 2004. "A Comparison of Cointegration & Tracking Error Models for Mutual Funds & Hedge Funds," ICMA Centre Discussion Papers in Finance icma-dp2004-03, Henley Business School, University of Reading.
  42. Carol Alexander & Anca Dimitriu, 2004. "The Art of Investing in Hedge Funds: Fund Selection and Optimal Allocations," ICMA Centre Discussion Papers in Finance icma-dp2004-01, Henley Business School, University of Reading.
  43. Carol Alexander & Leonardo M. Nogueira, 2004. "Hedging with Stochastic and Local Volatility," ICMA Centre Discussion Papers in Finance icma-dp2004-10, Henley Business School, University of Reading, revised Dec 2004.
  44. Carol Alexander & Anca Dimitriu, 2003. "Equity Indexing: Conitegration and Stock Price Dispersion: A Regime Switiching Approach to market Efficiency," ICMA Centre Discussion Papers in Finance icma-dp2003-02, Henley Business School, University of Reading.
  45. Carol Alexandra & Andrew Scourse, 2003. "Bivariate Normal Mixture Spread Option Valuation," ICMA Centre Discussion Papers in Finance icma-dp2003-15, Henley Business School, University of Reading.
  46. Carol Alexander & Dimitri Lvov, 2003. "Statistical Properties of Forward Libor Rates," ICMA Centre Discussion Papers in Finance icma-dp2003-03, Henley Business School, University of Reading.
  47. Carol Alexander & Anca Dimitriu, 2003. "Sources of Over-performance in Equity Markets: Mean Reversion, Common Trends and Herding," ICMA Centre Discussion Papers in Finance icma-dp2003-08, Henley Business School, University of Reading, revised Oct 2003.
  48. Carol Alexander, 2002. "Short and Long Term Smile Effects: The Binomial Normal Mixture Diffusion Model," ICMA Centre Discussion Papers in Finance icma-dp2003-06, Henley Business School, University of Reading, revised Mar 2003.
  49. Carol Alexander & Sujit Narayanan, 2001. "Option Pricing with Normal Mixture Returns: Modelling Excess Kurtosis and Uncertanity in Volatility," ICMA Centre Discussion Papers in Finance icma-dp2001-10, Henley Business School, University of Reading, revised Dec 2001.
  50. Carol Alexander & Ian Giblin & Wayne Weddington III, 2001. "Cointegration and Asset Allocation: A New Fund Strategy," ICMA Centre Discussion Papers in Finance icma-dp2001-03, Henley Business School, University of Reading.
  51. Carol Alexander, 2001. "Understanding the Internal Measurement Approach to Assessing Operational Risk Capital," ICMA Centre Discussion Papers in Finance icma-dp2001-13, Henley Business School, University of Reading.
  52. Carol Alexander, 2000. "Orthogonal Methods for Generating Large Positive Semi-Definite Covariance Matrices," ICMA Centre Discussion Papers in Finance icma-dp2000-06, Henley Business School, University of Reading.
  53. Carol Alexander, 2000. "Bayesian Methods for Measuring Operational Risk," ICMA Centre Discussion Papers in Finance icma-dp2000-02, Henley Business School, University of Reading.
  54. Carol Alexander & Manuel Cantavella Jordá, 1997. "Seasonal unit roots in trade variables," Working Papers. Serie EC 1997-13, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  55. Alexander, Carol & John Wyeth, 1995. "Seasonal price movements and unit roots in Indonesian rice market integration," Discussion Papers in Economics 0195, Department of Economics, University of Sussex Business School.
  56. Alexander, Carol, 1994. "Cofeatures in international bond and equity markets," Discussion Papers in Economics 0194, Department of Economics, University of Sussex Business School.
  57. Alexander, Carol & W Ledermann, 1994. "Are Nash bargaining wage agreements unique: an investigation into bargaining sets for firm-union negotiations," Discussion Papers in Economics 1294, Department of Economics, University of Sussex Business School.
  58. Alexander, Carol, 1993. "Common volatility in the foreign exchange market," Discussion Papers in Economics 493, Department of Economics, University of Sussex Business School.
  59. Alexander, C O & A Johnson, 1992. "Are foreign exchange markets really efficient?," Discussion Papers in Economics 1092, Department of Economics, University of Sussex Business School.
  60. Alexander, C O & W Ledermann, 1992. "Bargaining sets and bargaining solutions for firm-union negotiations," Discussion Papers in Economics 1492, Department of Economics, University of Sussex Business School.
  61. Alexander, C O, 1992. "The changing relationship between productivity, wages and unemployment in the U.K," Discussion Papers in Economics 1192, Department of Economics, University of Sussex Business School.
  62. Alexander, C O & N S Riyait, 1992. "GARCH volatility models," Discussion Papers in Economics 1392, Department of Economics, University of Sussex Business School.
  63. Carol Alexander, "undated". "Principal Component Analysis of Volatility Smiles and Skews," ICMA Centre Discussion Papers in Finance icma-dp2000-10, Henley Business School, University of Reading, revised Jun 2000.

