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Journal of
Economic Literature (JEL) codes Top JEL G: Financial EconomicsG0: General G00 : General2008 Systemic bank risk in Brazil: an assessment of correlated market, credit, sovereign and inter-bank risk in an environment with stochastic volatilities and correlations by Barnhill, Theodore M. & Souto, Marcos Rietti [Downloadable!] 2008 Thought and Behavior Contagion in Capital Markets by Hirshleifer, David & Teoh, Siew Hong [Downloadable!] 2008 Thought and Behavior Contagion in Capital Markets by Hirshleifer, David & Teoh, Siew Hong [Downloadable!] 2008 Divisia Second Moments: An Application of Stochastic Index Number Theory by Barnett, William A. & Jones, Barry E. & Nesmith, Travis D. [Downloadable!] 2008 Data Delays, Index Deletions, Prepayments, and Defaults by Rosenthal, Dale W.R. [Downloadable!] 2008 Avaliação de Empresas de Pequeno Porte no Brasil através da Metodologia Construtivista de Apoio à Decisão MCDA-C by Marcus Vinicius Andrade Lima & Leonardo Ensslin & Ana Lucia de Miranda Lopes & Ademar Dutra [Downloadable!] 2008 Earnings Quality and Ownership Structure: The Role of Private Equity Sponsors by Sharon Katz [Downloadable!] 2008 To Roth or Not? -- That is the Question by Laurence J. Kotlikoff & Ben Marx & David Rapson [Downloadable!] 2008 Borrowing Constraints, Entrepreneurial Risks, and the Wealth Distribution in a Heterogeneous Agent Model by Christiane Clemens & Maik Heinemann [Downloadable!] 2008 Optimal Banking Sector Recapitalization by Oviedo, P. Marcelo & Sikdar, Shiva [Downloadable!] 2008 Higher Order Expectations in Asset Pricing by Bacchetta, Philippe & van Wincoop, Eric [Downloadable!] 2008 Discounting And Consumption Over An Uncertain Horizon: Draw-Down Plans For Family Trusts by Stephen Satchell & Susan Thorp [Downloadable!] 2008 Day-of-the-week effects in Selected East Asian stock markets by Ricky Chee-Jiun Chia & Venus Khim-Sen Liew & Syed Azizi Wafa Syed Khalid Wafa [Downloadable!] 2008 Empirical Test of Affine Stochastic Discount Factor Model of Currency Pricing by Alex Lebedinsky [Downloadable!] 2007 Discounting and Consumption Over an Uncertain Horizon: Draw-Down Plans for Family Trusts by Stephen Satchell & Susan Thorp [Downloadable!] 2007 Financial Policies by Chandru P. Chandrasekhar [Downloadable!] 2007 Residual income and value creation: An investigation into the lost-capital paradigm by Magni, Carlo Alberto [Downloadable!] 2007 Five Years with the Euro by Lorca-Susino, Maria [Downloadable!] 2007 Residual income and value creation: An investigation into the lost-capital paradigm by Magni, Carlo Alberto [Downloadable!] 2007 Relevance or irrelevance of retention for dividend policy irrelevance by Magni, Carlo Alberto [Downloadable!] 2007 Psychological Bias as a Driver of Financial Regulation by Hirshleifer, David [Downloadable!] 2007 ABS, MBS and CDO compared: an empirical analysis by Vink, Dennis [Downloadable!] 2007 Strategic Bankruptcy with accountable and judicial risks by Chopard, Bertrand & Langlais, Eric [Downloadable!] 2007 Predictive Performance of Conditional Extreme Value Theory and Conventional Methods in Value at Risk Estimation by Ghorbel, Ahmed & Trabelsi, Abdelwahed [Downloadable!] 2007 Modeling Long Memory in REITs by Cotter, John & Stevenson, Simon [Downloadable!] 2007 Exponential Spectral Risk Measures by Cotter, John & Dowd, Kevin [Downloadable!] 2007 The tail risks of FX return distributions: a comparison of the returns associated with limit orders and market orders by Cotter, John & Dowd, Kevin [Downloadable!] 2007 Filtered Extreme Value Theory for Value-At-Risk Estimation by Ozun, Alper & Cifter, Atilla & Yilmazer, Sait [Downloadable!] 2007 Foreign Investment in Chinese Joint Stock Banks: 1996-2006 by Abotsi, Kodjo [Downloadable!] 2007 Nonlinear Combination of Financial Forecast with Genetic Algorithm by Ozun, Alper & Cifter, Atilla [Downloadable!] 2007 Multiscale Systematic Risk: An Application on ISE-30 by Cifter, Atilla & Ozun, Alper [Downloadable!] 2007 Martingales, Detrending Data, and the Efficient Market Hypothesis by McCauley, Joseph L. & Bassler, Kevin E. & Gunaratne, Gemunu H. [Downloadable!] 2007 Martingale option pricing by McCauley, Joseph L. & Gunaratne, Gemunu H. & Bassler, Kevin E. [Downloadable!] 2007 Fokker-Planck and Chapman-Kolmogorov equations for Ito processes with finite memory by McCauley, Joseph L. [Downloadable!] 2007 In the Same Boat: Exchange Rate Interdependence in the Asia-Pacific Region by Tomer Shachmurove & Yochanan Shachmurove [Downloadable!] 2007 Procrastination and Impatience by Ernesto Reuben & Paola Sapienza & Luigi Zingales [Downloadable!] 2007 New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability by Dale F. Gray & Robert C. Merton & Zvi Bodie [Downloadable!] 2007 Arbitrage-Free Bond Pricing with Dynamic Macroeconomic Models by Michael F. Gallmeyer & Burton Hollifield & Francisco Palomino & Stanley E. Zin [Downloadable!] 2007 Long-Run Risks and Financial Markets by Ravi Bansal [Downloadable!] 2007 Rational Pessimism, Rational Exuberance, and Asset Pricing Models by Ravi Bansal & A. Ronald Gallant & George Tauchen [Downloadable!] 