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Journal of
Economic Literature (JEL) codes Top JEL G: Financial EconomicsG1: General Financial MarketsG10: General (includes Measurement and Data)
2009 Higher-order beliefs among professional stock market forecasters: some first empirical tests by Rangvid, Jesper & Schmeling, Maik & Schrimpf, Andreas [Downloadable!] 2009 What is Happening to the Impact of Financial Deepening on Economic Growth? by Peter L. Rousseau & Paul Wachtel [Downloadable!] 2009 A Benchmark Approach to Investing and Pricing by Eckhard Platen [Downloadable!] 2009 Asset Markets and Monetary Policy by Eckhard Platen & Willi Semmler [Downloadable!] 2009 Alternative Defaultable Term Structure Models by Nicola Bruti-Liberati & Christina Nikitopoulos-Sklibosios & Eckhard Platen & Erik Schlogl [Downloadable!] 2009 Extreme Value Theory and the Financial Crisis of 2008 by James P. Gander [Downloadable!] 2009 A Model of Collateral, Investment, and Adverse Selection by Alberto Martin [Downloadable!] 2009 The Bonus-Driven “Rainmaker” Financial Firm: How These Firms Enrich Top Employees, Destroy Shareholder Value and Create Systemic Financial Instability by James Crotty [Downloadable!] 2009 Solving the Non-Linear Dynamic Asset Allocation Problem: Effects of Arbitrary Stochastic Processes and Unsystematic Risk on the Super Efficient Portfolio Space by Kwamie Dunbar [Downloadable!] 2009 The Effects of Credit Risk on Dynamic Portfolio Management: A New Computational Approach by Kwamie Dunbar [Downloadable!] 2009 Extracting bull and bear markets from stock returns by John M Maheu & Thomas H McCurdy & Yong Song [Downloadable!] 2009 Liquidity, Volume, and Price Behavior: The Impact of Order vs. Quote Based Trading by Katya Malinova & Andreas Park [Downloadable!] 2009 Trading Volume in Dealer Markets by Katya Malinova & Andreas Park [Downloadable!] 2009 A Note on Studies of Monetary Policy and Implementation in Vietnam by Tran Tri Dung & Quan-Hoang Vuong [Downloadable!] 2009 Trading Frequency and Volatility Clustering by Yi Xue & Ramazan Gencay [Downloadable!] 2009 Hierarchical Information and the Rate of Information Diffusion by Yi Xue & Ramazan Gencay [Downloadable!] 2009 The Value Effect and the Market For Chinese Stocks by Burton G. Malkiel & Derek Jun [Downloadable!] 2009 The Clustering of Extreme Movements: Stock Prices and the Weather by Burton G. Malkiel & Atanu Saha & Alex Grecu [Downloadable!] 2009 Does Macroeconomic Indicators exert shock on the Nigerian Capital Market? by Maku, Olukayode E. & Atanda, Akinwande A. [Downloadable!] 2009 Generalized Marginal Risk by Keel, Simon & Ardia, David [Downloadable!] 2009 Click to download data: an event study of Internet access to economic statistics by Tokel, O. Emre & Yucel, M. Eray [Downloadable!] 2009 Root Causes of The Housing Bubble by Kaizoji, Taisei [Downloadable!] 2009 Procesy s dlouhou pamětí a jejich vývoj ve výnosech indexu PX v letech 1999 – 2009 by Kristoufek, Ladislav [Downloadable!] 2009 Distinguishing between short and long range dependence: Finite sample properties of rescaled range and modified rescaled range by Kristoufek, Ladislav [Downloadable!] 2009 Statistical modelling of financial crashes: Rapid growth, illusion of certainty and contagion by Fry, J. M. [Downloadable!] 2009 Does Internet access to official data display any regularity: case of the Electronic Data Delivery System of the Central Bank of Turkey by Tokel, Omer Emre & Yucel, Eray M. [Downloadable!] 2009 Burnout from pools to loans: Modeling refinancing prepayments as a self-selection process by Gan, Jumwu [Downloadable!] 2009 How does Investors' Legal Protection affect Productivity and Growth? by Berdugo, Binyamin & Hadad, Sharon [Downloadable!] 2009 Information Transmission and Micro-structure rents in Emerging Markets by Siddiqi, Hammad [Downloadable!] 2009 Identifying common dynamic features in stock returns by Caiado, Jorge & Crato, Nuno [Downloadable!] 2009 Economic Factors Influencing Corporate Capital Structure in Three Asian Countries: Evidence from Japan, Malaysia and Pakistan by Mahmud, Muhammad & Herani, Gobind M. & Rajar, A.W. & Farooqi, Wahid [Downloadable!] 2009 The mathematics of Ponzi schemes by Artzrouni , Marc [Downloadable!] 2009 Explaining earnings persistence: a threshold autoregressive panel unit root approach by Galimberti, Jaqueson Kingeski & Cupertino, César Medeiros [Downloadable!] 2009 Prima de Riesgo del Mercado: Histórica, Esperada, Exigida e Implícita by Fernandez, Pablo [Downloadable!] 2009 The Case for Mandatory Ownership Disclosure by Schouten, Michael C. [Downloadable!] 2009 What is the best firm size to invest? by Kitov, Ivan [Downloadable!] 2009 Ambiguity, Infra-Marginal Investors, and Market Prices by Siddiqi, Hammad [Downloadable!] 2009 The Case for Mandatory Ownership Disclosure by Schouten, Michael C. [Downloadable!] 2009 Predictability of Equity Models by Valls Pereira, Pedro L. & Chicaroli, Rodrigo [Downloadable!] 2009 Do Financial Systems Converge? New Evidence from Household Financial Assets in Selected OECD Countries by Giuseppe Bruno & Riccardo De Bonis [Downloadable!] 2009 Dynamic Stock Market Interactions between the Canadian, Mexican, and the United States Markets: The NAFTA Experience by Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard [Downloadable!] 2009 The Macroeconomic Effects of Fiscal Policy in Portugal: a Bayesian SVAR Analysis by Ricardo M. Sousa & António Afonso [Downloadable!] 2009 Jump-Robust Volatility Estimation using Nearest Neighbor Truncation by Torben G. Andersen & Dobrislav Dobrev & Ernst Schaumburg [Downloadable!] 2009 The Demographics of Innovation and Asset Returns by Nicolae Gârleanu & Leonid Kogan & Stavros Panageas [Downloadable!] 2009 Macroeconomic Effects of Financial Shocks by Urban Jermann & Vincenzo Quadrini [Downloadable!] 2009 Asset Return Dynamics under Bad Environment Good Environment Fundamentals by Geert Bekaert & Eric Engstrom [Downloadable!] 2009 Characteristics of Observed Limit Order Demand and Supply Schedules for Individual Stocks by Jung-Wook Kim & Jason Lee & Randall Morck [Downloadable!] 2009 Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds by John Y. Campbell & Adi Sunderam & Luis M. Viceira [Downloadable!] 2009 On the origins of the BIS macro-prudential approach to financial stability: Alexandre Lamfalussy and financial fragility by Ivo Maes [Downloadable!] 2009 High Watermarks of Market Risks by Bertrand Maillet & Jean-Philippe Médecin & Thierry Michel [Downloadable!] 2009 Volatility Models : from GARCH to Multi-Horizon Cascades by Alexander Subbotin & Thierry Chauveau & Kateryna Shapovalova [Downloadable!] 2009 Informed Trading in Parallel Bond Markets by Paiardini, Paola [Downloadable!] 2009 Forecasting Expected Shortfall With A Generalized Asymmetric Student-T Distribution by John Galbraith & Dongming Zhu [Downloadable!] 2009 Modelling stock returns in Africa’s emerging equity markets by Paul Alagidede & Theodore Panagiotidis [Downloadable!] 2009 On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models by Sébastien Laurent & Jeroen V.K. Rombouts & Francesco Violante [Downloadable!] 2009 Basket Options on Heterogeneous Underlying Assets by Georges Dionne & Geneviève Gauthier & Nadia Ouertani [Downloadable!] 2009 Building an Artificial Stock Market Populated by Reinforcement-Learning Agents by Tomas Ramanauskas & Aleksandras Vytautas Rutkauskas [Downloadable!] 2009 Agent-Based Financial Modelling: A Promising Alternative to the Standard Representative-Agent Approach by Tomas Ramanauskas [Downloadable!] 2009 Cognition and Economic Outcomes in the Health and Retirement Survey by McArdle, John J. & Smith, James P. & Willis, Robert [Downloadable!] 2009 Factores determinantes de la salida a bolsa en España by Joaquín Farinos & Vicente Sanchis [Downloadable!] 2009 Corporate governance and impression management in annual press releases by Beatriz García Osma & Encarna Guillamón Saorín [Downloadable!] 2009 The Macroeconomic Effects of Fiscal Policy in Portugal: a Bayesian SVAR Analysis by António Afonso & Ricardo M. Sousa [Downloadable!] 2009 Calendar Effects in Stock Markets: Critique of Previous Methodologies and Recent Evidence in European Countries by Maria Rosa Borges [Downloadable!] 2009 Loss aversion and mental accounting: The favorite-longshot bias in parimutuel betting by Jianying Qiu [Downloadable!] 2009 A High-Low Model of Daily Stock Price Ranges by Yan-Leung Cheung & Yin-Wong Cheung & Alan T. K. Wan [Downloadable!] 2009 Value at Risk for Large Portfolios by Lönnbark, Carl & Holmberg, Ulf & Brännäs, Kurt [Downloadable!] 2009 Uncertainty of Multiple Period Risk Measures by Lönnbark, Carl [Downloadable!] 2009 Profitability of Technical Trading Rules on the Baltic Stock Markets by Lönnbark, Carl & Soultanaeva, Albina [Downloadable!] 2009 Statlig eierskap på Oslo Børs by Ødegaard, Bernt Arne [Downloadable!] 2009 The diversification cost of large, concentrated equity stakes. How big is it? Is it justified? by Ødegaard, Bernt Arne [Downloadable!] 2009 Liquidity and Asset Pricing: Evidence on the Role of Investor Holding Period by Naes, Randi & Ødegaard, Bernt Arne [Downloadable!] 2009 The (implicit) cost of equity trading at the Oslo Stock Exchange. What does the data tell us? by Ødegaard, Bernt Arne [Downloadable!] 2009 Who moves stock prices? Monthly evidence by Ødegaard, Bernt Arne [Downloadable!] 2009 The investment horizon problem: A resolution by Aase, Knut K. [Downloadable!] 2009 News Aggregators, Volatility and the Stock Market by Byström, Hans [Downloadable!] 2009 Do Women Supply more Public Goods than Men? by Andersen, Steffen & Bulte, Erwin & Gneezy, Uri & List, John A. [Downloadable!] 2009 Udenlandsk arbejdskraft i Danmark by Malchow-Møller, Nikolaj & Munch, Jakob Roland & Rose Skaksen, Jan [Downloadable!] 2009 Human Capital and Wages in Exporting Firms by Munch, Jakob Roland & Rose Skaksen, Jan [Downloadable!] 2009 A new value-weighted total return index for the Finnish stock market by Nyberg , Peter & Vaihekoski, Mika [Downloadable!] 2009 Does training on behavioral finance influence fund managers' perception and behavior? by Nikiforow, Marina [Downloadable!] 2009 Optimal martingales and American option pricing by Mario Cerrato & Abdollah Abbasyan [Downloadable!] 2009 An investigation of customer order flow in the foreign exchange market by Mario Cerrato & Nicholas Sarantis & Alex Saunders [Downloadable!] 2009 Environmental Options and Technological Innovation: An Evolutionary Game Model by Simone Borghesi & Angelo Antoci & Marcello Galeotti [Downloadable!] 2009 Classical and modified rescaled range analysis: Sampling properties under heavy tails by Ladislav Kristoufek [Downloadable!] 2009 Statistical modelling of financial crashes: Rapid growth, illusion of certainty and contagion by John M. Fry [Downloadable!] 2009 Market Liquidity as Dynamic Factors by Marc Hallin & Charles Mathias & Hugues Pirotte & David Veredas [Downloadable!] 2009 China’s Stock Market- Inefficiencies and Institutional Implications by Guoping Li [Downloadable!] 2009 Tsunami in New York Earthquake in Beijing? by FAN He [Downloadable!] 2009 The Public Financial System in Japan - Re-verification of the ballooning theory and the privileged government enterprise theory by Nobuyoshi Yamori & Nobuyoshi Yamori [Downloadable!] 2009 Report on “The Committee on Yen Risk-free-rate Model Estimationâ€? by Takeaki KARIYA & Darrell DUFFIE & Mariko FUJII & Masaaki KIJIMA & Takao KOBAYASHI & Atsuyuki KOGURE & Robert MERTON & Akihiko TAKAHASHI & Keiichi TANAKA & Satoshi YAMASHITA [Downloadable!] 2009 Reforming Japan's Capital Markets by Sadakazu Osaki [Downloadable!] 2009 Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics- International Evidence by Anthony S. Tay & Peter F. Christoffersen & Francis X. Diebold & Roberto S. Mariano & Yiu Kuen Tse [Downloadable!] 2009 Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics- International Evidence by Peter F. Christoffersen & Francis X. Diebold & Roberto S. Mariano & Anthony S. Tay & Yiu Kuen Tse [Downloadable!] 2009 Liquidity and Asset Prices: How Strong Are the Linkages? by Christian Dreger & Jürgen Wolters [Downloadable!] 2009 Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values? by Peter C.B. Phillips & Yangru Wu & Jun Yu [Downloadable!] 2009 The Other January Effect: International Evidence by Martin T. Bohl & Christian A. Salm [Downloadable!] 2009 Do Individual Index Futures Investors Destabilize the Underlying Spot Market? by Martin T. Bohl & Christian A. Salm & Bernd Wilfling [Downloadable!] 2009 The Evolution of Aggregate Stock Ownership---A Unified Explanation by Rydqvist, Kristian & Spizman, Joshua & Strebulaev, Ilya [Downloadable!] 2009 Exchange Rate Forecasting, Order Flow and Macroeconomic Information by Rime, Dagfinn & Sarno, Lucio & Sojli, Elvira [Downloadable!] 2009 The credit crisis and the Dutch economy... in eight frequently asked questions by Michiel Bijlsma & Wim Suyker [Downloadable!] 2009 Forecasting Expected Shortfall with a Generalized Asymmetric Student-t Distribution by Dongming Zhu & John Galbraith [Downloadable!] 2009 Early Warning System for Economic and Financial Risks in Kazakhstan by Biswa N. Bhattacharyay & Dennis Dlugosch & Benedikt Kolb & Kajal Lahiri & Irshat Mukhametov & Gernot Nerb [Downloadable!] 2009 Towards a Macroprudential Surveillance and Remedial Policy Formulation System for Monitoring Financial Crisis by Biswa N. Bhattacharyay [Downloadable!] 2009 The Price of Liquidity: Bank Characteristics and Market Conditions by Falko Fecht & Kjell G. Nyborg & Jörg Rocholl [Downloadable!] 2009 Application of Stochastic Optimal Control to Financial Market Debt Crises by Jerome L. Stein [Downloadable!] 2009 Size and Value Efects in the Visegrad Countries by Magdalena Morgese Borys & Petr Zemcik [Downloadable!] 2009 An axiomatic treatment of enlarged separation portfolios and treasurer’s portfolios (with applications to financial synthetics) by Rodolfo Apreda [Downloadable!] 2009 Can Merchant Interconnectors Deliver Lower and More Stable Prices? The Case of NorNed by Parail, V. [Downloadable!] 2009 Herding and Contrarian Behaviour in Financial Markets by Park, A. & Sabourian, H. [Downloadable!] 2009 On the Reliability of I/B/E/S Earnings Announcement Dates and Forecasts by Daniella Acker & Nigel W. Duck [Downloadable!] 2009 An Alternative Formula to Price American Options by Rocío Elizondo & Pablo Padilla & Mogens Bladt [Downloadable!] 2009 Forecasting Exchange Rate Volatility: The Superior Performance of Conditional Combinations of Time Series and Option Implied Forecasts by Guillermo Benavides & Carlos Capistrán [Downloadable!] 2009 The riskiness of corporate bonds by Marco Taboga [Downloadable!] 2009 Measures of Aggregate Credit Conditions and Their Potential Use by Central Banks by Alejandro García & Andrei Prokopiw [Downloadable!] 2009 Liberalization, Corporate Governance, and Savings Banks by Manuel Illueca & Lars Norden & Gregory F. Udell [Downloadable!] 2009 Jump-Robust Volatility Estimation using Nearest Neighbor Truncation by Torben G. Andersen & Dobrislav Dobrev & Ernst Schaumburg [Downloadable!] 2009 The Effects of Interest Rate Movements on Assets’ Conditional Second Moments by Alessandro Palandri [Downloadable!] 2009 Tails, Fears and Risk Premia by Tim Bollerslev & Viktor Todorov [Downloadable!] 2009 Stochastic volatility of volatility in continuous time by Ole E. Barndorff-Nielsen & Almut E. D. Veraart [Downloadable!] 2009 Least Squares Inference on Integrated Volatility and the Relationship between Efficient Prices and Noise by Ingmar Nolte & Valeri Voev [Downloadable!] 2009 Skewness Premium with Lévy Processes by José Fajardo & Ernesto Mordecki [Downloadable!] 2009 Exchange Rates and Fundamentals: Footloose or Evolving Relationship? by Lucio Sarno & Giorgio Valente [Downloadable!] 