Articles

  1. Alexander, Carol & Chen, Xi & Ward, Charles, 2021. "Risk-adjusted valuation for real option decisions," Journal of Economic Behavior & Organization, Elsevier, vol. 191(C), pages 1046-1064.
  2. Alexander, Carol & Lazar, Emese & Stanescu, Silvia, 2021. "Analytic moments for GJR-GARCH (1, 1) processes," International Journal of Forecasting, Elsevier, vol. 37(1), pages 105-124.
  3. Alexander, Carol & Rauch, Johannes, 2021. "A general property for time aggregation," European Journal of Operational Research, Elsevier, vol. 291(2), pages 536-548.
  4. Carol Alexander & Emese Lazar, 2021. "The continuous limit of weak GARCH," Econometric Reviews, Taylor & Francis Journals, vol. 40(2), pages 197-216, February.
  5. Carol Alexander & Xi Chen, 2021. "Model risk in real option valuation," Annals of Operations Research, Springer, vol. 299(1), pages 1025-1056, April.
  6. Carol Alexander & Jaehyuk Choi & Heungju Park & Sungbin Sohn, 2020. "BitMEX bitcoin derivatives: Price discovery, informational efficiency, and hedging effectiveness," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(1), pages 23-43, January.
  7. Alexander, Carol & Heck, Daniel F., 2020. "Price discovery in Bitcoin: The impact of unregulated markets," Journal of Financial Stability, Elsevier, vol. 50(C).
  8. Alexander, Carol & Choi, Jaehyuk & Massie, Hamish R.A. & Sohn, Sungbin, 2020. "Price discovery and microstructure in ether spot and derivative markets," International Review of Financial Analysis, Elsevier, vol. 71(C).
  9. C. Alexander & M. Dakos, 2020. "A critical investigation of cryptocurrency data and analysis," Quantitative Finance, Taylor & Francis Journals, vol. 20(2), pages 173-188, February.
  10. Alexander, Carol & Kaeck, Andreas & Sumawong, Anannit, 2019. "A parsimonious parametric model for generating margin requirements for futures," European Journal of Operational Research, Elsevier, vol. 273(1), pages 31-43.
  11. Stamatis Leontsinis & Carol Alexander, 2017. "Arithmetic variance swaps," Quantitative Finance, Taylor & Francis Journals, vol. 17(4), pages 551-569, April.
  12. Alexander, Carol & Korovilas, Dimitris & Kapraun, Julia, 2016. "Diversification with volatility products," Journal of International Money and Finance, Elsevier, vol. 65(C), pages 213-235.
  13. Andreas Kaeck & Carol Alexander, 2013. "Stochastic Volatility Jump†Diffusions for European Equity Index Dynamics," European Financial Management, European Financial Management Association, vol. 19(3), pages 470-496, June.
  14. Alexander, Carol & Prokopczuk, Marcel & Sumawong, Anannit, 2013. "The (de)merits of minimum-variance hedging: Application to the crack spread," Energy Economics, Elsevier, vol. 36(C), pages 698-707.
  15. Alexander, Carol & Lazar, Emese & Stanescu, Silvia, 2013. "Forecasting VaR using analytic higher moments for GARCH processes," International Review of Financial Analysis, Elsevier, vol. 30(C), pages 36-45.
  16. Kaeck, Andreas & Alexander, Carol, 2013. "Continuous-time VIX dynamics: On the role of stochastic volatility of volatility," International Review of Financial Analysis, Elsevier, vol. 28(C), pages 46-56.
  17. Carol Alexander & Alexander Rubinov & Markus Kalepky & Stamatis Leontsinis, 2012. "Regime‐dependent smile‐adjusted delta hedging," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 32(3), pages 203-229, March.
  18. Kaeck, Andreas & Alexander, Carol, 2012. "Volatility dynamics for the S&P 500: Further evidence from non-affine, multi-factor jump diffusions," Journal of Banking & Finance, Elsevier, vol. 36(11), pages 3110-3121.
  19. Carol Alexander & Andreas Kaeck, 2012. "Does model fit matter for hedging? Evidence from FTSE 100 options," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 32(7), pages 609-638, July.
  20. Ledermann, Daniel & Alexander, Carol, 2012. "Further properties of random orthogonal matrix simulation," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 83(C), pages 56-79.
  21. Carol Alexander & José María Sarabia, 2012. "Quantile Uncertainty and Value‐at‐Risk Model Risk," Risk Analysis, John Wiley & Sons, vol. 32(8), pages 1293-1308, August.
  22. Alexander, Carol & Cordeiro, Gauss M. & Ortega, Edwin M.M. & Sarabia, José María, 2012. "Generalized beta-generated distributions," Computational Statistics & Data Analysis, Elsevier, vol. 56(6), pages 1880-1897.
  23. Aanand Venkatramanan & Carol Alexander, 2011. "Closed Form Approximations for Spread Options," Applied Mathematical Finance, Taylor & Francis Journals, vol. 18(5), pages 447-472, January.
  24. Carol Alexander & Emese Lazar, 2009. "Modelling Regime‐Specific Stock Price Volatility," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(6), pages 761-797, December.
  25. Carol Alexander & Andreas Kaeck & Leonardo M. Nogueira, 2009. "Model risk adjusted hedge ratios," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 29(11), pages 1021-1049, November.
  26. Alexander, C. & Barbosa, A., 2008. "Hedging index exchange traded funds," Journal of Banking & Finance, Elsevier, vol. 32(2), pages 326-337, February.
  27. Alexander, Carol & Sheedy, Elizabeth, 2008. "Developing a stress testing framework based on market risk models," Journal of Banking & Finance, Elsevier, vol. 32(10), pages 2220-2236, October.
  28. Alexander, Carol & Kaeck, Andreas, 2008. "Regime dependent determinants of credit default swap spreads," Journal of Banking & Finance, Elsevier, vol. 32(6), pages 1008-1021, June.
  29. Alexander, Carol & Nogueira, Leonardo M., 2007. "Model-free hedge ratios and scale-invariant models," Journal of Banking & Finance, Elsevier, vol. 31(6), pages 1839-1861, June.
  30. Carol Alexander & Leonardo Nogueira, 2007. "Model-free price hedge ratios for homogeneous claims on tradable assets," Quantitative Finance, Taylor & Francis Journals, vol. 7(5), pages 473-479.
  31. Ali Bora Yiǧitbaşioǧlu & Carol Alexander, 2006. "Pricing And Hedging Convertible Bonds: Delayed Calls And Uncertain Volatility," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 9(03), pages 415-453.
  32. Emese Lazar & Carol Alexander, 2006. "Normal mixture GARCH(1,1): applications to exchange rate modelling," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(3), pages 307-336.
  33. Carol Alexander & Anca Dimitriu, 2005. "Indexing, cointegration and equity market regimes," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 10(3), pages 213-231.
  34. Carol Alexander, 2005. "The Present and Future of Financial Risk Management," Journal of Financial Econometrics, Oxford University Press, vol. 3(1), pages 3-25.
  35. Carol Alexander & Andrew Scourse, 2004. "Bivariate normal mixture spread option valuation," Quantitative Finance, Taylor & Francis Journals, vol. 4(6), pages 637-648.
  36. Alexander, Carol, 2004. "Normal mixture diffusion with uncertain volatility: Modelling short- and long-term smile effects," Journal of Banking & Finance, Elsevier, vol. 28(12), pages 2957-2980, December.
  37. Carol Alexander & Anca Dimitriu, 2004. "Equity indexing: Optimize your passive investments," Quantitative Finance, Taylor & Francis Journals, vol. 4(3), pages 30-33.
  38. Carol Alexander, 2002. "Principal Component Models for Generating Large GARCH Covariance Matrices," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 31(2), pages 337-359, July.
  39. Alexander, C O & Ledermann, W, 1996. "Are Nash Bargaining Wage Agreements Unique? An Investigation into Bargaining Sets for Firm-Union Negotiations," Oxford Economic Papers, Oxford University Press, vol. 48(2), pages 242-253, April.
  40. Carol Alexander & John Wyeth, 1995. "Causality testing in models of spatial market integration: A comment on an article by Stefan Dercon," Journal of Development Studies, Taylor & Francis Journals, vol. 32(1), pages 144-146.
  41. Carol Alexander & Michael Barrow, 1994. "Seasonality and Cointegration of Regional House Prices in the UK," Urban Studies, Urban Studies Journal Limited, vol. 31(10), pages 1667-1689, December.
  42. Alexander, Carol O, 1993. "The Changing Relationship between Productivity, Wages and Unemployment in the UK," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 55(1), pages 87-102, February.
  43. Alexander, C. O. & Johnson, A., 1992. "Are foreign exchange markets really efficient?," Economics Letters, Elsevier, vol. 40(4), pages 449-453, December.