2007 Optimal Asset Allocation in Asset Liability Management by Jules H. van Binsbergen & Michael W. Brandt [Downloadable!] 2007 Between The Rock and a Hard Place: Regime Switching in the RelationshipBetween Short-Term Interest Rates and Equity Returns in the UK by Olan T Henry [Downloadable!] 2007 Credit Constraints, Idiosyncratic Risks, and the Wealth Distribution in a Heterogeneous Agent Model by Chrsitiane Clemens & Maik Heinemann [Downloadable!] 2007 The Cost of Banking Regulation by Luigi Guiso & Paola Sapienza & Luigi Zingales [Downloadable!] 2007 Credit Constraints and Stock Price Volatility by Hale, Galina B & Razin, Assaf & Tong, Hui [Downloadable!] 2007 A Short Note on the Theme of Too Many Instruments by David Roodman [Downloadable!] 2007 Entre familia y amigos: la elección de la estructura de propiedad corporativa by Ramón A. Castillo Ponce [Downloadable!] 2007 The China A shares follow random walk but the B shares do not by Dat Bue Lock [Downloadable!] 2007 Constructing Fama-French Factors from style indexes: Japanese evidence by Vu Thang Long Pham [Downloadable!] 2007 The Taiwan stock market does follow a random walk by Dat Bue Lock [Downloadable!] 2007 Do investors dislike kurtosis? by Markus Haas [Downloadable!] 2007 The time to shut down by Thu Phuong Pham & Anh Tuan Bui [Downloadable!] 2007 Financial Constraints and the Risk-Return Relation by Tao Wang [Downloadable!] 2007 Continuous Time Models of Interest Rate: Testing the Mexican Data (1998-2006) by Jose Antonio Nuñez & Jose Luis de la Cruz & Elizabeth Ortega [Downloadable!] 2007 The impact of foreign trading information on emerging futures markets: a study of Taiwan's unique data set by Wen-Hsiu Kuo & Ching-Chung Lin & Liu-Hsiang Hsu [Downloadable!] 2007 A note on the relevance of prudence in precautionary saving by Luigi Ventura [Downloadable!] 2007 Financial Development and Economic Growth in Brazil: 1986-2006 by Patricia Stefani [Downloadable!] 2007 Mean Reversion in Stock Prices: New Evidence from Panel Unit Root Tests for Seventeen European Countries by Paresh Narayan & Arti Prasad [Downloadable!] 2007 New trading risk indexes: application of the shapley value in finance by virginie terraza & stephane mussard [Downloadable!] 2006 SIGMA: A New Open Economy Model for Policy Analysis by Erceg, Christopher & Guerriei, Luca & Gust, Christopher [Downloadable!] 2006 Monetary Policy and Inflation Dynamics by Roberts, John M [Downloadable!] 2006 U.S. Wage and Price Dynamics: A Limited-Information Approach by Sbordone, Argia M [Downloadable!] 2006 Firm-Specific Production Factors in a DSGE Model with Taylor Price Setting by de Walque, Gregory & Smets, Frank & Wouters, Rafael [Downloadable!] 2006 A Bayesian DSGE Model with Infinite-Horizon Learning: Do "Mechanical" Sources of Persistence Become Superfluous? by Milani, Fabio [Downloadable!] 2006 What Firms' Surveys Tell Us about Price-Setting Behavior in the Euro Area by Fabiani, Silvia & Druant, Martine & Hernando, Ignacio & Kwapil, Claudia & Landau, Bettina & Loupias, Claire & Martins, Fernando & Matha, Thomas & Sabbatini, Roberto & Stahl, Harald & Stokman, Ad [Downloadable!] 2006 Factor Model Forecasts for New Zealand by Matheson, Troy D [Downloadable!] 2006 Interbank Contagion in the Dutch Banking Sector: A Sensitivity Analysis by Lelyveld, Iman van & Liedorp, Franka [Downloadable!] 2006 Intrinsic and Inherited Inflation Persistence by Fuhrer, Jeffrey [Downloadable!] 2006 Credit Cycles, Credit Risk, and Prudential Regulation by Jesus, Saurina & Gabriel, Jimenez [Downloadable!] 2006 Anticipation of Monetary Policy and Open Market Operations by Carpenter, Seth & Demiralp, Selva [Downloadable!] 2006 The Distribution and Dispersion of Debt Burden Ratios Among Households in Poland and its Implications for Financial Stability by Dawid, Żochowski & Sławomir, Zajączkowski [Downloadable!] 2006 Strategic Management of Financial Institutions-Survival in the 21st Century by Arshad Khan, Muhammad [Downloadable!] 2006 The Fiscal Policy And The Stability Of The Nominal Sector: The Romanian Case by Talpos, Ioan & Dima, Bogdan & Mutascu, Mihai [Downloadable!] 2006 Review of Huerta de Soto´s `Money, Bank Credit, and Economic Cycles´ by van den Hauwe, Ludwig [Downloadable!] 2006 Do Some Business Models Perform Better than Others? by Malone, Thomas & Weill, Peter & Lai, Richard & D'Urso, Victoria & Herman, George & Apel, Thomas & Woerner, Stephanie [Downloadable!] 2006 Do Some Business Models Perform Better than Others? by Malone, Thomas & Weill, Peter & Lai, Richard & D'Urso, Victoria & Herman, George & Apel, Thomas & Woerner, Stephanie [Downloadable!] 2006 Extreme Spectral Risk Measures: An Application to Futures Clearinghouse Margin Requirements by Cotter, JOhn & Dowd, Kevin [Downloadable!] 2006 Financial Risks and the Pension Protection Fund: Can it Survive Them? by Cotter, John & Blake, David & Dowd, Kevin [Downloadable!] 2006 Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements by Cotter, John & Dowd, Kevin [Downloadable!] 2006 Real & Nominal Foreign Exchange Volatility Effects on Exports – The Importance of Timing by Cotter, John [Downloadable!] 2006 Awake the Sleeper Within: Releasing the Energy of Stifled Domestic Commerce by Haque, Nadeem ul Haque [Downloadable!] 