2009 Modeling Heavy-Tailed Stock Index Returns Using the Generalized Hyperbolic Distribution by Necula, Ciprian [Downloadable!] 2009 Model Uncertainty and Liquidity by Bryan Routledge & Stanley Zin [Downloadable!] 2009 Euler Equation Errors by Martin Lettau & Sydney Ludvigson [Downloadable!] 2009 Macroeconomic Effects of Financial Policy by Yann Algan & Olivier Allais & Eva Carceles-Poveda [Downloadable!] 2009 The German Sub-national Government Bond Market: Structure, Determinants of Yield Spreads and Berlin's Forgone Bail-out by Alexander Schulz & Guntram B. Wolff [Downloadable!] 2009 Temel finansal oranların sistematik riske etkisi by Canan ERYİĞİT & Mehmet ERYİĞİT 2009 Küresel iktisadi kriz by Daron ACEMOĞLU 2009 Global economics crisis and IMF by Michael MUSSA 2009 Türkiye’de döviz kuru ve hisse senedi fiyatlarının sınır testi analizi by Burcu KIRAN 2009 Informational Cascades in Financial Economics: A Review by Maria Grazia Romano 2009 Russland im Sog der internationalen Finanzkrise by Hella Engerer & Mechthild Schrooten [Downloadable!] 2009 Stabilität und Effizienz des deutschen Bankensektors im Lichte der Subprime-Krise by Manfred Weber & Mathias Brehe [Downloadable!] 2009 Geldpolitik und Vermögensmärkte by Christian Dreger & Jürgen Wolters [Downloadable!] 2009 Die neue Architektur der internationalen Finanzwelt by Georg Fahrenschon & Axel A. Weber & Theodor Weimer 2009 G-20-Gipfel in London: ein Durchbruch zur Regulierung der Finanzmärkte? by Rolf J. Langhammer & Doris Neuberger & Thorsten Polleit & Hermann A. Wagner & Irwin Collier [Downloadable!] 2009 Asymmetry in Stochastic Volatility Models: Threshold or Correlation? by Daniel R. Smith [Downloadable!] 2009 Modelling Good and Bad Volatility by Matteo M. Pelagatti [Downloadable!] 2009 Financial Development and Pay-As-You-Go Social Security by Paolo Pinotti [Downloadable!] 2009 The future of securitisation: how to align incentives by Ingo Fender & Janet Mitchell [Downloadable!] 2008 Idiosyncratic Consumption Risk and Predictability of the Carry Trade Premium: Euro Area Evidence by Thomas Nitschka [Downloadable!] 2008 The Risk Premium on the Euro Area Market Portfolio: The Role of Real Estate by Thomas Nitschka [Downloadable!] 2008 The German sub-national government bond market: evolution, yields and liquidity by Schulz, Alexander & Wolff, Guntram B. [Downloadable!] 2008 Time-Deformation Modeling Of Stock Returns Directed By Duration Processes by Dingan Feng & Peter X.-K. Song & Tony S. Wirjanto [Downloadable!] 2008 Italian Equity Funds: Efficiency and Performance Persistence by Loriana Pelizzon & Roberto Casarin & Andrea Piva [Downloadable!] 2008 Real World Pricing for a Modified Constant Elasticity of Variance Model by Shane M Miller & Eckhard Platen [Downloadable!] 2008 On Honest Times in Financial Modeling by Ashkan Nikeghbali & Eckhard Platen [Downloadable!] 2008 Distributional Deviations in Random Number Generation in Finance by Sergio Chavez & Eckhard Platen [Downloadable!] 2008 A Unifying Approach to Asset Pricing by Eckhard Platen [Downloadable!] 2008 Modelling Adverse Selection on Electronic Order-Driven Markets by Louis R. Mercorelli & David Michayluk & Anthony D. Hall [Downloadable!] 2008 Analytic Pricing of Contingent Claims Under the Real-World Measure by Shane Miller & Eckhard Platen [Downloadable!] 2008 The Law of Minimum Price by Eckhard Platen [Downloadable!] 2008 Hedging for the Long Run by Eckhard Platen & Hardy Hulley [Downloadable!] 2008 Dynamic Stock Market Interactions between the Canadian, Mexican, and the United States Markets: The NAFTA Experience by Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard [Downloadable!] 2008 Real Time Detection of Structural Breaks in GARCH Models by Zhongfang He & John M Maheu [Downloadable!] 2008 Does survivorship bias really matter? An empirical investigation into its effects on the mean reversion of share returns on the JSE Securities Exchange (1984-2006) by Evan Gilbert & Dave Strugnell [Downloadable!] 2008 The financial storms in Vietnam’s transition economy: A reasoning on the 1991-2008 period by André Farber & Nguyen Huu Tu & Tran Tri Dung & Quan-Hoang Vuong [Downloadable!] 2008 Does Weather Matter? by Jian Hu [Downloadable!] 2008 Dynamic Trading and Asset Prices: Keynes vs. Hayek by Giovanni Cespa & Xavier Vives [Downloadable!] 2008 Public or private equity? How accelerated IPOs can increase competition in offerings by Tim Jenkinson [Downloadable!] 2008 Bank Debt Restructuring under Belgian Court-Supervised Reorganization by B. LEYMAN & K. SCHOORS [Downloadable!] 2008 Retirement saving and attitude towards financial intermediaries – Evidence for Germany by Kathrin Dummann [Downloadable!] 2008 Insiders-Outsiders, Transparency and the Value of the Ticker by Giovanni Cespa & Thierry Foucault [Downloadable!] 2008 A Framework for Identifying the Sources of Local-Currency Price Stability with an Empirical Application by Pinelopi Koujianou Goldberg & Rebecca Hellerstein [Downloadable!] 2008 The Ups and Downs of Modeling Financial Time Series with Wiener Process Mixtures by Challet, Damien & Peirano, Pier Paolo [Downloadable!] 2008 La introducción de la microfinanciación islámica en África: el caso nigeriano by Hasan, Zubair [Downloadable!] 2008 The Allocation of Economic Capital in Opaque Financial Conglomerates by Mierzejewski, Fernando [Downloadable!] 2008 Do macroeconomic variables play any role in the stock market movement in Ghana? by Adam, Anokye M. & Tweneboah , George [Downloadable!] 2008 Do macroeconomic variables play any role in the stock market movement in Ghana? by Adam, Anokye M. & Tweneboah , George [Downloadable!] 2008 Forecasting Stock Market Volatilities Using MIDAS Regressions: An Application to the Emerging Markets by Alper, C. Emre & Fendoglu, Salih & Saltoglu, Burak [Downloadable!] 2008 Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets by Schied, Alexander & Schoeneborn, Torsten [Downloadable!] 2008 Liquidity-Induced Dynamics in Futures Markets by Fagan, Stephen & Gencay, Ramazan [Downloadable!] 2008 Nonlinear Mean Reversion across National Stock Markets: Evidence from Emerging Asian Markets by Chen, Shu-Ling & Kim, Hyeongwoo [Downloadable!] 2008 Financial Integration of GCC Capital Markets:Evidence of Nonlinear Cointegration by Onour, Ibrahim [Downloadable!] 2008 Euro corporate bonds risk factors by Castagnetti, Carolina & Rossi, Eduardo [Downloadable!] 2008 The Efficiency of Trading Halts; Evidence from Bursa Malaysia by Bacha, Obiyathulla I. & Mohamed, Eskandar R. & Ramlee, Roslily [Downloadable!] 2008 Indicators for the analysis of the evolution of the stock exchange by Alexandru, Ciprian Antoniade [Downloadable!] 2008 Social Duty and Her Function in Communication Strategy of Firm by Tanasoiu, Georgiana Lavinia & Enea, Constanta [Downloadable!] 2008 Stock Market Integration and Volatility Spillover:India and its Major Asian Counterparts by Mukherjee, Dr. Kedar nath & Mishra, Dr. R. K. [Downloadable!] 2008 The Spread of the Credit Crisis: View from a Stock Correlation Network by Smith, Reginald [Downloadable!] 2008 Information Exchange and the Limits of Arbitrage by Gray, Wesley [Downloadable!] 2008 Fundamental Value Investors: Characteristics and Performance by Gray, Wesley & Kern, Andrew [Downloadable!] 2008 Risk and return nexus in Malaysian stock market: Empirical evidence from CAPM by Md Isa, Abu Hassan & Puah, Chin-Hong & Yong, Ying-Kiu [Downloadable!] 2008 Information Exchange and the Limits of Arbitrage by Gray, Wesley [Downloadable!] 2008 Real Options: Applications in Public Economics by Lawrence, Craig & Thomas, Mathew [Downloadable!] 2008 Stock Market in Pakistan: An Overview by Iqbal, Javed [Downloadable!] 2008 A note on the effectiveness of some de-fuzzification measures in a fuzzy pure factors portfolio by Papahristodoulou, Christos [Downloadable!] 2008 Macroeconomic Factors and Stock Market Movement: Evidence from Ghana by Adam, Anokye M. & Tweneboah , George [Downloadable!] 2008 Forecasting S&P 500 Daily Volatility using a Proxy for Downward Price Pressure by Visser, Marcel P. [Downloadable!] 2008 Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes by Griffin, Jim & Steel, Mark F.J. [Downloadable!] 2008 A Note on the Two-fund Separation Theorem by Wenzelburger, Jan [Downloadable!] 2008 European Central Bank and Federal Reserve USA: monetary policy effects on the returns volatility of the Italian Stock Market Index Mibtel by Francesco, Guidi [Downloadable!] 2008 An improved two-step regularization scheme for spot volatility estimation by S. Sanfelici & S. Ogawa [Downloadable!] 2008 Forecasting temperature indices with timevarying long-memory models by Massimiliano Caporin & Juliusz Pres [Downloadable!] 2008 Speed of Adjustment to Selected Labour Market and Tax Reforms by Annabelle Mourougane & Lukas Vogel [Downloadable!] 2008 Fiscal Policy, Housing and Stock Prices by Ricardo M. Sousa & António Afonso [Downloadable!] 2008 Market Dominance and Barriers to Competition in Financial Trading Venues by Ricardo Ribeiro [Downloadable!] 2008 Conveying Quality and Value in Emerging Industries: Star Scientists and the Role of Learning in Biotechnology by Matthew J. Higgins & Paula E. Stephan & Jerry G. Thursby [Downloadable!] 2008 Historical Political Futures Markets: An International Perspective by Paul W. Rhode & Koleman Strumpf [Downloadable!] 2008 Real and Financial Industry Booms and Busts by Gerard Hoberg & Gordon M. Phillips [Downloadable!] 2008 Securities Laws, Disclosure, and National Capital Markets in the Age of Financial Globalization by René M. Stulz [Downloadable!] 2008 Short Sales and Trade Classification Algorithms by Paul Asquith & Rebecca Oman & Christopher Safaya [Downloadable!] 2008 Sell Side School Ties by Lauren Cohen & Andrea Frazzini & Christopher Malloy [Downloadable!] 2008 The Wealth-Consumption Ratio by Hanno Lustig & Stijn Van Nieuwerburgh & Adrien Verdelhan [Downloadable!] 2008 A multi-horizon scale for volatility by Alexander Subbotin [Downloadable!] 2008 Towards an understanding approach of the insurance linked securities market by Mathieu Gatumel & Dominique Guegan [Downloadable!] 2008 Operational Disruption and the Hungarian Real Time Gross Settlement System (VIBER) by Ágnes Lublóy & Eszter Tanai [Downloadable!] 2008 Tassi di interesse reali, rischio di lungo periodo e cicli economici by Giorgio PIZZUTTO [Downloadable!] 2008 Rischio di lungo periodo e premio a termine by Giorgio PIZZUTTO [Downloadable!] 2008 Market Efficiency and the Euro: The case of the Athens Stock exchange by Theodore Panagiotidis [Downloadable!] 2008 Are French Individual Investors reluctant to realize their losses? by Boolell-Gunesh S. & Broihanne M-H. & Merli M. [Downloadable!] 2008 A note on Arbitrage under Transaction Costs by Claas Prelle & Albrecht Irle [Downloadable!] 2008 Fiscal Policy, Housing and Stock Prices by António Afonso & Ricardo M. Sousa [Downloadable!] 2008 The Informational Content of Trades on the EuroMTS Platform by Alessandro Girardi [Downloadable!] 2008 Corporate Campaign Contributions as a Predictor for Abnormal Stock Returns after Presidential Elections by Jürgen Huber & Michael Kirchler [Downloadable!] 2008 The political economy debate on ‘financialisation’ – a macroeconomic perspective by Till van Treeck [Downloadable!] 2008 Common Influences, Spillover and Integration in Chinese Stock Markets by Enzo Weber & Yanqun Zhang [Downloadable!] 2008 Structural Dynamic Conditional Correlation by Enzo Weber [Downloadable!] 2008 Expected Inflation, Expected Stock Returns, and Money Illusion: What can we learn from Survey Expectations? by Maik Schmeling & Andreas Schrimpf [Downloadable!] 2008 Structural Constant Conditional Correlation by Enzo Weber [Downloadable!] 2008 Markets and Housing Finance by Veronica Cacdac Warnock & Francis E. Warnock [Downloadable!] 2008 Do External Political Pressures Affect the Renminbi Exchange Rate? by Li-gang Liu & Laurent Pauwels & Jun-yu Chan [Downloadable!] 2008 Recovery Process Model by Itoh, Yuki [Downloadable!] 2008 Impact of Political News on the Baltic State Stock Markets by Soultanaeva, Albina [Downloadable!] 2008 A Corrected Value-at-Risk Predictor by Lönnbark, Carl [Downloadable!] 2008 Liquidity and the Business Cycle by Naes, Randi & Skjeltorp, Johannes & Odegaard, Bernt Arne [Downloadable!] 2008 How Important are Financial Frictions in the U.S. and the Euro Area? by Queijo von Heideken, Virginia [Downloadable!] 2008 An Arbitrary Benchmark CAPM: One Additional Frontier Portfolio is Sufficient by Ekern, Steinar [Downloadable!] 2008 Modeling International Financial Returns with a Multivariate Regime Switching Copula by Chollete, Lorán & Heinen, Andréas & Valdesogo, Alfonso [Downloadable!] 2008 Mixed R&D incentives: the effect of R&D subsidies on patented inventions by Schneider, Cedric [Downloadable!] 2008 On Young Innovative Companies: Why they matter and how (not) to policy support them by Schneider, Cedric & Veugelers, Reinhilde [Downloadable!] 2008 Equilibrium Selection with Risk Dominance in a Multiple-unit Unit Price Auction by Boom, Anette [Downloadable!] 2008 Professionals' endorsement of behavioral finance: Does it impact their perception of markets and themselves? by Menkhoff, Lukas & Nikiforow, Marina [Downloadable!] 2008 The European Socio-Economic Models of a Knowledge-based society. \r\nMain findings and conclusion \r\n by Bruno AMABLE (Université Paris I and CEPREMAP) & Yannick LUNG (GREThA UMR CNRS 5113 and GERPISA) [Downloadable!] 2008 The European Socio-Economic Models of a Knowledge-based society. Main findings and conclusions by Bruno AMABLE (Université Paris I and CEPREMAP) & Yannick LUNG (GREThA-GRES) [Downloadable!] 2008 Valuing American Derivatives by Least Squares Methods by Mario Cerrato [Downloadable!] 2008 Risk of Firm Closure and Wages in Brazil: Compensating Wage Di erentials or Bargaining Concessions? by Luiz A. Esteves [Downloadable!] 2008 How Investors Face Financial Risk Loss Aversion and Wealth Allocation by Erick Rengifo & Emanuela Trifan [Downloadable!] 2008 Differences of opinion, information and the timing of trades by Saffi, Pedro [Downloadable!] 2008 Fonds de retraite et performance:la famille compte-t-elle? - Pension Funds performance: does family matter? by Fabrice Hervé [Downloadable!] 2008 Peaks and Valleys: Experimental Asset Markets With Non-Monotonic Fundamentals by Noussair, C.N. & Powell, O.R. [Downloadable!] 2008 The Virtues and Vices of Equilibrium and the Future of Financial Economics by J. Doyne Farmer & John Geanakoplos [Downloadable!] 2008 Modelling international financial returns with a multivariate regime switching copula by Loran , CHOLLETTE & Andreas , HEINEN & Alfonso , VALDESOGO [Downloadable!] 2008 Statistical Properties and Economic Implications of Jump-Diffusion Processes with Shot-Noise Effects by Manuel Moreno & Pedro Jose Serrano & Winfried Stute [Downloadable!] 2008 Additions to Market Indices and the Comovement of Stock Returns around the World by Claessens, Stijn & Yafeh, Yishay [Downloadable!] 2008 Competitive Rational Expectations Equilibria Without Apology by Kovalenkov, Alex & Vives, Xavier [Downloadable!] 2008 Insiders-Outsiders, Transparency and the Value of the Ticker by Cespa, Giovanni & Foucault, Thierry [Downloadable!] 2008 Exchange Rates and Fundamentals: Footloose or Evolving Relationship? by Sarno, Lucio & Valente, Giorgio [Downloadable!] 2008 Multivariate Regime–Switching GARCH with an Application to International Stock Markets by Markus Haas & Stefan Mittnik [Downloadable!] 2008 Multivariate Regime–Switching GARCH with an Application to International Stock Markets by Markus Haas & Stefan Mittnik [Downloadable!] 2008 Asymmetric Multivariate Normal Mixture GARCH by Markus Haas & Stefan Mittnik & Mark S. 