Chapters

  1. Carol Alexander, 2005. "Assessment of Operational Risk Capital," Springer Books, in: Michael Frenkel & Markus Rudolf & Ulrich Hommel (ed.), Risk Management, edition 0, pages 279-301, Springer.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 12 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-RMG: Risk Management (5) 2016-02-12 2021-01-25 2021-07-26 2021-08-23 2021-09-27. Author is listed
  2. NEP-ISF: Islamic Finance (3) 2021-08-23 2021-09-20 2021-09-27
  3. NEP-PAY: Payment Systems and Financial Technology (3) 2021-01-25 2021-07-26 2021-09-20
  4. NEP-CFN: Corporate Finance (2) 2015-05-16 2018-10-01
  5. NEP-ECM: Econometrics (2) 2018-09-17 2021-02-15
  6. NEP-MST: Market Microstructure (2) 2021-07-26 2021-09-20
  7. NEP-CMP: Computational Economics (1) 2020-04-20
  8. NEP-ETS: Econometric Time Series (1) 2018-09-17
  9. NEP-FMK: Financial Markets (1) 2021-07-26
  10. NEP-GER: German Papers (1) 2014-04-11
  11. NEP-ORE: Operations Research (1) 2015-05-16
  12. NEP-PPM: Project, Program and Portfolio Management (1) 2015-05-16

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