2006 Nonstationary increments, scaling distributions, and variable diffusion processes in financial markets by Bassler, Kevin E. & McCauley, Joseph L. & Gunaratne, Gemunu H. [Downloadable!] 2006 A local dynamic conditional correlation model by Feng, Yuanhua [Downloadable!] 2006 Awake the Sleeper Within: Releasing the Energy of Stifled Domestic Commerce! by Nadeem Ul Haque [Downloadable!] 2006 Hedging Sudden Stops and Precautionary Contractions by Ricardo J. Caballero & Stavros Panageas [Downloadable!] 2006 Multifrequency Jump-Diffusions: An Equilibrium Approach by Laurent E. Calvet & Adlai J. Fisher [Downloadable!] 2006 When is Market Incompleteness Irrelevant for the Price of Aggregate Risk (and when is it not)? by Dirk Krueger & Hanno Lustig [Downloadable!] 2006 Equilibrium Yield Curves by Monika Piazzesi & Martin Schneider [Downloadable!] 2006 Measuring the Macroeconomic Risks Posed by Asset Price Booms by Stephen G. Cecchetti [Downloadable!] 2006 Linear Approximations and Tests of Conditional Pricing Models by Michael W. Brandt & David A. Chapman [Downloadable!] 2006 The Cost of Banking Regulation by Luigi Guiso & Paola Sapienza & Luigi Zingales [Downloadable!] 2006 Flight-to-Quality or Flight-to-Liquidity? Evidence From the Euro-Area Bond Market by Alessandro Beber & Michael W. Brandt & Kenneth A. Kavajecz [Downloadable!] 2006 The Industry Life Cycle and Acquisitions and Investment: Does Firm Organization Matter? by Vojislav Maksimovic & Gordon Phillips [Downloadable!] 2006 Who Adjusts and When? On the Political Economy of Reforms by Alberto Alesina & Silvia Ardagna & Francesco Trebbi [Downloadable!] 2006 Housing, Consumption, and Asset Pricing by Monika Piazzesi & Martin Schneider & Selale Tuzel [Downloadable!] 2006 The Dog That Did Not Bark: A Defense of Return Predictability by John H. Cochrane [Downloadable!] 2006 Valuation in Over-the-Counter Markets by Darrell Duffie & Nicolae Garleanu & Lasse Heje Pedersen [Downloadable!] 2006 A Comparative Simulation Study of Fund Performance Measures by Zhangpeng Gao & Shahidur Rahman [Downloadable!] 2006 A New Direction of Fund Rating Based on the Finite Normal Mixture Model by Zhangpeng Gao & Shahidur Rahman [Downloadable!] 2006 Selling a Piece of the Farm Credit System by Jolly, Robert W. & Roe, Josh 2006 Risk Management by Farmers, Agribusinesses, and Lenders by Mishra, Ashok K. & Lence, Sergio H. 2006 Evolution of the U.S. Housing Finance System: A Historical Survey and Lessons For Emerging Mortgage Markets (Russian version) by HUD – PD&R [Downloadable!] 2006 Evolution of the U.S. Housing Finance System: A Historical Survey and Lessons For Emerging Mortgage Markets (French version) by HUD – PD&R [Downloadable!] 2006 Evolution of the U.S. Housing Finance System: A Historical Survey and Lessons For Emerging Mortgage Markets (Spanish version) by HUD – PD&R [Downloadable!] 2006 Evolution of the U.S. Housing Finance System: A Historical Survey and Lessons For Emerging Mortgage Markets (English version) by HUD – PD&R [Downloadable!] 2006 Optimal portfolio choice with annuitization by Koijen, Ralph S.J. & Nijman, Theo E. & Werker, Bas J.M. [Downloadable!] 2006 Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods by Favero, Carlo A & Giglio, Stefano W [Downloadable!] 2006 Risk-Cost Frontier and Collateral Valuation in Securities Settlement Systems for Extreme Market Events by Alejandro García & Ramazan Gençay [Downloadable!] 2006 Financial equilibrium with career concerns by Prat, Andrea & Dasgupta, Amil [Downloadable!] 2006 A Note on Synchronization Risk and Delayed Arbitrage by Hideaki Sakawa & Naoki Watanabel [Downloadable!] 2006 Multiple Shareholder Control as a Signaling Mechanism by Vahe Lskavyan [Downloadable!] 2005 Institutional Perspectives on Real Estate Investing: The Role of Risk and Uncertainty by William N. Goetzmann & Ravi Dhar [Downloadable!] 2005 Measuring Loss Potential of Hedge Fund Strategies by Marcos Mailoc López de Prado & Achim Peijan [Downloadable!] 2005 Taylor Rules, McCallum Rules and the Term Structure of Interest Rates by Michael F. Gallmeyer & Burton Hollifield [Downloadable!] 2005 Optimal Policy Projections by Svensson, Lars O & Tetlow, Robert J [Downloadable!] 2005 Understanding and Comparing Factor-Based Forecasts by Boivin, Jean & Ng, Serena [Downloadable!] 2005 One Market, One Money, One Price? by Allington, Nigel FB & Kattuman, Paul A & Waldmann, Florian A [Downloadable!] 2005 What Explains the Varying Monetary Response to Technology Shocks in G-7 Countries? by Francis, Neville R & Owyang, Michael T & Theodorou, Athena T [Downloadable!] 2005 How Should Monetary Policy Respond to Asset-Price Bubbles? by Gruen, David & Plumb, Michael & Stone, Andrew [Downloadable!] 2005 Dollar Shortages and Crises by Rajan, Raghuram G. & Tokatlidis, Ioannis [Downloadable!] 2005 Where Are We Now? Real-Time Estimates of the Macroeconomy by Evans, Martin D [Downloadable!] 2005 Learning about Monetary Policy Rules when Long-Horizon Expectations Matter by Preston, Bruce [Downloadable!] 2005 Liquidity, Risk Taking, and the Lender of Last Resort by Repullo, Rafael [Downloadable!] 2005 Firm-Specific Capital and the New Keynesian Phillips Curve by Woodford, Michael [Downloadable!] 