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Evidence from Bulgaria by Vasileios Kallinterakis & Tatyana Kratunova 2007 Innovations financières:construire et légitimer un nouveau marché financier de gré à gré–le cas des dérivés de crédit by Isabelle Huault & Hélène Rainelli-Le Montagner 2007 Developing the Bond Market in China: the Next Step Forward in Financial Reform by Michel Aglietta & Pierre Maarek [Downloadable!] 2007 Financial Market Update by Axel Bertuch-Samuels [Downloadable!] 2007 Controlling vs. Minority Shareholders: is There Expropriation? 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Mete DOĞANAY & Ramazan AKTAŞ & Ünsal BAN 2006 Portföy büyüklüğünün portföy getirisi üzerindeki etkisi by Hakan SARITAŞ 2006 The Day-of-the-Week Effect on Stock-Market Volatility and Return: Evidence from Emerging Markets (in English) by Yeliz Yalcin & Eray M. 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Diebold [Downloadable!] 2005 The Warsaw Stock Exchange Index WIG: Modelling and Forecasting by Piotr Wdowinski & Aneta Zglinska-Pietrzak [Downloadable!] 2005 Financial Markets and Economic Growth in Poland: Simulations with an Econometric Model by Piotr Wdowinski [Downloadable!] 2005 Fundamental and Non-Fundamental Equilibria in the Foreign Exchange Market. A Behavioural Finance Framework by Paul de Grauwe & Roberto Dieci & Marianna Grimaldi [Downloadable!] 2005 Overconfidence and Market Efficiency with Heterogeneous Agents by Diego Garcia & Francesco Sangiorgi & Branko Urosevic [Downloadable!] 2005 Produktdesign und Semi-Statische Absicherung von Turbo-Zertifikaten by Antje Mahayni & Michael Suchanecki [Downloadable!] 2005 Loss Analysis of a Life Insurance Company Applying Discrete-time Risk-minimizing Hedging Strategies by An Chen [Downloadable!] 2005 Measuring Liquidity in the Greek Government Securities Market by Thanasis N. Christodoulopoulos & Ioulia Grigoratou [Downloadable!] 2005 Bubbles and crashes in a Behavioural Finance Model by Paul De Grauwe & Marianna Grimaldi [Downloadable!] 2005 Principles of Neo-Schumpeterian Economics by Horst Hanusch & Andreas Pyka [Downloadable!] 2005 Eigenschaften von Verwaltungsräten und Unternehmensperformance by Manuel Ammann & Markus Leuenberger & Heinrich von Wyss [Downloadable!] 2005 Twenty Years of International Diversification from a German Perspective by Wolfgang Gerke & Ferdinand Mager & Alexander Röhrs [Downloadable!] 2005 DYNAMIC MODEL OF UNCOVERED INTEREST RATE PARITY (theory and empirical verification in the transitive economies) by Jaroslava DURČÁKOVÁ & Martin MANDEL & Vladimír TOMŠÍK [Downloadable!] 2005 Financial Contagion between Economies: an Exploratory Spatial Analysis/Contagio financiero entre economías: Un análisis exploratorio espacial by VILLAR FREXEDAS, OSCAR & VAYÁ, ESTHER [Downloadable!] 2005 Restricciones financieras y de liquidez: reforzando el acelerador “ financiero “/“Financial and Liquidity Constraints: Reinforcing the Financial Accelerator Mechanism” by MORAL CARCEDO, JULIÁN & SÁNCHEZ GONZÁLEZ, JULIÁN [Downloadable!] 2005 Los activos de las instituciones de inversión colectiva de carácter financiero/Assets by Financial Institutions for Collective Investment by LÓPEZ MARTÍN, Mª DEL CARMEN & RODERO FRANGANILLO, ADOLFO [Downloadable!] 2005 Un modelo de tarificación Bonus-Malus bajo el principio Esscher con tarifas más competitivas/A Bonus-Malus System with more Competitive rates by using the Esscher Principle by GÓMEZ DÉNIZ, EMILIO & LEÓN SANTANA, MIGUEL [Downloadable!] 2005 Más de medio siglo en busca de una teoría sobre los mercados de capitales/More than half century looking for a capital markets theory by SPRONK, JAAP & SEGOVIA, TRINIDAD & EVANGELISTA, JUAN [Downloadable!] 2005 El precio del riesgo tras la entrada del euro/Risk Price after Euro’s Introduction by SANTANA JIMÉNEZ, YOLANDA & PÉREZ RODRÍGUEZ, JORGE VICENTE [Downloadable!] 2005 A Stochastic Dominance Approach to Spanning. With an Application to the January Effect/Una aproximación mediante la metodología del dominio estocástico al fenómeno del SPANNING. Una aplicación al efecto enero by POST, THIERRY [Downloadable!] 2005 The performance of value-at-risk models in emerging markets: evidence from Kuwait stock exchange by Aktham I. Maghyereh & Sadeg J. Abul 2005 Structural models of default: lessons from firm-level data by Nikola Tarashev [Downloadable!] 2005 Structured finance: complexity, risk and the use of ratings by Ingo Fender & Janet Mitchell [Downloadable!] 2005 Necessity and Prerequisites for the Debt Market Development in Bulgaria by Alipi Alipiev [Downloadable!] 2005 The Leverage Degrees of Companies Traded in Istanbul Stock Exchange by Turgut Ozkan [Downloadable!] 2004 Auswirkungen des Basel II Akkords auf österreichisches KMU by Heimer, Thomas & Köhler, Thomas [Downloadable!] 2004 The Role of the Market Maker in International Capital Markets: Challenges and Benefits of Implementation in Emerging Markets by Marios Panayides & Andreas Charitou [Downloadable!] 2004 The Specialist`s Participation in Quoted Prices and the NYSE`s Price Continuity Rule by Marios Panayides [Downloadable!] 2004 Strategic Freedom, Constraint, and Symmetry in One-period Markets with Cash and Credit Payment by Martin Shubik & David Eric Smith [Downloadable!] 2004 Structure, Clearinghouses and Symmetry by Martin Shubik & David Eric Smith [Downloadable!] 2004 World Income Components: Measuring And Exploiting International Risk Sharing Opportunities by Robert Shiller [Downloadable!] 2004 General Equilibrium with Endogenous Securities and Moral Hazard by Luis H. B. Braido [Downloadable!] 2004 Causal Relationships Between Exchange Rates And Stock Prices In Malaysia And Thailand During The 1997 Currency Crisis Turmoil by Huzaimi Hussain & Venus Khim-Sen Liew [Downloadable!] 2004 A Generalized Earnings-Based Stock Valuation Model by Ming Dong & David Hirshleifer [Downloadable!] 2004 Stock Valuation and Investment Strategies by Zhiwu Chen & Ming Dong [Downloadable!] 2004 Caso Zurich Y Bsch En Bolivia by Fernando Rubio [Downloadable!] 2004 Data Mining Sobre El Beta En España by Fernando Rubio [Downloadable!] 2004 Caso Banco Galicia Y Buenos Aires S.A by Fernando Rubio [Downloadable!] 2004 Measuring Financial Cash Flow and Term Structure Dynamics by CORNELIS A. LOS [Downloadable!] 2004 Dynamic Risk Profile of the US Term Structure by Wavelet MRA by SUTTHISIT JAMDEE & CORNELIS A. LOS [Downloadable!] 2004 What Constitutes a Good Model? An Analysis of Models for Mortgage Backed Securities by Massoud Heidari & Liuren Wu [Downloadable!] 2004 Variance Risk Premia by Peter Carr & Liuren Wu [Downloadable!] 2004 Estimating the probability of large negative stock market by Philip Kostov & Seamus McErlean [Downloadable!] 2004 Piyasa Mikroyapisina Giris by Cumhur Ekinci [Downloadable!] 2004 Efficiency tests in the Iberian stock markets by José Carlos Dias & Luís Lopes & Vitor Martins & José Manuel Benzinho [Downloadable!] 2004 Technical Analysis On Foreign Exchange: 1975 - 2004 by Fernando Rubio [Downloadable!] 2004 Contrastacion De Metodologías Para El Cálculo De Beta De Mercado: El Caso De España by Fernando Rubio [Downloadable!] 2004 Introduction A La Microstructure Des Marches Financiers by Cumhur EKINCI [Downloadable!] 2004 Caught On Tape: Predicting Institutional Ownership With Order Flow by John Campbell & Tarun Ramadorai & Tuomo Vuolteenaho [Downloadable!] 2004 Eficiencia Simple Del Mercado De Renta Fija En Chile by Fernando Rubio [Downloadable!] 2004 Intangibles Y Valoracion De Empresas: Evidencia Empirica by Fernando Rubio [Downloadable!] 2004 Introduction to Market Microstructure by Cumhur EKINCI [Downloadable!] 2004 Some Technical Analysis On The Stock Market: Spain And Usa by Fernando Rubio [Downloadable!] 2004 Administración De La Contabilidad De Costos. Apuntes De Clases Y Ejercicios (Casos). Borrador by Fernando Rubio [Downloadable!] 2004 La Informacion Contable Y La Valuacion De Activos De Capital En El Sector De Inversiones Chileno by Fernando Rubio [Downloadable!] 2004 Factores De Riesgo No Sistematico En La Explicacion De Los Retornos De Las Acciones En El Mercado Bursatil Chileno by Fernando Rubio [Downloadable!] 2004 Capital Asset Pricing Model (Capm) Y Arbitrage Pricing Theory (Apt): Una Nota Técnica by Fernando Rubio [Downloadable!] 2004 DURACION EFECTIVA DE BONOS PREPAGABLES. Una nota técnica by Fernando Rubio [Downloadable!] 2004 Corte Transversal De Los Retornos Esperados En El Mercado Accionario Chileno by Fernando Rubio [Downloadable!] 2004 Simple Trading Rules: Trading On Ibex At Meff by Fernando Rubio [Downloadable!] 2004 Return-Volume Dependence and Extremes in International Equity Markets by Terry A. Marsh & Niklas Wagner [Downloadable!] 2004 Model Uncertainty, Complexity and Rank in Finance by Cornelis A. Los [Downloadable!] 2004 Surprise Volume and Heteroskedasticity in Equity Market Returns by Niklas Wagner & Terry A. Marsh [Downloadable!] 2004 Nonlinear Term Structure Dependence: Copula Functions, Empirics, and Risk Implications by Markus Junker & Alexander Szimayer & Niklas Wagner [Downloadable!] 2004 Modelling Stock Returns in the G-7 and in Selected CEE Economies: A Non-linear GARCH Approach by Balázs Égert & Yosra Koubaa [Downloadable!] 2004 Capital Asset Pricing for Markets with Intensity Based Jumps by Eckhard Platen [Downloadable!] 2004 An Intraday Empirical Analysis of Electricity Price Behaviour by Eckhard Platen & Jason West & Wolfgang Breymann [Downloadable!] 2004 A Benchmark Approach to Finance by Eckhard Platen [Downloadable!] 2004 Two-Factor Model for Low Interest Rate Regimes by Shane Miller & Eckhard Platen [Downloadable!] 2004 Diversified Portfolios with Jumps in a Benchmark Framework by Eckhard Platen [Downloadable!] 2004 Understanding the Implied Volatility Surface for Options on a Diversified Index by David Heath & Eckhard Platen [Downloadable!] 2004 Intraday Empirical Analysis and Modeling of Diversified World Stock Indices by Wolfgang Breymann & Leah Kelly & Eckhard Platen [Downloadable!] 2004 Local Volatility Function Models under a Benchmark Approach by David Heath & Eckhard Platen [Downloadable!] 2004 A multifactor model of stock returns with endogenous regime switching by Patrick Coggi & Bogdan Manescu [Downloadable!] 2004 Breaks and Persistency: Macroeconomic Causes of Stock Market Volatility by Andrea Beltratti & Claudio Morana [Downloadable!] 2004 Overconfidence and Market Efficiency with Heterogeneous Agents by Diego Garcia & Francesco Sangiorgi & Branko Urosevic [Downloadable!] 2004 Strategic trading against retail investors with disposition effects by Nam, Jouahn & Wang, Jun & Zhang, Ge [Downloadable!] 2004 Testing the Markov property with ultra-high frequency financial data by Matos, Joao Amaro de & Fernandes, Marcelo [Downloadable!] 2004 The Basic Dynamics of the Stock of Money and Capital by Sánchez, Julián [Downloadable!] 2004 Does Anonymity Matter in Electronic Limit Order Markets? by Thierry Foucault & Sophie Moinas & Erik Theissen [Downloadable!] 2004 Direction-of-Change Forecasts for Asian Equity Markets Based on Conditional Variance, Skewness and Kurtosis Dynamics: Evidence from Hong Kong and Singapore by Peter F. Christoffersen & Francis X. Diebold & Roberto S. Mariano & Anthony S. Tay & Yiu Kuen Tse [Downloadable!] 2004 "Stiff" Field Theory of Interest Rates and Psychological Future Time by Belal Baaquie & Jean-Philippe Bouchaud [Downloadable!] 2004 Random walks, liquidity molasses and critical response in financial markets by Jean-Philippe Bouchaud & Julien Kockelkoren & Marc Potters [Downloadable!] 2004 Experts' earning forecasts: bias, herding and gossamer information by Olivier Guedj & Jean-Philippe Bouchaud [Downloadable!] 2004 Exponential Weighting and Random-Matrix-Theory-Based Filtering of Financial Covariance Matrices for Portfolio Optimization by Szilard Pafka & Marc Potters & Imre Kondor [Downloadable!] 2004 Price Formation and Asset Allocations of the Electronic Trading System Xetra by Jan Wenzelburger & Xihao Li 2004 Portfolio & Risk Management: Asset Allocation and Risk Budgeting Optimization by D. Widijanto & S. Nagornii 2004 Value-at-Risk and Expected Shortfall for Quadratic Portfolio of Securities with Mixture of Elliptic Distribution Risk Factors by Jules SADEFO KAMDEM 2004 Shareholders Unanimity With Incomplete Markets by Daniele Coen-Pirani 2004 Financial Intermediation, markets, and growth by Falko Fecht & Kevin Huang [Downloadable!] 2004 Gambling on the S&P 500's Gold Seal: New Evidence on the Index Effect by Chris Brooks & Konstantina Kappou & Charles Ward [Downloadable!] 2004 The Art of Investing in Hedge Funds: Fund Selection and Optimal Allocations by Carol Alexander & Anca Dimitriu [Downloadable!] 2004 A Bayesian Analysis of Unit Roots and Structural Breaks in the Level and the Error Variance of Autoregressive Models by Loukia Meligkotsidou & Elias Tzavalis & Ioannis D. Vrontos [Downloadable!] 2004 Risk Sharing through Financial Markets with Endogenous Enforcement of Trades by Thorsten Koeppl [Downloadable!] 2004 Uncovering Volatility Dynamics in Daily REIT Returns by Cotter, John & Stevenson, Simon [Downloadable!] 2004 Modelling extreme financial returns of global equity markets by Cotter, John [Downloadable!] 2004 Margin setting with high-frequency data by Cotter, John & Longin, Francois [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 Essays on consumer portfolio choice and credit risk by Ji, Tingting [Downloadable!] 2004 Modelling and forecasting the volatility of the portuguese stock index PSI-20 by Caiado, Jorge [Downloadable!] 2004 Information flow between volatilities across time scales by Gencay, Ramazan & Selcuk, Faruk & Whitcher, Brandon [Downloadable!] 2004 Financial Systems and Economic Growth: An Evaluation Framework for Policy by Iris Claus & Veronica Jacobsen & Brock Jera [Downloadable!] 2004 SEC Regulation Fair Disclosure, Information, and the Cost of Capital by Armando Gomes & Gary Gorton & Leonardo Madureira [Downloadable!] 2004 Interpreting the Predictions of Prediction Markets by Charles F. Manski [Downloadable!] 2004 Financial Development and Growth in the Short and Long Run by Raymond Fisman & Inessa Love [Downloadable!] 2004 How does liquidity react to stress periods in a limit order market? by Helena Beltran & Alain Durré & Pierre Giot [Downloadable!] 2004 Incidence des crises financières : une analyse empirique à partir des pays émergents by Mohamed Ben Abdallah & Kalidou Diallo [Downloadable!] 2004 On the survival and irreducibility assumptions for financial markets with nominal assets by Abdelkrim Seghir & Leila Triki & Stella Kanellopoulou [Downloadable!] 2004 Structural breaks and financial risk management by Marianna Valentinyi-Endrész [Downloadable!] 2004 Stock market development and economic growth: a matter of informational problems by Salvatore Capasso [Downloadable!] 2004 On Risk Management Determinants: What Really Matters? by Georges Dionne & Thouraya Triki [Downloadable!] 2004 Conditions Ensuring the Separability of Asset Demand for All Risk-Averse Investors by Kaïs Dachraoui & Georges Dionne [Downloadable!] 2004 Using the Correlation Dimension to Detect non-linear dynamics by Theodore Panagiotidis & David Chappell [Downloadable!] 2004 The Determinants Of The Going Public Decision: Evidence From The U.K by Belén Gill de Albornoz & Peter F. Pope [Downloadable!] 2004 Dynamic Optimal Portfolio Selection in a VaR Framework by Jeroen Rombouts & E.W. Rengifo [Downloadable!] 2004 Bubbles and Crashes in a Behavioural Finance Model by De Grauwe, Paul & Grimaldi, Marianna [Downloadable!] 2004 Negative volatility and the Survival of Western Financial Markets by Aase, Knut K. [Downloadable!] 2004 The Family behind the Family Firm by Bennedsen, Morten & Nielsen, Kasper [Downloadable!] 