2005 Exchange Rate Volatility and the Credit Channel in Emerging Markets: A Vertical Perspective by Caballero, Ricardo & Krishnamurthy, Arvind [Downloadable!] 2005 Committees Versus Individuals: An Experimental Analysis of Monetary Policy Decision Making by Lombardelli, Clare & Proudman, James & Talbot, James [Downloadable!] 2005 Monetary Policy Neglect and the Great Inflation in Canada, Australia, and New Zealand by Nelson, Edward [Downloadable!] 2005 The Performance and Robustness of Interest-Rate Rules in Models of the Euro Area by Adalid, Ramon & Coenen, Gunter & McAdam, Peter & Siviero, Stefano [Downloadable!] 2005 Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements by Gurkaynak, Refet S & Sack, Brian & Swanson, Eric T [Downloadable!] 2005 Monetary Policy with Judgment: Forecast Targeting by Svensson, Lars O [Downloadable!] 2005 Measuring Investors' Risk Appetite by Gai, Prasanna & Vause, Nicholas [Downloadable!] 2005 Using Market Information for Banking System Risk Assessment by Elsinger, Helmut & Lehar, Alfred & Summer, Martin [Downloadable!] 2005 The Bank of Japan's Monetary Policy and Bank Risk Premiums in the Money Market by Baba, Naohiko & Nakashima, Motoharu & Shigemi, Yosuke & Ueda, Kazuo [Downloadable!] 2005 The Persistence of Inflation in OECD Countries: A Fractionally Integrated Approach by Gadea, Maria & Mayoral, Laura [Downloadable!] 2005 Global Bond Portfolios and EMU by Lane, Philip R [Downloadable!] 2005 Evaluation of Islamic banking performance: On the current use of econometric models by Hasan, Zubair [Downloadable!] 2005 Re-evaluating Hedging Performance by Cotter, John & Hanly, James [Downloadable!] 2005 Does sports performance influence revenues and economic results in Spanish football? by Barajas, Angel & Fernández-Jardón, Carlos & Crolley, Liz [Downloadable!] 2005 Demand-Based Option Pricing by Nicolae Garleanu & Lasse Heje Pedersen & Allen M. Poteshman [Downloadable!] 2005 Has Financial Development Made the World Riskier? by Raghuram G. Rajan [Downloadable!] 2005 More on Unemployment and Vacancy Fluctuations by Dale T. Mortensen & Eva Nagypal [Downloadable!] 2005 Fiscal Policy and the Term Structure of Interest Rates by Qiang Dai & Thomas Philippon [Downloadable!] 2005 Does Globalization of the Scientific/Engineering Workforce Threaten U.S. Economic Leadership? by Richard B. Freeman [Downloadable!] 2005 Investor Attention: Overconfidence and Category Learning by Lin Peng & Wei Xiong [Downloadable!] 2005 Asset Float and Speculative Bubbles by Harrison Hong & Jose Scheinkman & Wei Xiong [Downloadable!] 2005 Speculative Trading and Stock Prices: Evidence from Chinese A-B Share Premia by Jianping Mei & Jose Scheinkman & Wei Xiong [Downloadable!] 2005 Evidence on Rationality in Commercial Property Markets: An Interpretation and Critique by Patric Hendershott & Robert J. Hendershott & Bryan D. MacGregor [Downloadable!] 2005 Measuring the Implications of Sales and Consumer Inventory Behavior by Igal Hendel & Aviv Nevo [Downloadable!] 2005 Why Do Public Firms Issue Private and Public Securities? by Armando Gomes & Gordon Phillips [Downloadable!] 2005 Taylor Rules, McCallum Rules and the Term Structure of Interest Rates by Michael Gallmeyer & Burton Hollifield & Stanley E. Zin [Downloadable!] 2005 The Market Price of Aggregate Risk and the Wealth Distribution by Hanno Lustig & Yi-Li Chien [Downloadable!] 2005 The Cross-Section of Currency Risk Premia and US Consumption Growth Risk by Hanno Lustig & Adrien Verdelhan [Downloadable!] 2005 Can Information Heterogeneity Explain the Exchange Rate Determination? by Philippe Bacchetta & Eric van Wincoop [Downloadable!] 2005 Portfolio Diversification Effects of Downside Risk by Namwon Hyung & Casper G. de Vries [Downloadable!] 2005 Demand-Based Option Pricing by Garleanu, Nicolae Bogdan & Pedersen, Lasse Heje & Poteshman, Allen M [Downloadable!] 2005 Asset Price Dynamics When Traders Care About Reputation by Dasgupta, Amil & Prat, Andrea [Downloadable!] 2005 The Brave New World of Central Banking: The Policy Challenges Posed by Asset Price Booms and Busts by Stephen G. Cecchetti [Downloadable!] 2005 Positivity and bubbles in overlapping generations models by Stephen LeRoy [Downloadable!] 2005 A Model of Mental Effort and Endogenous Estimation Risk by Diego Nocetti [Downloadable!] 2005 Long horizon regressions with moderate deviations from a unit root by Jin Lee [Downloadable!] 2005 Does Consumption-Wealth Ratio Signal Stock Returns? - VECM Results for Germany by Fang Xu [Downloadable!] 2005 Modelisation multifractale du taux de change dollar/euro by Jerome Fillol [Downloadable!] 2004 Hedge Funds With Style by Stephen J. Brown & William N. Goetzmann [Downloadable!] 2004 Lender of last resort and the moral hazard problem by Mikko Niskanen [Downloadable!] 2004 The rigidity bias by Risto Herrala [Downloadable!] 2004 Finance and the Business Cycle: International, Inter-industry Evidence by Matias Braun & Borja Larrain [Downloadable!] 2004 Financial Institutions and The Wealth of Nations: Tales of Development by Jian Tong & Chenggang Xu [Downloadable!] 2004 Equilibrium Commodity Prices with Irreversible Investment and Non-Linear Technology by Jaime Cacassus & Pierre Collin-Dufresne 2004 Non-Exclusive Contracts, Collateralized Trade, and a Theory of an Exchange by Yaron Leitner 2004 Accounting for the Growth and Financial Returns of Firms by Selale Tuzel & Ayse Imrohoroglu & Monika Piazzesi 2004 Does the US government hedge against government expenditure risk? by Sevin Yeltekin & Hanno Lustig & Chris Sleet 2004 Inflation Targeting and Inflation Behavior: A Successful Story? by Vega, Marco & Winkelried, Diego [Downloadable!] 2004 The Political Economy of Global Outsourcing by Sharma, Chanchal Kumar [Downloadable!] 2004 Absolute Return Volatility by Cotter, John [Downloadable!] 2004 Absolute Return Volatility by Cotter, John [Downloadable!] 2004 Minimum Capital Requirement Calculations for UK Futures by Cotter, John [Downloadable!] 2004 Uncovering Long Memory in High Frequency UK Futures by Cotter, John [Downloadable!] 2004 Varying the VaR for Unconditional and Conditional Environments by Cotter, John [Downloadable!] 2004 Inflation-Proof Credits and Financial Instruments. Making the Fisher Hypothesis a Reality by Orus, Juan & González, Manuel [Downloadable!] 2004 Consumer Credit Delinquency And Bankruptcy Forecasting Using Advanced Econometrc Modeling by Ji, Tingting [Downloadable!] 2004 Making dynamic modelling effective in economics by McCauley, Joseph L. [Downloadable!] 2004 Cultural Biases in Economic Exchange by Luigi Guiso & Paola Sapienza & Luigi Zingales [Downloadable!] 2004 Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns by Michael W. Brandt & Pedro Santa-Clara & Rossen Valkanov [Downloadable!] 2004 Theft and Taxes by Mihir A. Desai & Alexander Dyck & Luigi Zingales [Downloadable!] 2004 A Theory of Housing Collateral, Consumption Insurance and Risk Premia by Hanno Lustig & Stijn Van Nieuwerburgh [Downloadable!] 2004 Patterns of Comovement: The Role of Information Technology in the U.S. Economy by Hyunbae Chun & Jung-Wook Kim & Jason Lee & Randall Morck [Downloadable!] 2004 Do Stock Prices Really Reflect Fundamental Values? The Case of REITs by William M. Gentry & Charles M. Jones & Christopher J. Mayer [Downloadable!] 2004 Over-the-Counter Markets by Darrell Duffie & Nicolae Garleanu & Lasse Heje Pedersen [Downloadable!] 2004 Asset Pricing with Liquidity Risk by Viral V. Acharya & Lasse Heje Pedersen [Downloadable!] 2004 Contingent Reserves Management: An Applied Framework by Ricardo J. Caballero & Stavros Panageas [Downloadable!] 2004 Finance and Growth: Theory and Evidence by Ross Levine [Downloadable!] 2004 Predatory Trading by Markus K. Brunnermeier & Lasse Heje Pedersen [Downloadable!] 2004 Corporate Governance, Economic Entrenchment and Growth by Randall Morck & Daniel Wolfenzon & Bernard Yeung [Downloadable!] 2004 Weak and Semi-Strong Form Stock Return Predictability, Revisited by Wayne E. Ferson & Andrea Heuson & Tie Su [Downloadable!] 2004 Was There a Nasdaq Bubble in the Late 1990s? by Lubos Pastor & Pietro Veronesi [Downloadable!] 2004 Maximum Likelihood Estimation of Stochastic Volatility Models by Yacine Ait-Sahalia & Robert Kimmel [Downloadable!] 2004 Shakeouts and Market Crashes by Alessandro Barbarino & Boyan Jovanovic [Downloadable!] 2004 Futures Prices as Risk-adjusted Forecasts of Monetary Policy by Monika Piazzesi & Eric Swanson [Downloadable!] 2004 Heterogeneous Investors and their Changing Demand and Supply Schedules for Individual Common Stocks by Jung-Wook Kim & Jason Lee & Randall K. Morck [Downloadable!] 2004 The Institutions of Monetary Policy by Mervyn King [Downloadable!] 2004 Dynamic Portfolio Selection by Augmenting the Asset Space by Michael W. Brandt & Pedro Santa-Clara [Downloadable!] 2004 The Geography of Stock Market Participation: The Influence of Communities and Local Firms by Jeffrey R. Brown & Zoran Ivkovich & Paul A. Smith & Scott Weisbenner [Downloadable!] 2004 Long term hedging of the Australian All Ordinaries Index using a bivariate error correction FIGARCH model by Jonathan Dark [Downloadable!] 2004 Basis convergence and long memory in volatility when dynamic hedging with SPI futures by Jonathan Dark [Downloadable!] 2004 Bivariate error correction FIGARCH and FIAPARCH models on the Australian All Ordinaries Index and its SPI futures by Jonathan Dark [Downloadable!] 2004 The Equity Premium Puzzle and the Ex Post Bias by Jakob B. Madsen [Downloadable!] 2004 Treasury Auctions, Uniform or Discriminatory?: An Agent-Based Approach by Koesrindartoto, Deddy P. [Downloadable!] 2004 Asymmetry of Information Flow Between Volatilities Across Time Scales by Ramazan Gencay & Faruk Selcuk [Downloadable!] 2004 Homeownership as a Constraint on Asset Allocation by Stephen Cauley & Andrey Pavlov [Downloadable!] 2004 Homeownership as a Constraint on Asset Allocation by Stephen Cauley & Andrey Pavlov [Downloadable!] 2004 Asymptotic Properties of Monte Carlo Estimators of Diffusion Processes by Marcel Rindisbacher & Jérôme Detemple & René Garcia 2004 Are the directions of stock price changes predictable? A generalized cross-spectral approach by Jaehun Chung & Yongmiao Hong 2004 Jumps in Rank and Expected Returns. Introducing Varying Cross-sectional Risk by Santosh Mishra & Gloria Gonzalez-Rivera & Tae-Hwy Lee [Downloadable!] 