2004 Modelling Dynamic Conditional Correlations in WTI Oil Forward and Futures Returns by Matteo Manera & Alessandro Lanza & Michael McAleer [Downloadable!] 2004 Conditional Correlations in the Returns on Oil Companies Stock Prices and Their Determinants by Matteo Manera & Massimo Giovannini & Margherita Grasso & Alessandro Lanza [Downloadable!] 2004 Equity Returns and Integration: Is Europe Changing? by Kpate ADJAOUTE & Jean-Pierre DANTHINE [Downloadable!] 2004 Nonparametric Estimation of Conditional Expected Shortfall by Olivier SCAILLET [Downloadable!] 2004 Risk Sharing through Financial Markets with Endogenous Enforcement of Trades by Thorsten V. Koeppl [Downloadable!] 2004 Evaluating Incentive Options by Wei Xiong & Ronnie Sircar [Downloadable!] 2004 Financial intermediaries, markets, and growth by Falko Fecht & Kevin Huang [Downloadable!] 2004 Who makes markets? The Role of Dealers and Liquidity Provision by Albert Wang & Joon Chae [Downloadable!] 2004 The Yield Curve, Recession and the Credibility of the Monetary Regime: long run evidence 1875-1997 by Michael Bordo & Joseph Haubrich [Downloadable!] 2004 Asymmetric Power Distribution: Theory and Applications to Risk Measurement by Ivana Komunjer [Downloadable!] 2004 Extremal Dependence In Exchange Rate Markets by Viviana Fernandez [Downloadable!] 2004 Information Flow, Social Interactions and the Fluctuations of Prices in Financial Markets by João Amaro de Matos [Downloadable!] 2004 Are Sunspots Inevitable? by Christophe Prechac & Aditya Goenka [Downloadable!] 2004 Time Series Behaviour of Stock Trading Volume:An Evidence from Indian Stock Market by Alok Kumar 2004 Comovements in Trading activity: A Multivariate Autoregressive Model of Time Series Count Data Using Copulas by Erick Rengifo & Andresas Heinen [Downloadable!] 2004 Estimating Prices Transition Rate with Ultra-High-Frequency Data by Sun jian-ming 2004 Who makes market by Joon Chae & Albert Wang [Downloadable!] 2004 Tracking Brazilian Exchange Rate Volatility by Benjamin Miranda Tabak & Sandro Canesso de Andrade & Eui Jung Chang [Downloadable!] 2004 Modeling dependence structure in size-sorted portfolios: A Structural Multivariate GARCH Model by George Milunovich [Downloadable!] 2004 Analysis of the predictive ability of information accumulated over nights, weekends and holidays by Ilias Tsiakas [Downloadable!] 2004 Asymmetry, Loss Aversion and Forecasting by Stephen E. Satchell & Shaun A. Bond [Downloadable!] 2004 Euro area sovereign yield dynamics - the role of order imbalance by Albert J. Menkveld & Yiu C. Cheung & Frank de Jong [Downloadable!] 2004 Raising rival's costs in the securities settlement industry by Cornelia Holthausen & Jens Tapking [Downloadable!] 2004 Risk sharing through financial markets with endogenous enforcement of trades by Thorsten V. Köppl [Downloadable!] 2004 Option-implied asymmetries in bond market expectations around monetary policy actions of the ECB by Sami Vähämaa [Downloadable!] 2004 Market dynamics associated with credit ratings - a literature review by Fernando Gonzalez & François Haas & Ronald Johannes & Mattias Persson & Liliana Toledo & Roberto Violi & Martin Wieland & Carmen Zins [Downloadable!] 2004 Radical Financial Innovation by Robert J. Shiller [Downloadable!] 2004 Volatility regimes and the provisions of liquidity in order book markets by Helena, BELTRAN & Alain, DURRE & Pierre, GIOT [Downloadable!] 2004 Illusionary Finance and Trading Behavior by Malika, HAMADI & Erick, RENGIFO & Diego SALZMAN [Downloadable!] 2004 Dispersion of Opinion and Stock Returns by Goetzmann, William & Massa, Massimo [Downloadable!] 2004 Disposition Matters: Volume, Volatility and Price Impact of Behavioural Bias by Goetzmann, William & Massa, Massimo [Downloadable!] 2004 Idiosyncratic Volatility and Product Market Competition by Gaspar, José-Miguel & Massa, Massimo [Downloadable!] 2004 Macroeconomic Order Flows: Explaining Equity and Exchange Rate Returns by Dunne, Peter & Hau, Harald & Moore, Michael [Downloadable!] 2004 Financial Market Development and the Rise in Firm Level Uncertainty by Thesmar, David & Thoenig, Mathias [Downloadable!] 2004 Asset Pricing with Liquidity Risk by Acharya, Viral V & Pedersen, Lasse Heje [Downloadable!] 2004 The Comovement of Credit Default Swap, Bond and Stock Markets: An Empirical Analysis by Norden, Lars & Weber, Martin [Downloadable!] 2004 Information Sales and Insider Trading by Cespa, Giovanni [Downloadable!] 2004 Predatory Trading by Brunnermeier, Markus K & Pedersen, Lasse Heje [Downloadable!] 2004 Pitfalls of a State-Dominated Financial System: The Case of China by Boyreau-Debray, Genevieve & Wei, Shang-Jin [Downloadable!] 2004 Estimating the Gains From Trade in Limit Order Markets by Hollifield, Burton & Miller, Robert A. & Sandås, Patrik & Slive, Joshua [Downloadable!] 2004 Japan's Banking Crisis: Who Has the Most to Lose? by Miyajima, Hideaki & Yafeh, Yishay [Downloadable!] 2004 Asset Prices and International Spillovers: An Empirical Investigation by Sarno, Lucio & Valente, Giorgio [Downloadable!] 2004 Underpricing and Market Power in Uniform Price Auctions by Kremer, Ilan & Nyborg, Kjell G [Downloadable!] 2004 A Scapegoat Model of Exchange Rate Fluctuations by Bacchetta, Philippe & van Wincoop, Eric [Downloadable!] 2004 Do Shareholders vote Strategically? Evidence on the Advisory Role of Annual General Meetings by Maug, Ernst & Rydqvist, Kristian [Downloadable!] 2004 Awareness and Stock Market Participation by Guiso, Luigi & Jappelli, Tullio [Downloadable!] 2004 The comovement of credit default swap, bond and stock markets: an empirical analysis by Lars Norden & Martin Weber [Downloadable!] 2004 Macroeconomic Sources of Risk in the Term Structure by Chiona Balfoussia & Michael Wickens [Downloadable!] 2004 Bubbles and Crashes in a Behavioural Finance Model by Paul De Grauwe & Marianna Grimaldi [Downloadable!] 2004 Econometric Issues in the Analysis of Contagion by M. Hashem Pesaran & Andreas Pick [Downloadable!] 2004 Enhancing corporate governance with one-and two-tiered convertible preferred stock by Rodolfo Apreda [Downloadable!] 2004 Differential rates, residual information sets and transactional algebras by Rodolfo Apreda [Downloadable!] 2004 Econometric Issues in the Analysis of Contagion by Pesaran, M.H. & Pick, A. [Downloadable!] 2004 Estimating Betas and Stock-Return Correlations From Monthly Data: A Warning Note by Daniella Acker & Nigel W. Duck [Downloadable!] 2004 Distribution of Trading Activity across Strike Prices in the DAX Index Options Market by Zdravetz Lazarov [Downloadable!] 2004 Modeling and Forecasting DAX Index Volatility by Zdravetz Lazarov [Downloadable!] 2004 The ownership structure of repurchasing firms by Johannes A. Skjeltorp & Bernt Arne Ødegaard [Downloadable!] 2004 Ownership Structure and Stock Market Liquidity by Randi Næs [Downloadable!] 2004 Stress-testing financial systems: an overview of current methodologies by Marco Sorge [Downloadable!] 2004 Did investors regard real estate as 'safe' during the 'Japanese Bubble' in the 1980s? by Serdat Dinc & Patrick M. McGuire [Downloadable!] 2004 Applied Computational Economics and Finance by Mario J. Miranda & Paul L. Fackler 2004 Market Discipline Across Countries and Industries by 2004 European Monetary and Financial Integration: Evolution and Prospects by Jean-Paul Abraham & Alexandre Lamfalussy & Jean-Claude Trichet & Robert Raymond & Franco Bruni [Downloadable!] 2004 A Comparison of Stock Market Mechanisms by Giovanni Cespa 2004 Extreme Contagion in Equity Markets by Jorge A. Chan-Lau & Donald J. Mathieson & James Y. Yao [Downloadable!] 2004 Dynamics of the Spanish Stock Market Through a Broadband View of the IBEX 35® index / Dinámica del mercado de capitales español a través de una visión amplia del índice IBEX 35® by POUCHKAREV, I & SPRONK, J. & TRINIDAD SEGOVIA, J.E. [Downloadable!] 2004 Extreme Contagion in Equity Markets by Jorge A. Chan-Lau & Donald J. Mathieson & James Y. Yao [Downloadable!] 2004 Algoritmos genéticos y modelos multivariados recursivos en la predicción de índices bursátiles de América del Norte: IPC, TSE, NASDAQ y DJI by Parisi, Antonino & Parisi, Franco & Cornejo, Edinson 2004 Oil Price Shocks and Emerging Stock Markets: A Generalized VAR Approach by Maghyereh, A. [Downloadable!] 2004 Stock Returns and Inflation in Greece by Floros, C. [Downloadable!] 2004 Mixture Processes for Financial Intradaily Durations by Giovanni De Luca & Giampiero M. Gallo [Downloadable!] 2004 The syndicated loan market by Blaise Gadanecz [Downloadable!] 2004 Macroeconomic announcements and implied volatilities in swaption markets by Fabio Fornari [Downloadable!] 2004 The price impact of rating announcements: evidence from the credit default swap market by Marian Micu & Eli M Remolona & Philip D Wooldridge [Downloadable!] 2003 Investitionen in Collateralized Debt Obligations by Heidorn, Thomas & König, Lars [Downloadable!] 2003 Measuring the Discriminative Power of Rating Systems by Engelmann, Bernd & Hayden, Evelyn & Tasche, Dirk [Downloadable!] 2003 Estimating Indices in the Presence of Seller Reservation Prices by Liang Peng & William N. Goetzmann [Downloadable!] 2003 Impact of Uncertainty and Sunk Costs on Firm Survival and Industry Dynamics by Vivek Ghosal [Downloadable!] 2003 The feasibility of an international tropical plywood futures contract by Lamon Rutten [Downloadable!] 2003 Equity Returns and Inflation: The Puzzlingly Long Lags by James R. Lothian & Cornelia H. McCarthy [Downloadable!] 2003 Stock Market Valuation In The United States by Patrick BISCIARI & Alain DURRE & Alain NYSSENS [Downloadable!] 2003 Alternative Market Structures for Derivatives by Sohnke M. Bartram & Frank R. Fehle [Downloadable!] 2003 About discrete hedging and option pricing by Dmitry Yakovlev & Dmitry Zhabin [Downloadable!] 2003 Meta-Communication and Market Dynamics. Reflexive Interactions of Financial Markets and the Mass Media by Thomas Schuster [Downloadable!] 2003 Competition among Alternative Option Market Structures: Evidence from Eurex vs. Euwax by Sohnke M. Bartram & Frank R. Fehle [Downloadable!] 2003 News Events and Price Movements. Price Effects of Economic and Non-Economic Publications in the News Media by Thomas Schuster [Downloadable!] 2003 A Statistical Analysis of Intraday Liquidity, Returns and Volatility of an Individual Stock from the Istanbul Stock Exchange by Cumhur Ekinci [Downloadable!] 2003 Long memory and the relation between implied and realized volatility by Federico Bandi & Benoit Perron [Downloadable!] 2003 Parametric Estimation Of Diffusion Processes Sampled At First Exit Time by Jaime A. Londoño [Downloadable!] 2003 An Alternative Interest Rate Term Structure Model by Eckhard Platen [Downloadable!] 2003 Diversified Portfolios in a Benchmark Framework by Eckhard Platen 2003 A Benchmark Framework for Risk Management by Eckhard Platen [Downloadable!] 2003 Pricing and Hedging for Incomplete Jump Diffusion Benchmark Models by Eckhard Platen [Downloadable!] 2003 Fair Pricing of Weather Derivatives by Eckhard Platen & Jason West [Downloadable!] 2003 Modeling the Volatility and Expected Value of a Diversified World Index by Eckhard Platen [Downloadable!] 2003 Pricing of Index Options Under a Minimal Market Model with Lognormal Scaling by David Heath & Eckhard Platen [Downloadable!] 2003 Estimating the Probability of Informed Trading - Does Trade Misclassification Matter? by Joachim Grammig & Erik Theissen [Downloadable!] 2003 Economic Growth with Bubbles by Jaume Ventura [Downloadable!] 2003 Insider trading, NASDAQ quotes, and market maker competition by Gleason, Katherine I. [Downloadable!] 2003 Intangible capital in the pharmaceutical & chemical industry by Gleason, Katherine I. & Klock, Mark S. [Downloadable!] 2003 Structural Changes in Volatility and Stock Market Development: Evidence for Spain by Juncal Cunado & Javier Gómez Biscarri & Fernando Pérez de Gracia [Downloadable!] 2003 Option pricing and hedging with minimum expected shortfall by Benoit Pochard & Jean-Philippe Bouchaud [Downloadable!] 2003 Self-referential behaviour, overreaction and conventions in financial markets by Matthieu Wyart & Jean-Philippe Bouchaud [Downloadable!] 2003 Comment on: "Two-phase behaviour of financial markets" by Marc Potters & Jean-Philippe Bouchaud [Downloadable!] 2003 Multiple time scales in volatility and leverage correlation: A stochastic volatility model by Josep Perello & Jaume Masoliver & Jean-Philippe Bouchaud [Downloadable!] 2003 Fluctuations and response in financial markets: the subtle nature of `random' price changes by Jean-Philippe Bouchaud & Yuval Gefen & Marc Potters & Matthieu Wyart [Downloadable!] 2003 Fluctuations and response in financial markets: the subtle nature of `random' price changes by Jean-Philippe Bouchaud & Yuval Gefen & Marc Potters & Matthieu Wyart [Downloadable!] 2003 Giffen Goods and Market Making by Giovanni Cespa [Downloadable!] 2003 Financial Development, Financing Choice and Economic Growth by Keith Blackburn & Niloy Bose & Salvatore Capasso [Downloadable!] 2003 A Comparison of Stock Market Mechanisms by Giovanni Cespa [Downloadable!] 2003 Retail Superannuation Management in Australia: Risk, Cost and Alpha by Michael E. Drew & Jon D. Stanford [Downloadable!] 2003 Testing for Longer Horizon Predictability of Return Volatility with an Application to the German DAX by Burkhard Raunig [Downloadable!] 2003 Geometric Return and Portfolio Analysis by Brian McCulloch [Downloadable!] 2003 Asset Prices, Heterogeneous Expectations, and Limited Short Sales by Cheolbeom Park [Downloadable!] 2003 Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models by Clive G. Bowsher [Downloadable!] 2003 Expected Returns and Expected Dividend Growth by Martin Lettau & Sydney Ludvigson [Downloadable!] 2003 Market Evaluations of Banking Fragility in Japan: Japan Premium, Stock Prices, and Credit Derivatives by Takatoshi Ito & Kimie Harada [Downloadable!] 2003 The Equity Premium: Why is it a Puzzle? by Rajnish Mehra [Downloadable!] 2003 Corporate Earnings Track the Competitive Benchmark by Robert E. Hall [Downloadable!] 2003 Stock market valuation in the United States by Patrick Bisciari & Alain Durré & Alain Nyssens [Downloadable!] 2003 Y a-t-il une théorie des marchés financiers ? by Jean-Pierre Galavielle [Downloadable!] 2003 Interest Rate Term Structure in Latvia in the Monetary Policy Context by Jelena Zubkova [Downloadable!] 2003 Financial Market in Latvia by Jelena Zubkova & Egils Kauzens & Ivars Tillers & Martins Prusis [Downloadable!] 2003 A Dynamic Integer Count Data Model for Financial Transaction Prices by Winfried Pohlmeier & Roman Liesenfeld [Downloadable!] 2003 Concentración Accionarial Y Liquidez De Mercado: Un Analisis Con Ecuaciones Simultáneas by Antonio Mínguez Vera & Juan Francisco Martín Ugedo [Downloadable!] 2003 Technology Upgrading with Learning Cost by Ahn, Sanghoon [Downloadable!] 2003 Stock Recommendations in Swedish Printed Media: Leading or Misleading? by Lidén, Erik R. [Downloadable!] 2003 Swedish Stock Recommendations: Information Content or Price Pressure? by Lidén, Erik R. [Downloadable!] 2003 Strategic Behavior and Underpricing in Uniform Price Auctions by Matti Keloharju & Kjell G. Nyborg & Kristian Rydqvist [Downloadable!] 2003 Sensitivity Analysis of VaR Expected Shortfall for Portfolios Under Netting Agreements by Jean-David FERMANIAN & Olivier SCAILLET [Downloadable!] 2003 Nonparametric Estimation of Copulas for Time Series by Jean-David FERMANIAN & Olivier SCAILLET [Downloadable!] 2003 Does anonymity matter in electronic limit order markets ? by Thierry, FOUCAULT & Sophie, MOINAS & Erik, THEISSEN [Downloadable!] 2003 A Reality Check on Hedge Funds Returns by Posthuma, Nolke & Sluis, Pieter Jelle van der [Downloadable!] 2003 Corporate control concentration measurement and firm performance by Crama, Y. & Leruth, L. & Renneboog, L.D.R. [Downloadable!] 