2004 Regime Switching for Dynamic Correlations by Denis Pelletier [Downloadable!] 2004 Bagging Binary Predictors for Time Series by Yang Yang & Tae-Hwy Lee [Downloadable!] 2004 Macroeconomic Crisis and Individual Firm Performance: The Mexican Experience by Karen Watkins & Dick van Dijk & Jaap Spronk [Downloadable!] 2004 Uninsurable Investment Risks by Césaire A. Meh & Vincenzo Quadrini [Downloadable!] 2004 Structural Breaks and the Normality of Stock Returns by Joshua Seungwook Bahng [Downloadable!] 2004 The Demand for Credit Cards: Evidence from the Survey of Consumer Finances by Edward Castronova & Paul Hagstrom [Downloadable!] 2004 Principal Portfolios: Recasting the Efficient Frontier by M. Hossein Partovi & Michael Caputo [Downloadable!] 2004 Orthogonal Subgroups for Portfolio Choice by David A. Hennessy [Downloadable!] 2004 Bubbles and the Intertemporal Government Budget Constraint by Stephen LeRoy [Downloadable!] 2004 The Capital Structure Choice and Financial Market Liberalization: A Panel Data Analysis and GMM Estimation in Jordan by Maghyereh, A. [Downloadable!] 2003 Long Run Relationships between Stock Market Returns and Macroeconomic Performance: Evidence from Turkey by Osman Karamustafa & Yakup Kucukkale [Downloadable!] 2003 Solving Asset Pricing Models with Stochastic Dynamic Programming by Lars Grune & Willi Semmler 2003 Commonality, Information and Cross-Sectional Return / Volume Interactions by Xiaojun He & Chunnan Chen 2003 Issues in Evaluating Multifactor Options in a PDE Framework by M. Gilli & C. Chiarella & J. Dewynne 2003 The choice of the investment bank when going public by Lemmens, Geert [Downloadable!] 2003 An empirical model of volatility of returns and option pricing by McCauley, Joseph L. & Gunaratne, Gemunu H. [Downloadable!] 2003 The Effect of Macroeconomic News on Beliefs and Preferences: Evidence from the Options Market by Alessandro Beber & Michael W. Brandt [Downloadable!] 2003 Regime-Switching and the Estimation of Multifractal Processes by Laurent Calvet & Adlai Fisher [Downloadable!] 2003 How to Tell if a Money Manager Knows More? by Sergey Iskoz & Jiang Wang [Downloadable!] 2003 Banks and Markets: The Changing Character of European Finance by Luigi Zingales & Raghuram G. Rajan [Downloadable!] 2003 The Measurement of Firm-Specific Organization Capital by Baruch Lev & Suresh Radhakrishnan [Downloadable!] 2003 Price Discovery in the U.S. Treasury Market: The Impact of Orderflow and Liquidity on the Yield Curve by Michael W. Brandt & Kenneth A. Kavajecz [Downloadable!] 2003 Efficiency and the Bear: Short Sales and Markets around the World by William N. Goetzmann & Ning Zhu & Arturo Bris [Downloadable!] 2003 Time-Consistent No-Arbitrage Models of the Term Structure by Michael W. Brandt & Amir Yaron [Downloadable!] 2003 The cash flow, return and risk characteristics of private equity by Alexander Ljungqvist & Matthew Richardson [Downloadable!] 2003 The Price Impact and Survival of Irrational Traders by Leonid Kogan & Stephen Ross & Jiang Wnag & Mark Westerfield [Downloadable!] 2003 Aggregate Consequences of Limited Contract Enforceability by Thomas Cooley & Ramon Marimon & Vincenzo Quadrini [Downloadable!] 2003 Generalized Disappointment Aversion and Asset Prices by Bryan R. Routledge & Stanley E. Zin [Downloadable!] 2003 Truth-telling and the Role of Limited Liability in Costly State Verification Loan Contracts by Simmons, Peter & G Garino [Downloadable!] 2003 Duration Dependence in Stock Prices: An Analysis of Bull and Bear Markets by Lunde, Asger & Timmermann, Allan G [Downloadable!] 2003 Governance and Financial Fragility: Evidence from a Cross-Section of Countries by Michael Francis [Downloadable!] 2003 Financial Globalization: Some Conceptual Problems by Philip Arestis & Santonu Basu [Downloadable!] 2003 Financial Globalization: Some Conceptual Problems by Philip Arestis & Santonu Basu [Downloadable!] 2003 Expected utility: a defense by Stephen LeRoy [Downloadable!] 2003 Existence and monotonicity of optimal debt contracts in costly state verification models by Ludovic Renou & Guillaume Carlier [Downloadable!] 2003 Indeterminacy of equilibrium price of money, market price of risk and interest rates by Keiichi Tanaka [Downloadable!] 2003 Fractal structure in the Chinese yuan/US dollar rate by Raul Matsushita & Iram Gleria & Annibal Figueiredo & Sergio Da Silva [Downloadable!] 2003 Approximation bias in estimating risk aversion by Joseph G. Eisenhauer [Downloadable!] 2003 A note on two notions of arbitrage by Nizar Allouch [Downloadable!] 2002 Sharpening Sharpe Ratios by William N. Goetzmann & Jonathan E. Ingersoll, Jr. & Matthew I. Spiegel & Ivo Welch [Downloadable!] 2002 Sharpening Sharpe Ratios by William N. Goetzmann & Jonathan E. Ingersoll Jr. & Matthew I. Spiegel & Ivo Welch [Downloadable!] 2002 Stealth-Trading: Which Traders' Trades Move Stock Prices? by Sugato Chakravarty [Downloadable!] 2002 Inference With Non-Gaussian Ornstein-Uhlenbeck Processes for Stochastic Volatility by James E. Griffin & Mark F.J. Steel [Downloadable!] 2002 Bank-Based or Market-Based Financial Systems: Which is Better? by Ross Levine [Downloadable!] 