2003 The bank's choice of financing and the correlation structure of loan returns by Ioannidou, V.P. & Pierides, Y. [Downloadable!] 2003 Economic hedging portfolios by Werker, B.J.M. & Goorbergh, R.W.J. van den & Roon, de F.A. [Downloadable!] 2003 Dollar Denominated Debt and Optimal Security Design by John Geanakoplos & Felix Kubler [Downloadable!] 2003 Strategic Freedom, Constraint, and Symmetry in One-period Markets with Cash and Credit Payment by Martin Shubik & Eric Smith [Downloadable!] 2003 Structure, Clearinghouses and Symmetry by Martin Shubik & Eric Smith [Downloadable!] 2003 International Trade, Hedging and the Demand for Forward Contracts by Jens, EISENSCHMIDT & Klaus, WAELDE [Downloadable!] 2003 Does Anonymity Matter in Electronic Limit Order Markets? by Foucault, Thierry & Moinas, Sophie & Theissen, Erik [Downloadable!] 2003 Does Binding of Feedback Influence Myopic Loss Aversion? An Experimental Analysis by Langer, Thomas & Weber, Martin [Downloadable!] 2003 Overconfidence and Trading Volume by Glaser, Markus & Weber, Martin [Downloadable!] 2003 Financial Distress and Bank Restructuring of Small to Medium Size UK Companies by Franks, Julian R & Sussman, Oren [Downloadable!] 2003 On the Trend Recognition and Forecasting Ability of Professional Traders by Glaser, Markus & Langer, Thomas & Weber, Martin [Downloadable!] 2003 Dynastic Management by Caselli, Francesco & Gennaioli, Nicola [Downloadable!] 2003 Exchange Rates, Equity Prices and Capital Flows by Hau, Harald & Rey, Hélène [Downloadable!] 2003 Exchange Rate Dynamics, Learning and Misperception by Gourinchas, Pierre-Olivier & Tornell, Aaron [Downloadable!] 2003 Judging Fund Managers by the Company They Keep by Cohen, Randolph & Coval, Joshua & Pástor, Luboš [Downloadable!] 2003 Household Stockholding in Europe: Where Do We Stand, and Where Do We Go? by Guiso, Luigi & Haliassos, Michalis & Jappelli, Tullio [Downloadable!] 2003 Economic Policy and Wage Differentials in Latin America by Jere R. Behrman & Nancy Birdsall & Miguel Székely [Downloadable!] 2003 Initial Public Offerings and Venture Capital in Germany by Stefanie Franzke (Contact), Stefanie Grohs, Christian Laux [Downloadable!] 2003 Prediction of Financial Downside-Risk with Heavy-Tailed Conditional Distributions by Stefan Mittnik & Marc S. Paolella [Downloadable!] 2003 Financing Entrepreneurial Firms in Europe: Facts, Issues, and Research Agenda by Laura Bottazzi & Marco da Rin [Downloadable!] 2003 How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series? by Allan Timmermann & M. Hashem Pesaran [Downloadable!] 2003 Privatizing Social Security Under Balanced-Budget Constraints: A Political-Economy Approach by Assaf Razin & Efraim Sadka [Downloadable!] 2003 On the Extent of Arbitrage Constraints within Transaction Algebras (A non-standard approach) by Rodolfo Apreda [Downloadable!] 2003 How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series? by Pesaran, H.M. & Timmermann, A. [Downloadable!] 2003 Demographic Change and the UK Savings Rate by David Demery & Nigel Duck [Downloadable!] 2003 Strategic Investor Behaviour and the Volume-Volatility Relation in Equity Markets by Randi Naes & Johannes A. Skjeltorp [Downloadable!] 2003 An Empirical Analysis of Liquidity and Order Flow in the Brokered Interdealer Market for Government of Canada Bonds by Chris D'Souza & Charles Gaa & Jing Yang [Downloadable!] 2003 The Syndicated Loan Market: Developments in the North American Context by Jim Armstrong [Downloadable!] 2003 An Index of Financial Stress for Canada by Mark Illing & Ying Liu [Downloadable!] 2003 Monetary and Financial Thinking in Europe - Evidence from Four Decades of SUERF by Jean-Paul Abraham [Downloadable!] 2003 The Theory of Financial Intermediation: An Essay On What It Does (Not) Explain by Bert Scholtens & Dick van Wensveen [Downloadable!] 2003 Indifference pricing of insurance contracts in a product space model by Thomas Møller [Downloadable!] 2003 Using copulae to bound the Value-at-Risk for functions of dependent risks by Paul Embrechts & Andrea Höing & Alessandro Juri [Downloadable!] 2003 A monetary value for initial information in portfolio optimization by Martin Schweizer & Dirk Becherer & Jürgen Amendinger [Downloadable!] 2003 Momentum and Turnover: Evidence from the German Stock Market by Markus Glaser & Martin Weber [Downloadable!] 2003 Macroeconomic Variables And Stock Prices by Jan Kodera & pankova@vse.cz). [Downloadable!] 2003 Informative Value Of Firm Capital Structure by Patrik Bauer & Vít Bubák [Downloadable!] 2003 Modelos predictivos de redes neuronales en índices bursátiles by Parisi F, Antonino & Parisi F, Franco & Guerrero C., José Luis 2003 An assessment of the Rioja wine sector by Fernado Gómez-Bezares & Mikel Larreina [Downloadable!] 2003 Notations et écarts de rentabilité:le marché français avant l'euro by Hervé Alexandre & Maxime Merli [Downloadable!] 2003 Tendenzen in der deutschen Industrie - Effekte veränderter Finanzierungsbedingungen und neuer IuK-Techniken by Hans-Günther Vieweg 2003 The Capital Market as a Growth Engine by Michael C. Jensen & John Kay & Harvey Pitt & Jürgen Stark [Downloadable!] 2003 A Comparison of Alternative Spread Decomposition Models on Euronext Brussels by Rudy De Winne & Christophe Majois 2003 Les Fonds Alternatifs sont-ils reellement decorreles des produits d'investissments classiques? by Daniel Capocci & Romain Mahieu 2003 Lead Lag Relationships between Short Term Options and the French Stock Index CAC 40: The Impact of Time Measurement by Alexis Cellier 2003 An Empirical Evaluation of Non-Linear Trading Rules by Julián Andrada-Félix & Fernando Fernadez-Rodriguez & Maria-Dolores Garcia-Artiles & Simon Sosvilla-Rivero [Downloadable!] 2002 Evaluating Density Forecasts with an Application to Stock Market Returns by Raunig, Burkhard & de Raaij, Gabriela [Downloadable!] 2002 The Local Bias of Individual Investors by Ning Zhu [Downloadable!] 2002 Up Close and Personal: An Individual Level Analysis of the Disposition Effect by Ning Zhu & Ravi Dhar [Downloadable!] 2002 Inequality over the Business Cycle: Estimating Income Risk using Micro-Data on Consumption by Giorgio Primiceri & Thijs van Rens [Downloadable!] 2002 Time-Changed Levy Processes and Option Pricing by Peter Carr & Liuren Wu [Downloadable!] 2002 Contagion in Financial Markets by David Backus & Silverio Foresi & Liuren Wu [Downloadable!] 2002 Optimization of Risk Exposure by Alexei Gretchikha [Downloadable!] 2002 The Future of the Stock Market Channel In Egypt by Maged Shawky Sourial [Downloadable!] 2002 A Benchmark Framework for Integrated Risk Management by Eckhard Platen [Downloadable!] 2002 Benchmark Model with Intensity Based Jumps by Eckhard Platen [Downloadable!] 2002 Consistent Pricing and Hedging for a Modified Constant Elasticity of Variance Model by David Heath & Eckhard Platen [Downloadable!] 2002 A Benchmark Approach to Filtering in Finance by Eckhard Platen & Wolfgang Runggaldier [Downloadable!] 2002 A Discrete Time Benchmark Approach for Finance and Insurance by Hans Buhlmann & Eckhard Platen [Downloadable!] 2002 How large is liquidity risk in an automated auction market? by Pierre Giot & Joachim Grammig [Downloadable!] 2002 Inequality over the Business Cycle: Estimating Income Risk Using Micro-Data on Consumption by Giorgio Primiceri & Thijs van Rens [Downloadable!] 2002 Giffen Goods and Market Making by Giovanni Cespa [Downloadable!] 2002 Equilibrium Selection through Incomplete Information in Coordination Games: An Experimental Study by Rosemarie Nagel & Antonio Cabrales & Roc Armenter [Downloadable!] 2002 Bubbles, crashes and intermittency in agent based market models by Irene Giardina & Jean-Philippe Bouchaud [Downloadable!] 2002 Statistical models for company growth by Matthieu Wyart & Jean-Philippe Bouchaud [Downloadable!] 2002 More statistical properties of order books and price impact by Marc Potters & Jean-Philippe Bouchaud [Downloadable!] 2002 More statistical properties of order books and price impact by Marc Potters & Jean-Philippe Bouchaud [Downloadable!] 2002 Statistical properties of stock order books: empirical results and models by Jean-Philippe Bouchaud & Marc Mezard & Marc Potters [Downloadable!] 2002 Statistical properties of stock order books: empirical results and models by Jean-Philippe Bouchaud & Marc Mezard & Marc Potters [Downloadable!] 2002 Statistical analysis of the implied volatility derivative by Paul Lynch & Nigel Allinson 2002 Probability distribution of returns in the Heston model with stochastic volatility by A. Dragulescu & V. M. Yakovenko 2002 Operational Risk Management by Jacques Pezier [Downloadable!] 2002 Market Timing and Selectivity: Evidence from Australian Equity Superannuation Funds by Michael E. Drew & Madhu Veeraraghavan & Vanessa Wilson [Downloadable!] 2002 Continuous Time Regime Switching Models and Applications in Estimating Processes with Stochastic Volatility and Jumps by Kyriakos Chourdakis [Downloadable!] 2002 The medieval origins of the 'Financial Revolution': usury, rentes, and negotiablity by Munro, John H. [Downloadable!] 2002 Evaluating Density Forecasts with an Application to Stock Market Returns by Gabriela de Raaij & Burkhard Raunig [Downloadable!] 2002 Speculative Behavior and Heterogeneous Expectations: Theory and Evidence by Cheolbeom Park [Downloadable!] 2002 Can the Forecasts Generated from E/P Ratio and Bond Yield be Used to Beat Stock Markets? by Wing-Keung Wong & Boon-Kiat Chew & Douglas Sikorski [Downloadable!] 2002 Historical Perspectives on Financial Development and Economic Growth by Peter L. Rousseau [Downloadable!] 2002 Spurious Regressions in Financial Economics? by Wayne E. Ferson & Sergei Sarkissian & Timothy Simin [Downloadable!] 2002 Understanding Mutual Fund and Hedge Fund Styles Using Return Based Style Analysis by Arik Ben Dor & Ravi Jagannathan [Downloadable!] 2002 On the Relationship Between the Conditional Mean and Volatility of Stock Returns: A Latent VAR Approach by Michael W. Brandt & Qiang Kang [Downloadable!] 2002 International Financial Liberalization and Industry Growth by Vlachos, Jonas & Waldenström, Daniel [Downloadable!] 2002 International Financial Liberalization and Industry Growth by Vlachos, Jonas & Waldenström, Daniel [Downloadable!] 2002 Investorbeskyttelse og virksomhedsovertagelser i Danmark by Bennedsen, Morten & Nielsen, Kasper [Downloadable!] 2002 Bestyrelser i unoterede danske virksomheder by Bennedsen, Morten & Nielsen, Kasper [Downloadable!] 2002 Svensk selskabsstyring under pres by Bennedsen, Morten & Nielsen, Kasper [Downloadable!] 2002 Ensartet, proportional beskatning af real kapitalindkomst by Blomgren-Hansen, Niels [Downloadable!] 2002 Skat, arbejdsudbud og omfordeling by Blomgren-Hansen, Niels [Downloadable!] 2002 Must Trust Bust? by Møllgaard, Peter [Downloadable!] 2002 Foundation ownership and financial performance. Do companies need owners? by Thomsen, Steen & Rose, Caspar [Downloadable!] 2002 A Framework for Collateral Risk Control Determination by Didier Cossin & Zhijiang Huang & Daniel Aunon-Nerin & Fer nando González [Downloadable!] 2002 Nonparametric Tests Dependence For Positive Quadrant by Michel DENUIT & Olivier SCAILLET [Downloadable!] 2002 Testing for Concordance Ordering by Ana C. CEBRIÁN & Michel DENUIT & Olivier SCAILLET [Downloadable!] 2002 Controlling price volatility through financial innovation by Alessandro, CITANNA & SCHMEDDERS, Karl [Downloadable!] 2002 The Stock Market and Consumer Confidence: European Evidence by W. Jos Jansen & Niek J. Nahuis [Downloadable!] 2002 Forecast accuracy after pretesting with an application to the stock market by Danilov, D. & Magnus, J.R. [Downloadable!] 2002 Does the ÒNew EconomyÓ Change the Frontiers of the Large Corporation? by Bruno AMABLE & RŽgis BRETON & Xavier RAGOT [Downloadable!] 2002 The Role of Transaction Costs for Financial Volatility: Evidence from the Paris Bourse by Hau, Harald [Downloadable!] 2002 Strategic Behaviour and Underpricing in Uniform Price Auctions: Evidence from Finnish Treasury Auctions by Keloharju, Matti & Nyborg, Kjell G & Rydqvist, Kristian [Downloadable!] 2002 Europe's 'New' Stock Markets by Bottazzi, Laura & Da Rin, Marco [Downloadable!] 2002 Expected Returns and Expected Dividend Growth by Lettau, Martin & Ludvigson, Sydney [Downloadable!] 2002 Entrepreneurial Incentives in Stock Market Economies by Acharya, Viral V & Bisin, Alberto [Downloadable!] 2002 An Evaluation Framework for Alternative VaR Models by Bams, Dennis & Lehnert, Thorsten & Wolff, Christian C [Downloadable!] 2002 Momentum and Turnover: Evidence from the German Stock Market by Glaser, Markus & Weber, Martin [Downloadable!] 2002 Some Contagion, Some Interdependence: More Pitfalls in Tests of Financial Contagion by Corsetti, Giancarlo & Pericoli, Marcello & Sbracia, Massimo [Downloadable!] 2002 The Microstructure of Stock Markets by Biais, Bruno & Glosten, Larry & Spatt, Chester S [Downloadable!] 2002 Factor Based Index Tracking by Corielli, Francesco & Marcellino, Massimiliano [Downloadable!] 2002 What Do State-Owned Firms Maximize? Evidence from the Italian Banks by Sapienza, Paola [Downloadable!] 2002 Macroeconomic Sources of FOREX Risk by Smith, Peter N & Wickens, Michael R [Downloadable!] 2002 Circuit Breakers and the Tail Index of Equity Returns by John Galbraith & Serguei Zernov [Downloadable!] 2002 Estimating the Probability of Informed Trading - Does Trade Misclassification Matter? by Joachim Grammig & Erik Theissen [Downloadable!] 2002 Trader Anonymity, Price Formation and Liquidity by Erik Theissen [Downloadable!] 2002 The Asian and European Banking Systems: The Case of Spain in the Quest for Develpoment and Stability by Sonsoles Gallego & Alicia García Herrero & Jesús Saurina [Downloadable!] 2002 Latin American Financial Development in Perspective by Alicia García Herrero & Javier Santillán & Sonsoles Gallego & Lucía Cuadro & Carlos Egea [Downloadable!] 2002 The Microstructure of Multiple-Dealer Equity and Government Securities Markets: How They Differ by Toni Gravelle [Downloadable!] 2002 Alternative Trading Systems: Does One Shoe Fit All? by Nicolas Audet & Toni Gravelle & Jing Yang [Downloadable!] 2002 exposita notes : Valuation in infinite-horizon sequential markets with portfolio constraints by Kevin X.D. Huang [Downloadable!] 2002 An analysis of a least squares regression method for American option pricing by Philip Protter & Emmanuelle Clément & Damien Lamberton [Downloadable!] 2002 A model of financial market with several interacting assets. Complete market case by Victoria Steblovskaya & Sergio Albeverio [Downloadable!] 2002 Comments on the life and mathematical legacy of Wolfgang Doeblin by Marc Yor & Bernard Bru [Downloadable!] 2002 Floor versus Screen Trading: Evidence from the German Stock Market by Erik Theissen 2002 Avances recientes en métodos bootstrap para procesos ARCH. Una aplicación en el mercado español de valores by JESÚS ÁNGEL MIGUEL ÁLVAREZ & PILAR OLAVE RUBIO [Downloadable!] 2001 Investment Behaviour of German Equity Fund Managers by Arnswald, Torsten [Downloadable!] 2001 Trading Takes Time by Liang Peng [Downloadable!] 2001 Discounts On Illiquid Stocks: Evidence From China by Zhiwu Chen & Peng Xiong [Downloadable!] 2001 Stock Valuation and Investment Strategies by Zhiwu Chen & Ming Dong [Downloadable!] 2001 Defining Residual Risk-Sharing Opportunities: Pooling World Income Components by Stefano Athanasoulis & Robert J. Shiller [Downloadable!] 2001 A Non-Random Walk Down the Main Street: Impact of Price Trends on Trading Decisions of Individual Investors by Alok Kumar & Ravi Dhar [Downloadable!] 2001 A Valuation Study of Stock-Market Seasonality and Firm Size by Zhiwu Chen & Jan Jindra [Downloadable!] 2001 Stock Valuation in Dynamic Economics by Zhiwu Chen & Gurdip S. Bakshi [Downloadable!] 