2002 The efficiency of the Taylor rule, a stochastic analysis using the Macsim model by Jean Louis Brillet 2002 Risk Adjusted Returns And Technical Trading Rules From Data Projection by Marney J.P. & Fyfe C. & Tarbert H. 2002 Excessive Variation in Risk Factor Correlation and Volatilities by Salih Neftci 2002 Substitutability and Complementarity of FDI and PI in a Martingale Context by Brian J. Jacobsen 2002 An empirical model of volatility of returns and option pricing by J.L. McCauley & G.h. Gunaratne 2002 Digital Security Tokens in Network Commerce: Modeling and Derivative Application by Kanta Matsuura [Downloadable!] 2002 The Internal Rate of Return and Project Financing by JB Lesourd & E Clark 2002 Valuation by Simulation of Contingent Claims with Multiple Early Exercise Opportunities by Alfredo Ibáñez 2002 Optimal Financial Markets Liberalization by Khang Min Lee [Downloadable!] 2002 Debt Policy, Corporate Taxes, and Discount Rates by Mark Grinblatt & Jun Liu [Downloadable!] 2002 Valuing and Pricing Retail Leases with Renewal and Overage Options by Patric H. Hendershott & Charles W.R. Ward [Downloadable!] 2002 Bank-Based or Market-Based Financial Systems: Which is Better? by Ross Levine [Downloadable!] 2002 Sharpening Sharpe Ratios by William Goetzmann & Jonathan Ingersoll & Matthew I. Spiegel & Ivo Welch [Downloadable!] 2002 Moral Hazard in Reinsurance Markets by Neil Doherty & Kent Smetters [Downloadable!] 2002 Industry Growth and Capital Allocation: Does Having a Market- or Bank-Based System Matter? by Thorsten Beck & Ross Levine [Downloadable!] 2002 Asset Prices in a Flexible Inflation Targeting Framework by Stephen G. Cecchetti & Hans Genberg & Sushil Wadhwani [Downloadable!] 2002 Financial Intermediation by Gary Gorton & Andrew Winton [Downloadable!] 2002 Does Local Financial Development Matter? by Luigi Guiso & Paola Sapienza & Luigi Zingales [Downloadable!] 2002 Information Aggregation, Security Design and Currency Swaps by Bhagwan Chowdhry & Mark Grinblatt & David Levine [Downloadable!] 2002 Tax-Loss Trading and Wash Sales by Mark Grinblatt & Matti Keloharju [Downloadable!] 2002 What Do We Really Know About the Cross-Sectional Relation Between Past and Expected Returns? by Mark Grinblatt & Tobias J. Moskowitz [Downloadable!] 2002 The Disposition Effect and Momentum by Mark Grinblatt & Bing Han [Downloadable!] 2002 Corporate Leverage and Product Differentiation Strategy by Stefan ARPING & Gyöngyi LÓRÁNTH [Downloadable!] 2002 Use of Archimedean Copulas to Model Portfolio Allocations, The by Hennessy, David A. & Lapan, Harvey E. 2002 Algebraic Theory of Portfolio Allocation, An by Hennessy, David A. & Lapan, Harvey E. 2002 Immunization of Bond Portfolios: Some New Results by Olivier de LA GRANDVILLE [Downloadable!] 2002 Efficient Market Hypothesis and Forecasting by Granger, Clive & Timmermann, Allan G [Downloadable!] 2002 Risk, Entropy, and the Transformation of Distributions by R. Mark Reesor & Don L. McLeish [Downloadable!] 2001 Hedge Funds With Style by Stephen J. Brown & William N. Goetzmann [Downloadable!] 2001 Estimation of Diffusions using Wavelet scaling methods by Esben Hoeg [Downloadable!] 2001 The Impact of Idiosyncratic Shocks on Welfare and Asset Returns in a Stochastically Growing Economy by Marcelo Bianconi and Stephen J. Turnovsky 2001 Heterogeneous Interacting Agent Models and the Stylized Facts by Taisei Kaizoji 2001 Equity Portfolio Diversification by William N. Goetzmann & Alok Kumar [Downloadable!] 2001 The Mysterious Growing Value of S&P 500 Membership by Randall Morck & Fan Yang [Downloadable!] 2001 Courts and Relational Contracts by Simon Johnson & John McMillan & Christopher Woodruff [Downloadable!] 2001 Theoretical and Empirical properties of Dynamic Conditional Correlation Multivariate GARCH by Robert F. Engle & Kevin Sheppard [Downloadable!] 2001 Hedge Funds With Style by Stephen J. Brown & William N. Goetzmann [Downloadable!] 2001 Expectation Puzzles, Time-varying Risk Premia, and Dynamic Models of the Term Structure by Qiang Dai & Kenneth J. Singleton [Downloadable!] 2001 Empirical Evaluation of Asset Pricing Models: A Comparison of the SDF and Beta Methods by Ravi Jagannathan & Zhenyu Wang [Downloadable!] 2001 The Risk and Return of Venture Capital by John H. Cochrane [Downloadable!] 2001 Bayesian Examination of Agricultural Investment (A) by Hart, Chad E. & Lence, Sergio H. 2001 What Weight Should be Given to Asset Prices in the Measurementof Inflation? by C. Goodhart [Downloadable!] 2001 Overnight Borrowing, Interest Rates and Extreme Value Theory by Faruk Selcuk & Ramazan Gencay [Downloadable!] 2001 Affine Term-Structure Models: Theory and Implementation by David Jamieson Bolder [Downloadable!] 2001 A Strategic Focus on Southwest Connecticut by James S. Smith [Downloadable!] 2001 Super-replicating Bounds on European Option Prices when the Underlying Asset is Illiquid by João Amaro de Matos & Paula Antão [Downloadable!] 2001 Nonparametric density estimation: A comparative study by Teruko Takada [Downloadable!] 2000 New economy accounting : why are broad-based stock option plans so attractive? by Hess, Dieter E. & Lüders, Erik [Downloadable!] 2000 Modeling Term Structures of Swap Spreads by Hua He [Downloadable!] 2000 Genetic Algorithm Optimisation for Finance and Investments by Pereira, Robert [Downloadable!] 2000 Does the Internet Increase Trading? Evidence from Investor Behavior in 401(k) Plans by James J. Choi & David Laibson & Andrew Metrick [Downloadable!] 2000 Rebels, Conformists, Contrarians and Momentum Traders by Evan Gatev & Stephen A. Ross [Downloadable!] 2000 Emerging Equity Markets and Economic Development by Geert Bekaert & Campbell R. Harvey & Christian Lundblad [Downloadable!] 2000 Selling Company Shares to Reluctant Employees: France Telecom's Experience by Francois Degeorge & Dirk Jenter & Alberto Moel & Peter Tufano [Downloadable!] 2000 Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian by Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys [Downloadable!] 2000 On the Informational Content of Changing Risk for Dynamic Asset Allocation by Giovanni BARONE-ADESI & Patrick GAGLIARDINI & Fabio TROJANI [Downloadable!] 2000 Information Technology, Venture Capital and the Stock Market by Singh, Ajit & Singh, Alaka & Wiess, Bruce [Downloadable!] 2000 Estimating a continuous time portfolio selection model: An application with UK data by Burak Saltoglu [Downloadable!] 1999 Bivariate FIGARCH and Fractional Cointegration by Celso Brunetti & Christopher L. Gilbert [Downloadable!] 1999 Forecasting Ability But No Profitability: An Empirical Evaluation of Genetic Algorithm-optimised Technical Trading Rules by Pereira, Robert [Downloadable!] 1999 Exchange Rates and Financial Fragility by Barry Eichengreen & Ricardo Hausmann [Downloadable!] 1999 An International Dynamic Asset Pricing Model by Robert J. Hodrick & David Tat-Chee Ng & Paul Sengmueller [Downloadable!] 1999 Conditioning Variables and the Cross-Section of Stock Returns by Wayne E. Ferson & Campbell R. Harvey [Downloadable!] 1998 Monthly Measurement of Daily Timers by William N. Goetzmann & Jonathan E. Ingersoll Jr. & Zoran Ivkovich [Downloadable!] 1998 The Effect of Seller Reserves on Market Index Estimation by William N. Goetzmann [Downloadable!] 1998 The Demand for Money in an Open Economy: the Case of Malaysia by Omar Marashdeh [Downloadable!] 1998 Do Unemployment Insurance Recipients Actively Seek Work? Randomized Trials in Four U.S. States by Orley Ashenfelter & David Ashmore & Olivier Deschenes [Downloadable!] 1998 Approximate Equilibrium Asset Prices by Fernando Restoy & Philippe Weil [Downloadable!] 1998 An Analysis of the Potential Gains from Portfolio Diversification among Four Southern European Equity Markets by I.C. Andrade & S.H. Thomas 1998 Evidence in Support of the CAPM from Three South East Asian Stock Markets by Andrew Clare & Richard Priestly 1997 The Distributional Behavior of Futures Price Spread Changes: Parametric and Nonparametric Tests for Gold, T-Bonds, Corn and Live Cattle by Min-Kyoung Kim & Raymond M. Leuthold & . [Downloadable!] 1997 Noise Traders, Market Sentiment, and Futures Price Behavior by Dwight R. Sanders & Scott H. Irwin & Raymond M. Leuthold [Downloadable!] 1997 An Analysis of the Profiles and Motivations of Habitual Commodity Speculators by W. Bruce Canoles & Sarahelen R. Thompson & Scott H. Irwin & Virginia G. France & . [Downloadable!] 1997 Foreign Speculators and Emerging Equity Markets by Geert Bekaert & Campbell R. Harvey [Downloadable!] 1997 Emerging Equity Market Volatility by Geert Bekaert & Campbell R. Harvey [Downloadable!] 1997 An Empirical Examination of the Fisher Effect in Australia by Frederic S. Mishkin & John Simon [Downloadable!] 1996 Fundamental Determinants of National Equity Market Returns: A Perspective on Conditional Asset Pricing by Wayne E. Ferson & Campbell R. Harvey [Downloadable!] 1996 Mathematical expectation and variance of the final value of certain annuities valued with stochastic financial laws by Antonio Alegre Escolano & Rosa Mayoral 1994 Testing Dividend Signalling Models by Dan Bernhardt & J. Fiona Robertson & Ray Farrow 1994 Time-Varying World Market Integration by Geert Bekaert & Campbell R. Harvey [Downloadable!] 1994 The Impact of the Federal Reserve Bank's Open Market Operations by Campbell R. Harvey & Roger D. Huang [Downloadable!] 1994 What Determines Expected International Asset Returns? by Campbell R. Harvey & Bruno Solnik & Guofu Zhou [Downloadable!] 1994 Conditional Asset Allocation in Emerging Markets by Campbell R. Harvey [Downloadable!] 1994 Predictable Risk and Returns in Emerging Markets by Campbell R. Harvey [Downloadable!] 1994 Does Firm Size Matter? Evidence on the Impacts of Liquidity Constraints on Firm Investment Behaviour in Germany by Audretsch, David B & Elston, Julie Ann [Downloadable!] 1986 Rural indebtedness : concept, correlates and consequences: a study of four tribal villages in the North Lakhimpur subdivision, Assam by Mitra, MK & Roy, DC & Mishra, SK [Downloadable!] Contribuição da Metodologia Multicritério de Apoio à Decisão no Método do Fluxo de Caixa Descontado Usado para Avaliar Empresas de Pequeno Porte by Marcus Vinicius Andrade Lima & Ana Lucia de Miranda Lopes & Ademar Dutra [Downloadable!] Capital Mobility for Developing Countries May Not Be So High by Thomas D. Willett & Young Seok Ahn & Manfred W. Keil [Downloadable!]
This page was last updated on 2008-7-20.
IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics . 