2001 Dynamics of Effective Quotes and Spreads Between Consecutive Trades - A Real-Time Structural Model of Price Formation by Liang Peng [Downloadable!] 2001 A New Approach of Valuing Illiquid Asset Portfolios by Liang Peng [Downloadable!] 2001 Shock Effects on Stocks, Bonds, and Exchange Rates by Ray C. Fair [Downloadable!] 2001 The Significance of the Market Portfolio by Robert J. Shiller & Stefano Athanasoulis [Downloadable!] 2001 Quantum Market Games by E. W. Piotrowski & J. Sladkowski [Downloadable!] 2001 Bifurcation Routes in Financial Markets by Author Miloslav [Downloadable!] 2001 Arbitrage in Continuous Complete Markets by Eckhard Platen [Downloadable!] 2001 Benchmark Pricing of Credit Derivatives Under a Standard Market Model by Mark Craddock & Eckhard Platen [Downloadable!] 2001 A Benchmark Model for Financial Markets by Eckhard Platen [Downloadable!] 2001 A Minimal Financial Market Model by Eckhard Platen 2001 New Findings Regarding Return Autocorrelation Anomalies and the Importance of Non-trading Periods by Josep Garcia Blandón [Downloadable!] 2001 A Comparison of Stock Market Mechanisms by Giovanni Cespa [Downloadable!] 2001 Hedge your Monte Carlo by Marc Potters & Jean-Philippe Bouchaud & Dragan Sestovic 2001 Microscopic models for long ranged volatility correlations by Irene Giardina & Jean-Philippe Bouchaud & Marc Mezard [Downloadable!] 2001 Profit opportunities, crash prediction and risk minimization in artificial and real-world markets by Neil F. Johnson, David Lamper, Paul Jefferies, Michael Hart and Sam Howison 2001 Evolution, Efficiency and Noise Traders in a One-Sided Auction Market by Guo Ying (Rosemary) Luo 2001 Is There More to Long Memory in Fixed-Income Excess Returns and Volatility than Structural Instability? by Robert A. Connolly, Nuray G½ner, and Kenneth N. Hightower 2001 Matching and the Estimated Impact of Inter-listing (updated July 2003) by Ryan J. Davies [Downloadable!] 2001 A Comparison of Trading Costs in the U.S. Municipal, Corporate, and Treasury Bond Market by Chakravarty, Sugato & Sarkar, Asani 2001 Fixing for your life by Reinhart, Carmen & Calvo, Guillermo [Downloadable!] 2001 A No-Arbitrage Approach to Range-Based Estimation of Return Covariances and Correlations by Michael W. Brandt & Francis X. Diebold [Downloadable!] 2001 Stock Returns and the Dispersion in Earnings Forecasts by Cheolbeom Park [Downloadable!] 2001 Model Uncertainty and Liquidity by Bryan R. Routledge & Stanley E. Zin [Downloadable!] 2001 The Psychophysiology of Real-Time Financial Risk Processing by Andrew W. Lo & Dmitry V. Repin [Downloadable!] 2001 Instrumental Variables and the Search for Identification: From Supply and Demand to Natural Experiments by Joshua Angrist & Alan B. Krueger [Downloadable!] 2001 Empirical Assessment of an Intertemporal option Pricing Model with Latent variables by Garcia, R. & Luger, R. & Renault, E. 2001 Empirical Assessment of an Intertemporal option Pricing Model with Latent variables by Garcia, R. & Luger, R. & Renault, E. 2001 Asymmetric Smiles, Leverage Effects and Structural Parameters by Garcia, R. & Luger, R. & Renault, E. 2001 Asymmetric Smiles, Leverage Effects and Structural Parameters by Garcia, R. & Luger, R. & Renault, E. 2001 Empirical Assessment of an Intertemporal Option Pricing Model with Latent variables by GARCIA,René & LUGER, Richard & RENAULT, Éric [Downloadable!] 2001 Empirical Assessment of an Intertemporal Option Pricing Model with Latent variables by GARCIA,René & LUGER, Richard & RENAULT, Éric [Downloadable!] 2001 Asymmetric Smiles, Leverage Effects and Structural Parameters by GARCIA,René & LUGER, Richard & RENAULT, Éric [Downloadable!] 2001 Asymmetric Smiles, Leverage Effects and Structural Parameters by GARCIA,René & LUGER, Richard & RENAULT, Éric [Downloadable!] 2001 Single Factor Stochastic Models With Seasonality Applied To Underlying Weather Derivatives Variables by Enric Valor & Hipòlit Torró & Vicente Meneu [Downloadable!] 2001 Comportamiento Del Precio Y Volatilidad En El Pool Eléctrico Español by Ángel León & Antonio Rubia [Downloadable!] 2001 Liquidity as an Insurance Problem by Felipe Zurita [Downloadable!] 2001 On the Limits to Speculation in Centralized versus Decentralized Market Regimes by Felipe Zurita [Downloadable!] 2001 Winner's Curse in Discriminatory Price Auctions: Evidence from the Norwegian Treasury Bill Auctions by Hoidal Bjonnes, Geir [Downloadable!] 2001 Empirical Probability Distributions of Real Return from Swedish Stock and Bond Portfolios by Graflund, Andreas [Downloadable!] 2001 Are the Nordic Stock Markets Mean Reverting? by Graflund, Andreas [Downloadable!] 2001 Some Time Serial Properties of the Swedish Real Estate Stock Market, 1939-1998 by Graflund, Andreas [Downloadable!] 2001 Empirical Rationality in the Stock Market by Raahauge, Peter [Downloadable!] 2001 Portfolio Choice under Inflation: Are Popular Recommendations Consistent with Rational Behavior? by Munk, Claus & Sørensen, Carsten & Vinther, Tina Nygaard [Downloadable!] 2001 Capital Flight, North-South Lending, and Stages of Economic Development by Sakuragawa, M. & Hamada, K. 2001 The Impact of Uncertainty and Sunk Costs on Firm Dynamics and Industry Structure: Evidence from the U.S. Manufacturing Sector by Ghosal, V. 2001 The Interdependence of Share Markets in the Developed Economies of East Asia by Leong, S.C. & Felminham, B. 2001 Stock Options and Capital Structure by Macminn, R.D. & Page, F.H. 2001 Innovation et marche financiers: l'impact des avancees therapeutiques sur les rentabilites boursieres des firmes by Campart, S. & Pfister, E. 2001 Variable Selection for Portfolio Choice by Ait-Sahalia, Y. & Brandt, M.W. 2001 On the (Intradaily) Seasonality and Dynamics of a Financial Point Process : A Semiparametric Approach by Veredas, D. & Rodriguez-Poo, J. & Espasa, A. 2001 Information Sharing Liquidity and Transaction Costs in Floor-Based Trading Systems by Lescourret, L. & Foucault, T. 2001 Volatility Spillovers between Foreign Exchange and Emerging Stock Markets by Assoé, K. 2001 Le Benchmarking Immobilier un outil de gestion de performant by Bender, A. & Hoesli, M. 2001 Finance and Economic Growth - a Review of Theory and the Available Evidence by Thiel, M. 2001 Option Market Microstructure and Stochastic Volatility by Steigerwald, D.G. & Vagnoni, R.J. 2001 Entropy Densities: with an Application to Autoregressive Conditional Skewness and Kurtosis by Rockinger, M. & Jondeau, E. 2001 Assessing Market Risk for Hedge Funds Portfolios by François-Serge LHABITANT [Downloadable!] 2001 Correlation Analysis of Financial Contagion: What One Should Know Before Running a Test by Giancarlo Corsetti & Marcello Pericoli & Massimo Sbracia [Downloadable!] 2001 Information sharing, liquidity and transaction costs in floor-based trading systems by FOUCAULT, Thierry & LESCOURRET, Laurence [Downloadable!] 2001 Limit order book as a market for liquidity by FOUCAULT, Thierry & KADAN, Ohad & KANDEL, Eugene [Downloadable!] 2001 The Equity Premium Consensus Forecast Revisited by Ivo Welch [Downloadable!] 2001 Bubbles, Human Judgment, and Expert Opinion by Robert J. Shiller [Downloadable!] 2001 Nonparametric Tests for Positive Quadrant Dependence by DENUIT, Michel & SAILLET, Olivier [Downloadable!] 2001 Measuring and Modelling Variation in the Risk-Return Trade-off by Lettau, Martin & Ludvigson, Sydney [Downloadable!] 2001 Understanding Trend and Cycle in Asset Values: Bulls, Bears and the Wealth Effect on Consumption by Lettau, Martin & Ludvigson, Sydney [Downloadable!] 2001 The Euro and the International Financial System by Portes, Richard [Downloadable!] 2001 Asset Market Linkages in Crisis Periods by de Vries, Casper G & Hartmann, Philipp & Straetmans, Stefan [Downloadable!] 2001 Risk and Intermediation in a Dual Financial Market Model by Bloise, Gaetano & Reichlin, Pietro [Downloadable!] 2001 Limit Order Book as a Market for Liquidity by Foucault, Thierry & Kadan, Ohad & Kandel, Eugene [Downloadable!] 2001 Empirical Analysis of Limit Order Markets by Hollifield, Burton & Miller, Robert & Sandås, Patrik [Downloadable!] 2001 Financial Development and the Sensitivity of Stock Markets to External Influences by Dellas, Harris & Hess, Martin [Downloadable!] 2001 Modelling Scale-Consistent VaR with the Truncated Lévy Flight by Lehnert, Thorsten & Wolff, Christian C [Downloadable!] 2001 Arbitrage with Inelastic Liquidity Demand and Financial Constraints by Attari, Mukarram & Mello, Antonio S [Downloadable!] 2001 Detecting Mutiple Breaks in Financial Market Volatility Dynamics by Elena Andreou & Eric Ghysels [Downloadable!] 2001 Conditional Quantiles of Volatility in Equity Index and Foreign Exchange Data by John Galbraith & Serguei Zernov & Victoria Zinde-Walsh [Downloadable!] 2001 Testing and Comparing Value-at-Risk Measures by Peter Christoffersen & Jinyong Hahn & Atsushi Inoue [Downloadable!] 2001 The New Systems Competition by Hans-Werner Sinn [Downloadable!] 2001 Arbitraging mispriced assets with separation portfolios to lessen total risk by Rodolfo Apreda [Downloadable!] 2001 FJP: Entre los aportantes y la inversión real by Ricardo Schefer [Downloadable!] 2001 Price Discovery in Floor and Screen Trading Systems by Erik Theissen [Downloadable!] 2001 Clustering of Trading Activity in the DAX Index Options Market by Alexander K. Koch & Zdravetz Lazarov [Downloadable!] 2001 Entropy Densities: with an Application to Autoregressive Conditional Skewness and Kurtosis by Rockinger, M. & Jondeau, E. [Downloadable!] 2001 Correlation Analysis of Financial Contagion: What One Should Know before Running a Test by Giancarlo Corsetti & Marcello Pericoli & Massimo Sbracia [Downloadable!] 2001 A Primer on Financial Contagion by Marcello Pericoli & Massimo Sbracia [Downloadable!] 2001 The Future Prospects for National Financial Markets and Trading Centres by Gaa, Charles & Stephen Lumpkin & Robert Ogrodnik & Peter Thurlow [Downloadable!] 2001 symposium articles : Contractual restrictions on insider trading: a welfare analysis by Antonio E. Bernardo [Downloadable!] 2001 Risk-minimizing hedging strategies for insurance payment processes by Thomas Møller [Downloadable!] 2001 Fractional Brownian motion, random walks and binary market models by Tommi Sottinen [Downloadable!] 2001 The numeraire portfolio for unbounded semimartingales by Dirk Becherer [Downloadable!] 2001 Analytical value-at-risk with jumps and credit risk by Jun Pan & Darrell Duffie [Downloadable!] 2001 Bachelier and his times: A conversation with Bernard Bru by Murad S. Taqqu [Downloadable!] 2001 Apparent scaling by Ole E. Barndorff-Nielsen & Karsten Prause [Downloadable!] 2001 Collateralized Debt as the Optimal Contract by Jeffrey Lacker [Downloadable!] 2001 Acciones Tecnológicas: ¿Un Episodio De Burbujas Especulativas En El Mercado? by FERNANDO DÍAZ & RODRIGO SÁNCHEZ [Downloadable!] 2001 Spanish stock market structure and the introduction of the derivate securities on the IBEX-35 index by José Emilio Farinós Viñas & Matilde Fernández Blanco [Downloadable!] 2001 Braucht der Neue Markt eine neue Regulierung? by Bernd Rudolph & Bernhard Duijm [Downloadable!] 2000 Tax-Loss Trading and Wash Sales by Mark Grinblatt & Matti Keloharju [Downloadable!] 2000 Distance, Language, and Culture Bias: The Role of Investor Sophistication by Mark Grinblatt & Matti Keloharju [Downloadable!] 2000 Emerging Financial Markets and Early U.S. Growth by Peter L. Rousseau & Richard Sylla [Downloadable!] 2000 Risk Premia and Financial Modelling Without Measure Transformation by Eckhard Platen [Downloadable!] 2000 Short-term Investment and Equilibrium Multiplicity by Giovanni Cespa [Downloadable!] 2000 The Equilibrium Dynamics for an Endogeneous Bid-Ask Spread in a Monopolistic financial Market by Matos, Joao Amaro de & Rosario, Joao Sobral do [Downloadable!] 2000 Path dependent option pricing: the path integral partial averaging method by Andrew Matacz [Downloadable!] 2000 Hedging large risks reduces the transaction costs by Farhat Selmi & Jean-Philippe Bouchaud [Downloadable!] 2000 Hedged Monte-Carlo: low variance derivative pricing with objective probabilities by Marc Potters & Jean-Philippe Bouchaud & Dragan Sestovic [Downloadable!] 2000 Option pricing and hedging with temporal correlations by Lorenzo Cornalba & Jean-Philippe Bouchaud & Marc Potters [Downloadable!] 2000 Wealth condensation in a simple model of economy by Jean-Philippe Bouchaud & Marc Mezard [Downloadable!] 2000 Population dynamics in a random environment by Irene Giardina & Jean-Philippe Bouchaud & Marc Mezard [Downloadable!] 2000 Power-laws in economics and finance: some ideas from physics by Jean-Philippe Bouchaud [Downloadable!] 2000 The Efficient Market Hypothesis: A Survey by Meredith Beechey & David Gruen & James Vickery [Downloadable!] 2000 Option Pricing under Discrete Shifts in Stock Returns by Kyriakos Chourdakis & Elias Tzavalis [Downloadable!] 2000 Registered trader participation during the Toronto Stock Exchange's pre-opening session by Ryan Davies [Downloadable!] 2000 Do Differences in Transparency Affect Trading Costs? Evidence from U.S. Corporate, Municipal and Treasury Bond Markets by Chakravarty, Sugato & Sarkar, Asani 2000 The Day of the Week Effect in the Pakistani Equity Market: An Investigation by Husain, Fazal [Downloadable!] 2000 Volatility and the Euro: an Irish perspective by Cotter, John [Downloadable!] 2000 The long-run behavior of the S&P Composite Price Index and its risk premium by Cohen, Ruben D [Downloadable!] 2000 Finance and Growth: Some theoretical considerations, and a review of the empirical literature by Kotaro Tsuru [Downloadable!] 2000 Non-Gaussian OU Based Models and Some of their Uses in Financial Economics and Modelling by Levy Processes for Financial Econometrics by Barndorff-Nielsen, O.E. & Shepard, N. 2000 A New Approach to Measuring Financial Contagion by Kee-Hong Bae & G. Andrew Karolyi & Rene M. Stulz [Downloadable!] 2000 The Equity Premium and Structural Breaks by Lubos Pastor & Robert F. Stambaugh [Downloadable!] 2000 Cephalon, Inc. Taking Risk Management Theory Seriously by George Chacko & Peter Tufano & Geoffrey Verter [Downloadable!] 2000 Selling Company Shares to Reluctant Employees: France Telecom's Experience by Francois Degeorge & Dirk Jenter & Alberto Moel & Peter Tufano [Downloadable!] 2000 Evaluating the Specification Errors of Asset Pricing Models by Robert J. Hodrick & Xiaoyan Zhang [Downloadable!] 2000 Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk by John Y. Campbell & Martin Lettau & Burton G. Malkiel & Yexiao Xu [Downloadable!] 2000 Letent Variable Models for Stochastic Discount Factors by Garcia, R. & Renault, E. 2000 Latent Variable Models for Stochastic Discount Factors by GARCIA, René & RENAULT, Éric [Downloadable!] 2000 Implicit Bayesian Inference Using Option Prices by Martin, G.M. & Forbes, C.S. & Martin, V.L. [Downloadable!] 2000 La finanza informale nelle economie in via di sviluppo by Arnaldo Mauri [Downloadable!] 2000 Efficient Bargaining and the Skill-Structure of Wages and Employment by Ulrich Kaiser & Winfried Pohlmeier [Downloadable!] 2000 A Bayesian Inference Approach to Testing Mean Reversion in the Swedish Stock Market by Graflund, Andreas [Downloadable!] 2000 A Swedish Real Estate Stock Market Index, 1939-1998 by Graflund, Andreas 2000 On The Relationship Between The Danish Stock And Bond Market In The Medium And Long Term by Olesen, Jan Overgaard & Risager, Ole [Downloadable!] 2000 Deterministic Seasonal Volatility in a Small and Integrated Stock Market: The Case of Sweeden by Berg, L. 2000 Allocating Control over Firms: Stock Markets versus Membership Markets by Dow, G.K. 2000 Towards the 'Cult of the Equity'? Insurance Compamies and the Interwar Capital Market by Scott, P. 2000 Australia, Canada and the Internaitonal Economy in the Era of Post-War Reconstruction by Rooth, T. 2000 The Emergence of Concentrated Ownership and the Rebalacing of Portfolios due to Shareholder Activism in a Financial Market Equilibrium by Katz, B.G. & Owen, J. 2000 The Effect of Excess-of-Loss Reinsurance with Reinstatements of the Cedent's Portfolio by Walhin, J.F. & Paris, J. 2000 The Effect of Excess-of-Loss Reinsurance with Reinstatements of the Cedent's Portfolio by Walhin, J.F. & Paris, J. 2000 Constrained Suboptimality and Financial Innovation in GEI with a Single Commodity by Tirelli, M. 2000 Intraday Value-at-Risk by Giot, P. 2000 Sheep in Wolves' Clothing? Speculators and Price Volatility in Petroleum Markets by Weiner, R.J. 2000 Genetic Algorithm Optimisation for Finance and Investment by Pereira, R. 2000 What's Wrong with International Financial Markets? by Fernandez-Arias, E. & Hausmann, R. 2000 Getting it Right: What to Reform in International Financial Markets by Fernandez-Arias, E. & Hausmann, R. 2000 Style Investing by Barberis, N. & Shleifer, A. 2000 Infrastructures financieres et developpement: chocs et mutations by Gerardin, H. & Guigou, J.-D. & Ory, J.-N. 2000 Option Pricing with Scheduled and Unscheduled News Flows by Perignon, C. 2000 Fonds de placement immobiliers et societes anonymes d'investissement immobilier Analyse comparative et conditions de developpement by Bender, A. & Hoesli, M. & Gaud, P. 2000 Les fonds de placement: definitions et mesures de la performance des fonds de placement sur le marche suisse by Zancanella, S. 2000 Time-Varying Betas and Cross-Sectional Return-Risk Relation: Evidence from the UK by Fraser, P. & Hamelink, F. & Hoesli, M. & MacGregor, B. 2000 Report on Financial Stability by Prepared by the ad hoc working group of the Economic and Financial Committee. 2000 Characteristics and Behaviour of African Factor Markets and Market Institutions and Their Consequences for Economic Growth by Adenikinju, A.F. & Oyeranti, O.A. 2000 Le modele de choix de portefeuille des menages de FOE by Augory, C. & Boutillier, M. & Sejourne, B. 2000 Surveys on Electronic Money by Gormez, Y. & Capie, F. 2000 Exchange rates and trade: How important is hysteresis in trade? by Campa, Jose M. [Downloadable!] 2000 Proportional transaction costs on asset trades : a note on existence by homotopy methods by CITANNA, Alessandro [Downloadable!] 2000 Entropy densities by ROCKINGER, Michael & JONDEAU, Eric [Downloadable!] 2000 On the term structure of default premia in the Swap and Libor markets by SOLNIK, Bruno & COLLIN-DUFRESNE, Pierre [Downloadable!] 2000 Trader Anonymity, Price Formation and Liquidity by THIESSEN, Eric [Downloadable!] 2000 Rating and Spread:The French Market before Euro by Hervé Alexandre & Maxime Merli [Downloadable!] 2000 Inherent Efficiency, Security Markets, and the Pricing of Investment Strategies by Liang Zou [Downloadable!] 2000 Cross- and Auto-Correlation Effects arising from Averaging: The Case of US Interest Rates and Equity Duration by Winfried G. Hallerbach [Downloadable!] 2000 Imperfect Competition on Stock Markets: the Impact of Options at the Exercise Date by Boyer, C. & Demange, G. 2000 Imperfect Competition on Stock Markets: the Impact of Options at the Exercise Date by Boyer, C. & Demange, G. 2000 Did the EMS Reduce the Cost of Capital? by Sentana, Enrique [Downloadable!] 2000 Household Portfolios in Italy by Guiso, Luigi & Jappelli, Tullio [Downloadable!] 2000 Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation and Empirical Results by Elena Andreou & Eric Ghysels [Downloadable!] 2000 The Asian Financial Crisis: The Role of Derivative Securities Trading and Foreign Investors by Eric Ghysels & Junghoon Seon [Downloadable!] 2000 Factor Mobility and Fiscal Policy in the EU: Policy Issues and Analytical Approaches by David E. Wildasin [Downloadable!] 2000 The Australian Securitisation Market by Alvin Liaw & Guy Eastwood [Downloadable!] 2000 research articles : Large time and small noise asymptotic results for mean reverting diffusion processes with applications by Jeffrey Callen & Lin Xu & Suresh Govindaraj [Downloadable!] 2000 research articles : Asset price bubbles in Arrow-Debreu and sequential equilibrium by Kevin X.D. Huang & Jan Werner [Downloadable!] 2000 exposita notes : A martingale characterization of equilibrium asset price processes by A. Lazrak & J.P. DÊcamps [Downloadable!] 2000 Implied savings accounts are unique by Martin Schweizer & Christophe Stricker & Frank DÃberlein [Downloadable!] 2000 Modelling of stock price changes: A real analysis approach by Rimas Norvaisa [Downloadable!] 2000 Introduction to a theory of value coherent with the no-arbitrage principle by Marco Frittelli [Downloadable!] 2000 Efficient hedging: Cost versus shortfall risk by Hans FÃllmer & Peter Leukert [Downloadable!] 2000 Börsenlandschaft im Umbruch by Rigmar Osterkamp 2000 The report of the International Financial Institution Advisory Commission : comments on the critics ; reform of the international architecture by Allan Meltzer [Downloadable!] 2000 Realistic and romantic reforms of the international financial system : reform of the international architecture by Barry Eichengreen [Downloadable!] 2000 The Financial Stability Forum ; reform of the international architecture by Svein Andresen [Downloadable!] 1999 Do Call Prices and the Underlying Stock Always Move in the Same Direction? by Charles Quanwei Cao & Gurdip S. Bakshi & Zhiwu Chen [Downloadable!] 1999 On the Log-Return Distribution of Index Benchmarked Share Prices by Eckhard Platen 1999 A Minimal Share Market Model with Stochastic Volatility by Eckhard Platen 1999 Optimal Bail Out Policy, Conditionality and Constructive Ambiguity by Xavier Freixas [Downloadable!] 1999 The book-to-market and size effects in a general asset pricing model: evidence from seven national markets by Maroney, Neal C. & Protopapadakis, Aris A. [Downloadable!] 1999 Eeast Asia Through a Glass Darkly: Disparate Lenses on the Road to Damascus by Dean, J.W. 1999 Estimating Correlated Diffusions by Jones, R.A. 1999 Random matrix theory and financial correlations by Laurent Laloux & Pierre Cizeau & Jean-Philippe Bouchaud & Marc Potters [Downloadable!] 1999 Random matrix theory by Laurent Laloux & Pierre Cizeau & Jean-Philippe Bouchaud & Marc Potters 1999 An empirical investigation of the forward interest rate term structure by Andrew Matacz & Jean-Philippe Bouchaud [Downloadable!] 1999 Explaining the forward interest rate term structure by Andrew Matacz & Jean-Philippe Bouchaud [Downloadable!] 1999 The IT Revolution and the Stock Market by Greenwood, J. & Jovanovic, B. [Downloadable!] 1999 Marriage, Assets, and Savings by Joseph Lupton & James P. Smith [Downloadable!] 1999 Efficiency in a Thinly Traded Market: The Case of Pakistan by Husain, Fazal & Forbes, Kevin [Downloadable!] 1999 Stock Returns Volatility in an Emerging Market: The Pakistani Evidence by Husain, Fazal & UPPAL, Jamshed [Downloadable!] 1999 The North American natural gas liquids markets are chaotic by Serletis, Apostolos & Gogas, Periklis [Downloadable!] 1999 Emerging Financial Markets and Early U.S. Growth by Peter L. Rousseau & Richard Sylla [Downloadable!] 1999 The Shape of the Risk Premium: Evidence from a Semiparametric Garch Model by LINTON, Olivier & PERRON, Benoît [Downloadable!] 1999 - Evaluation Of The Fixing Trading System In The Spanish Market by David Abad & Antonio Rubia [Downloadable!] 1999 Exchange Rate Exposure, Foreign Involvement and Currency Hedging of Firms - Some Swedish Evidence by Nydahl, Stefan [Downloadable!] 1999 Institutions for the Selection of Entrepreneurs: Implications for Economic Growth and Financial Crises by Pelikan, Pavel [Downloadable!] 1999 Efficient estimation of price adjustment coefficients by Lyhagen, Johan [Downloadable!] 1999 Markedsmagt by Møllgaard, H, Peter [Downloadable!] 1999 Assessment of Corporate Sector Value and Vulnerability: Links to Exchange Rtae and Financial Crises by Gray, D.F. 1999 Promary Securities Markets. Cross Country Findings by Aylward, A. & Glen, J. 1999 Currency Hedging for International Stock Portfolios: a General Approach by de Roon, F.A. & Nijman, T.E. & Werker, B.J.M. 1999 The Choice of Acquiring Medical Information on Life Insurance Markets by Sulganik, E. & Zilcha, I. 1999 Excessive FDI Flows under Asymmetric Information by Razin, A. & Sadka, E. & Yuen, C.-W. 1999 The Application of Operations Research Techniques to Financial Markets by Board, J. & Sutcliffe, C. & Ziemba, W. 1999 Eeast Asia Through a Glass Darkly: Disparate Lenses on the Road to Damascus by Dean, J.W. 1999 Eeast Asia Through a Glass Darkly: Disparate Lenses on the Road to Damascus by Dean, J.W. 1999 Estimating Correlated Diffusions by Jones, R.A. 1999 Estimating Correlated Diffusions by Jones, R.A. 1999 Pricing Foreign Currency and Cross-Currency Options Under GARCH by Wei, J.Z. & Duan, J.C. 1999 Pricing Foreign Currency and Cross-Currency Options Under GARCH by Wei, J.Z. & Duan, J.C. 1999 Empirical Tests of an Option Price Inversion Approach by McIntyre, M. 1999 Empirical Tests of an Option Price Inversion Approach by McIntyre, M. 1999 Marriage, Assets, and Savings by Lupton, J. & Smith, J.P. 1999 Marriage, Assets, and Savings by Lupton, J. & Smith, J.P. 1999 Microstates and Offshore Finance: the Political Economy of Vulnerability by Hampton, M.P. 1999 Mutual Fund Returns and Market Microstructure by Carthart, M.M. & Kaniel, R. & Musto, D.K. & Reed, A. 1999 The High Volume Return Premium by Gervais, S. & Kaniel, R. & Mingelgrin, D. 1999 Une application de la formule de Jarrow et Rudd aux options sur indice CAC 40 by Capelle-Blancard, G. & Jurczenko, E. 1999 Une application de la formule de Jarrow et Rudd aux options sur indice CAC 40 by Capelle-Blancard, G. & Jurczenko, E. 1999 The Interest Rate/FX Arbitrage Under Peg Regime: a Duffie Singleton Approach by Aspandilarov, S. & Bottazzi, J.-M. 1999 The Interest Rate/FX Arbitrage Under Peg Regime: a Duffie Singleton Approach by Aspandilarov, S. & Bottazzi, J.-M. 1999 General Equilibrium of FDinancial Markets: An Introduction by Florenzano, M. 1999 General Equilibrium of FDinancial Markets: An Introduction by Florenzano, M. 1999 On the Different Notions of Arbitrage and Existence of Equilibrium by Dana, R.-A. & Le Van, C. & Magnien, F. 1999 On the Different Notions of Arbitrage and Existence of Equilibrium by Dana, R.-A. & Le Van, C. & Magnien, F. 1999 Infinite-Horizon Optimal Hedging Under Cone Constraints by Huang, K.X. 1999 Is It True that Insurers Benefit from a Catastrophic Event? Market Reactions to the 1995 Hanshin-Awaji Earthquake by Yamori, N. & Kobayashi, T. 1999 The Stochastic Conditional Duration Model: a Latent Factor Model for the Analysis of Financial Durations by Bauwens, L. & Veredas, D. 1999 The Stochastic Conditional Duration Model: a Latent Factor Model for the Analysis of Financial Durations by Bauwens, L. & Veredas, D. 1999 Time Transformations, Intraday Data and Volatility Models by Giot, P. 1999 Time Transformations, Intraday Data and Volatility Models by Giot, P. 1999 Corporate Governance Structres, Control and Performance in European Markets: A Tale of Two Systems by Crama, Y. & Leruth, L. & Renneboog, L. & Urbain, J.P. 1999 Corporate Governance Structres, Control and Performance in European Markets: A Tale of Two Systems by Crama, Y. & Leruth, L. & Renneboog, L. & Urbain, J.P. 1999 A Multicriterion System for Credit Risk Rating by Khalil, J. & Martel, J.-M. & Jutras, P. 1999 Forecasting Ability but No Profitability: an Empirical Evaluation of Genetic Algorithm-Optimized Technical Trading Rules by Pereira, R. 1999 Estimating Daily Volatility in Financial Markets Utilizing Intraday Data by Bollen, B. & Inder, B. 1999 "Structural Changes of the Financial System and Corporate Governance in Japan" by Kojima, K. 1999 Dynamic Factor Models by Gourieroux, C. & Jasiak, J. 1999 Institutions for the Selection of Entrepreneurs: Implications for Economic Growth and Financial Crises by Pelikan, P. 1999 Demand Curves for Stocks do Slope Down: New Evidence from an Index Weights Adjustment by Kaul, A. & Mehrotra, V. & Morck, R. 1999 The Profits to Insider Trading: a Performance-Evaluation Perspective by Jeng, L.A. & Metrick, A. & Zeckhauser, R. 1999 Mesures et gestion du risque. Le taux d'interet au budget communal. Application a un panel de 859 villes francaises by Michel, L. 1999 Le comportement des places financieres asiatiques avant et apres la "Crise": cointegration, contagion et globalisation des marches by Ory, J.-N. 1999 Financial Capital Mobility and the Origins of Stock Markets by Verdier, D. 1999 Financial Capital Mobility and the Origins of Stock Markets by Verdier, D. 1999 Investing in a Real World with Mean-Reverting Inflation by Berkelaar, A. & Kouwenberg, R. 1999 On the Dynamic Interdependence of International Stock Markets: a Swiss Perspective by Isakov, D. & Perignon, C. 1999 EU Repo Markets: Opportunities for Change by The Giovanni Group. 1999 Risk Capital Market, a Key to Job Creation in Europe. From Fragmentation to Integration by Sallard, D. 1999 Do Stock Markets Promote Economic Growth? by Filer, R. & Hanousek, J. & Campos, N. 1999 Vers une prime de risque unique? by Bancel, F. & Ceddaha, F. 1999 Economic & Financial Rationale for a Regional Multilateral Bank in the Middle East & North Africa by Grais, W. & Savorelli, L. 1999 Economic & Financial Rationale for a Regional Multilateral Bank in the Middle East & North Africa by Grais, W. & Savorelli, L. 1999 Knightian Uncertainty Causes Price Intervals in Financial Markets by Basili, M. 1999 Price Impacts and Quote Adjustment on the Nasdaq and NYSE/AMEX by Jones, C.M. & Lipson, M.L. 1999 Price Impacts and Quote Adjustment on the Nasdaq and NYSE/AMEX by Jones, C.M. & Lipson, M.L. 1999 Speculating on a Cure of Cander: A Non-Event that Made Stock Prices Soar by Huberman, G. & Regev, T. 1999 Speculating on a Cure of Cander: A Non-Event that Made Stock Prices Soar by Huberman, G. & Regev, T. 1999 Asset Prices and Default-Free Term Structure in an Equilibrium Model of Default by Chang, G. & Sundaresan, S.M. 1999 Asset Prices and Default-Free Term Structure in an Equilibrium Model of Default by Chang, G. & Sundaresan, S.M. 1999 Sixteenths: Direct Evidence on Institutional Execution Costs by Jones, C.M. & Lipson, M.L. 1999 Sixteenths: Direct Evidence on Institutional Execution Costs by Jones, C.M. & Lipson, M.L. 1999 Execution Costs of Institutional Equity Orders by Jones, C.M. & Lipson, M.L. 1999 Execution Costs of Institutional Equity Orders by Jones, C.M. & Lipson, M.L. 1999 Coexistence de structures d'echange differenciees: justifications theoriques et applications au marche des changes by Laurent, P. & Teiletche, J. 1999 Effet de levier, risque, rendement des actions et cours boursiers by Artus, P. 1999 Stock Returns Volatility on Scandinavian Stock Markets and the Banking Industry. Evidence from the Years of Financial Liberalisation and Banking Crisis by Hyytinen, A. 1999 Does Market Transparency Matter? A Case Study by Vacca, V. & Scalia, A. 1999 Does Market Transparency Matter? A Case Study by Vacca, V. & Scalia, A. 1999 Has Financial Market Integration Increased during the Nineties? by Ayuso, J. & Blanco, R. 1999 Systematic Patterns Before and After Large Price Changes: Evidence from High Frequency Data from the Paris Bourse by Foort HAMELINK [Downloadable!] 1999 Floor versus Screen Trading : Evidence from the German Stock Market by THEISSEN, Erik [Downloadable!] 1999 Financial Innovation and Price Volatility by Alessandro, CITANNA [Downloadable!] 1999 The Investment Policy and the Pricing of Equity in a Levered Firm: a Re-examination of the contingent claims Valuation Approach by CHESNEY, Marc & GIBSON-ASNER, Rajna 1999 Decomposing Portfolio Value-at-Risk: A General Analysis by Winfried G. Hallerbach [Downloadable!] 1999 Corporate governance structures, control and performance in European markets : a tale of two systems by Crama, Y. & Leruth, L. & Renneboog, L.D.R. [Downloadable!] 1999 Systemic Risk, Interbank Relations and Liquidity Provision by the Central Bank by Freixas, Xavier & Parigi, Bruno & Rochet, Jean Charles [Downloadable!] 1999 Information and Geography: Evidence from the German Stock Market by Hau, Harald [Downloadable!] 1999 Risk Sharing and Industrial Specialization: Regional and International Evidence by Sorensen, Bent E & Yosha, Oved [Downloadable!] 1999 Imperfect Market Monitoring and SOES Trading by Foucault, Thierry & Röell, Ailsa A & Sandås, Patrik [Downloadable!] 1999 Optimal Bail-Out, Conditionality and Creative Ambiguity by Freixas, Xavier [Downloadable!] 1999 Consumption, Aggregate Wealth and Expected Stock Returns by Lettau, Martin & Ludvigson, Sydney [Downloadable!] 1999 Competition for Listings by Foucault, Thierry & Parlour, Christine A [Downloadable!] 1999 Wars and Markets: How Bond Values Reflect World War II by Frey, Bruno S. & Kucher, Marcel [Downloadable!] 1999 Has Financial Market Integration Increased during the Nineties? by Juan Ayuso & Roberto Blanco [Downloadable!] 1999 Estimating One-Factor Models of Short-Term Interest Rates by Mc Manus, Des & Watt, David [Downloadable!] 1999 Welfare-improving financial innovation with a single good by Ronel Elul [Downloadable!] 1999 Quantile hedging by Hans FÃllmer & Peter Leukert [Downloadable!] 1999 Stock market prices and long-range dependence by Murad S. Taqqu & Vadim Teverovsky & Walter Willinger [Downloadable!] 1998 Pricing and Hedging Long-Term Options by Charles Quanwei Cao & Gurdip S. Bakshi & Zhiwu Chen [Downloadable!] 1998 A New Bayesian Model of Market Microstructure=20 Behaviour Applied to the Market in Irish Government=20 Securities; Identification Happens! by Peter G. Dunne [Downloadable!] 1998 Electrodynamical model of quasi-efficient financial market by Kirill Ilinski & Alexander Stepanenko [Downloadable!] 1998 Systemic Risk, Interbank Relations and Liquidity Provision by the Central Bank by Xavier Freixas & Bruno Parigi & Jean Charles Rochet [Downloadable!] 1998 Combining Bond Rating Forecasts Using Logit by Kamstra, M. & Kennedy, P. & Suan, T.-K. 1998 Rational decisions, random matrices and spin glasses by Stefano Galluccio & Jean-Philippe Bouchaud & Marc Potters [Downloadable!] 1998 Noise dressing of financial correlation matrices by Laurent Laloux & Pierre Cizeau & Jean-Philippe Bouchaud & Marc Potters [Downloadable!] 1998 Strings Attached by Jean-Philippe Bouchaud & Nicolas Sagna & Rama Cont & Nicole El-Karoui & Marc Potters 1998 Taming large events: portfolio selection for strongly fluctuating assets by Jean-Philippe Bouchaud & Didier Sornette & Christian Walter & Jean-Pierre Aguilar [Downloadable!] 1998 Elements for a theory of financial risks by Jean-Philippe Bouchaud [Downloadable!] 1998 Back to basics: historical option pricing revisited by Jean-Philippe Bouchaud & Marc Potters [Downloadable!] 1998 A Langevin approach to stock market fluctuations and crashes by Jean-Philippe Bouchaud & Rama Cont [Downloadable!] 1998 Systematic Risk Characteristics of Corporate Equity by Geoffrey Shuetrim [Downloadable!] 1998 Non-Speculative Bubbles in Experimental Asset Markets: Lack of Common Knowledge of Rationality Vs. Actual Irrationality by Lei, V. & Noussair, C. & Plott, C.R. 1998 Bubbles and Anti-Crashes in Laboratory Asset Markets with Constant Fundamental Values by Noussair, C. & Robin, S. & Ruffieux, B. 1998 Costs and Benefits of Incorporating Asset Markets into CGE Models: Evidence and Design Issues by Adam, C.S. & Bevan, D.L. 1998 Risk Aversion, Intertemporal Substitution, and Option Pricing by Garcia, R. & Renault, E. 1998 Risk Aversion, Intertemporal Substitution, and Option Pricing by GARCIA, René & RENAULT, Éric [Downloadable!] 1998 Financing Competitive Asset Bids When Information is Asymmetric: The Role of Collateral as a Signal by Hyde, C. & Vercammen, J. 1998 Stock Returns and Inflation by Crosby, M. 1998 "Structural Changes of the Financial System and Corporate Governance in Japan" by Kojima, K. 1998 Macroeconomic perspectives on the Danish economy by Andersen, Torben M. & Hougaard Jensen, Svend E. & Risager, Ole [Downloadable!] 1998 Understanding increasing returns to scale and economic geography by Urban, Dieter M. [Downloadable!] 1998 Neoclassical growth, manufacturing agglomeration, and terms of trade by Urban, Dieter M. [Downloadable!] 1998 The public discount rate and the uncertain budgetary flows by Ahsan, Syed M. & Tsigaris, Panagiotis [Downloadable!] 1998 A simple model of commodity taxation and cross-border shopping by Nielsen, Søren Bo [Downloadable!] 1998 Konjunkturanalyse for Bornholm, 1987-1996. Kapitel 1 by Lund, Lars [Downloadable!] 1998 Incomplete contracts and the use of options to prevent hold-up in investments under uncertainty by Sørensen, Morten [Downloadable!] 1998 Temporary partnerships as an information transmission mechanism by Møllgaard, H. Peter & Overgaard, Per Baltzer [Downloadable!] 1998 Prisdiskrimination og effektiv samfundsmæssig ressourceanvendelse by Blomgren-Hansen, Niels [Downloadable!] 1998 Optimal policy in OG models by Ghiglino, Christian & Tvede, Mich [Downloadable!] 1998 Random walk or mean reversion by Risager, Ole [Downloadable!] 1998 Dynamic optimization in discrete time by Kleis Frederiksen, Niels [Downloadable!] 1998 A note on interpreting consumption tax incidence in OLG models by Kleis Frederiksen, Niels [Downloadable!] 1998 The economics of union cartelization by Blomgren-Hansen, Niels [Downloadable!] 1998 The economic effects of restrictions on government budget deficits by Ghiglino, Christian & Shell, Karl [Downloadable!] 1998 Bosch-Siemens' investment in Slovenia by Møllgaard, H, Peter & Schröder, Philipp [Downloadable!] 1998 The Organization of Financial Exchange Markets: Theory and Evidence by Pirrong, S.C. 1998 The Cost of Capital in International Financial Markets: Local Versus Global Beta by Koedijk, K.G. & Kool, C.J.M. & Nissen, F.G.J.A. & Schotman, P.C. & Van Dijk, M.A. 1998 The Cost of Capital in International Financial Markets: Local Versus Global Beta by Koedijk, K.G. & Kool, C.J.M. & Nissen, F.G.J.A. & Schotman, P.C. & Van Dijk, M.A. 1998 VaR-x: Fat Tails in Financial Risk Management by Huisman, R. & Koedijik, K.G. & Pownall, R.A.J. 1998 VaR-x: Fat Tails in Financial Risk Management by Huisman, R. & Koedijik, K.G. & Pownall, R.A.J. 1998 Combining Bond Rating Forecasts Using Logit by Kamstra, M. & Kennedy, P. & Suan, T.-K. 1998 Estimating the Equity Risk Premium and Equity Costs: New Ways of Looking at Old Data by Booth, L. 1998 Estimating the Equity Risk Premium and Equity Costs: New Ways of Looking at Old Data by Booth, L. 1998 The Cost-Effectiveness of 1930s British Regional Policy by Scott, P. 1998 Excess Returns, Portfolio Choices and Exchange rates Dynamics. The Yen/Dollar Case, 1980-1998 by Andrade, P. & Bruneau, C. 1998 The Cost of Institutional Equity Trades by Keim, D.B. & Madhavan, A. 1998 The Equity Premium and Structural Breaks by Pastor, L. & Stambaugh, R.F. 1998 A Theory of Dividends Based on Tax Clienteles by Allen, F. & Bernardo, A. & Welch, I. 1998 Pessimisme et absence d'echange sur les marches financiers by Tallon, J.-M. 1998 A Multi-Country of Power ARCH Models and National Stock Market Returns by McKenzie, M. & Michell, H. & Brooks, R.D. & Faff, R.W. 1998 Asymmetric ACD Models: Introducing Price Information in ACD Models with a Two State Transition Model by BAUWENS, L. & GIOT, P. 1998 Heterogenous Probabilities in Complete Asset Markets by Calvet, L. & Grandmont, J.-M., Lemaire, I. 1998 Bid-Ask Price Competition with Asymmetric Information Between Market Makers by Calcagno, R. & Lovo, S.M. 1998 Multivalued Stochastic Dominance to Determine the Efficient Set of Assets: Evidence from the Warsow Stock Market by Trzpiot, G. 1998 Equity, Growth and Insurrection: Liberalisation and the Welfare Debate in Contemporary Sri Lanka by Dunham, D. & Jayasuriya, S. 1998 Why Tax Foreign Exchange? Comments on a Proposed Tobin Tax by Dungey, M. 1998 Causality Between Returns and Trated Volumes by Ghysels, E. & Gourieroux, C. & Jasiak, J. 1998 Efficient Trading Strategies in the Presence of Market Frictions by Jouini, E. & Kallal, H. 1998 Arbitrage and Investment Opportunities by Jouini, E. & Napp, C. 1998 Arbitrage Pricing of Derivatives with Bounds on the Underlying Securities by Jouini, E. & Kallal, H. & Napp, C. 1998 Analysis of Financial Risks in a GARCH Framework by Ahlstedt, M. 1998 Decisions de GRH et performance boursiere: existerait-il une specificite du marche francais? by Hubler, J. & Schmidt, G. 1998 Deux modeles d'equilibre de marche: le portefeuille de Markowitz et le CAPM by Paquay, P. 1998 Equations Fonctionnelles et mathematiques financieres by Bair, J. 1998 Calcul exact de rentes viageres fractionnees et indexees sur plusieurs tetes avec reversibilite. Application a la vente par rente viagere by Justens, D. & Schyns, M. & Zandona, S. 1998 The Gilt-Equity Yield Ratio and the Predictability of UK and US Equity Returns by Harris, R.D.F. & Sanchez-Valle, R. 1998 Analysts' Interpretation and Investors' Valuation of Tax Carryforwards by Amir, E. & Sougiannis, T. 1998 Managed Commodity Funds by Edwards, F.R. & Liew, J. 1998 Junior Can't Borrow: a New Perspective on the Equity Premium Puzzle by Constantinides, G.M. & Donaldson, J.B. & Mehra, R. 1998 On the nature of Dependence in the Volatility of US Stock Returns by Barnes, M.L. 1998 Non-Linear Threshold Relationships between Inflation and Nominal Returns: A Time Series Approach to 39 Different Countries by Barnes, M.L. 1998 Evaluation and Monitoring of Business Aid in Finland. Applicant Enterprises Projects and Distributors of Aid in Industrially Declining Regions. A Quantitative Approach by Takis Venetoklis [Downloadable!] 1998 Early News Is Good News. The Effects of Market Opening on Market Volatility by Gallo, G.M. & Pacini, B. 1998 The Profitability of Block Trades in Auction and Dealer Markets by Andy Snell & Ian Tonks [Downloadable!] 1998 Equity Trading Systems in Europe - A survey of recent changes by FOUCAULT, Thierry & DEMARCHI, Marianne [Downloadable!] 1998 Bid-Ask Price Competition with Asymmetric Information between Market Makers by Calcagno, Riccardo & Lovo, Stefano M. [Downloadable!] 1998 Dispersion and Volatility in Stock Returns: An Empirical Investigation by Campbell, John Y & Kim, Sangjoon & Lettau, Martin [Downloadable!] 1998 Why Is the Bid Price Greater than the Ask? Price Discovery during the Nasdaq Pre-Opening by Charles Cao & Eric Ghysels & Frank Hatheway [Downloadable!] 1998 The Good News and the Bad News about Long-run Stock Market Returns by Robertson, Donald & Wright, Stephen 1998 A unified treatment of finite and infinite economies: limited arbitrage is necessary and sufficient for the existence of equilibrium and the core by Graciela Chichilnisky & Geoffrey Heal [Downloadable!] 1998 research articles : by David Cass & Alessandro Citanna [Downloadable!] 1998 Options and sunspots in a simple monetary economy by Gaetano Antinolfi & Todd Keister [Downloadable!] 1998 Mean-variance hedging for continuous processes: New proofs and examples by Martin Schweizer & HuyËn Pham & (*), Thorsten RheinlÄnder [Downloadable!] 1998 Asymptotic arbitrage in large financial markets by Y.M. Kabanov & D.O. Kramkov [Downloadable!] 1998 Tamanho, dimensão e concentração do sistema bancário no contexto de alta e baixa inflação no Brasil by Luiz Fernando Rodrigues de Paula 1998 Financial liberalisation, stockmarkets and economic development by Ajit Singh 1998 Financial Intermediation Versus Stock Markets in a Dynamic Intertemporal Model by Sudipto Bhattacharya & Paolo Fulghieri & Riccardo Rovelli 1998 Volatility and Volatility Spill-overs in Emerging Markets: The case of the African Stock Markets by Joe Appiah-Kusi & Gioia M Pescetto 1998 The Impact of Regulatory Change and Market Shocks on the Weak-Form Efficiency of the Kuwait Stock Exchange by Sadeq Abdelrahim & Phil Holmes 1997 Empirical Performance of Alternative Option Pricing Models by Charles Quanwei Cao & Gurdip S. Bakshi & Zhiwu Chen [Downloadable!] 1997 Empirical Performance of Alternative Option Pricing Models by Charles Quanwei Cao & Gurdip S. Bakshi & Zhiwu Chen [Downloadable!] 1997 Anatomy of a Market Failure: NYSE Trading Suspensions (1974-1988) by Utpal Bhattacharya & Matthew I. Spiegel [Downloadable!] 1997 The Optimal Design of a Market by Sandro Brusco & Matthew O. Jackson [Downloadable!] 1997 Market Crashes Without External Shocks by Sergiu Hart & Yair Tauman [Downloadable!] 1997 Intellectual Property Intensity (IPI) and the Value-Growth Effect by Elli Malki [Downloadable!] 1997 Intellectual property and the valuation of biotechnology by Elli Malki [Downloadable!] 1997 Phenomenology of the interest rate curve by Jean-Philippe Bouchaud & Nicolas Sagna & Rama Cont & Nicole El-Karoui & Marc Potters [Downloadable!] 1997 Missing information and asset allocation by Jean-Philippe Bouchaud & Marc Potters & Jean-Pierre Aguilar [Downloadable!] 1997 Universality classes for extreme value statistics by Jean-Philippe Bouchaud & Marc Mezard [Downloadable!] 1997 Option pricing in the presence of extreme fluctuations by Jean-Philippe Bouchaud & Didier Sornette & Marc Potters [Downloadable!] 1997 Financial modeling and option theory with the truncated Lévy process by Andrew Matacz [Downloadable!] 1997 Herd behavior and aggregate fluctuations in financial markets by Rama Cont & Jean-Philippe Bouchaud [Downloadable!] 1997 Horizon Length and Portfolio Risk by Christian Gollier & Richard J. Zeckhauser [Downloadable!] 1997 Tests of Conditonal Asset Pricing Models in the Brazilian Stock Market by Bonomo, M. & Garcia, R. 1997 The Market Microstructure of Central Bank Intervention by Dominguez & K. 1997 Monetary Interdependence and Coordination by Dominguez, K.M.E. 1997 Interest Rate Dynamics and Consistent Forward Rate Curves by Björk, Tomas & Christensen, Bent Jesper [Downloadable!] 1997 Openness and the exchange rate exposure of national stock markets - a note by Friberg, Richard & Nydahl, Stefan [Downloadable!] 1997 A Positive Theory of Financial Exchange Organization with Normative Implications for Financial Market Regulation by Pirrong, S.C. 1997 Chanelling Domestic Saving into Productive Investment Under Asymmetric Information: The Essential Role of Foreign Direct Investment by Razin, A. & Sadka, E. & Yuen, C.W. 1997 Conflict of Interest in Universal Banking: Evidence from the Post-Issue performance of IPO Firms by Ber, Y. & Yafeh, Y. & Yosha, O. 1997 Brokerage Commissions and Information Allocation by Kandel, E. & Irvine, P. 1997 Couts de transaction, contraintes de vente a decouvert et taxes: une approche unifiee by Carassus, L. & Jouini, E. 1997 The Market Microstructure of Central Bank Intervention by Dominguez & K. 1997 Monetary Interdependence and Coordination by Dominguez, K.M.E. 1997 The Logarithmic ACD Model: An Application to Market Microstructure and NASDAQ by Bauwens, L. & Giot, P. 1997 Price Functionals with Bid-Ask Spreads: An Axiomatic Approach by Jouini, E. 1997 The Informational Content of Household Decisions by Dionne, G. & Gourieroux, C. & Vanasse, C. 1997 Regulatory Trade-Offs in the Design of Concession Contracts by Crampes, C. & Estache, A. 1997 How Efficient Markets Undervalue Stocks: CAPM and ECMH Under Conditions of Uncertainty and Disagreement by Stout, L.A. 1997 Tests of Structural Stability of Risk Premia and Returns Relationship by Tzavalis, E. & Karanikas, E. 1997 Improving Portfolio Performance with Option Strategies: Evidence from Switzerland by Isakov, D. & Morard, B. 1997 A Note on Capital Market Imperfections and Countercyclical Markups by Bagliano, F.C. & Dalmazzo, A. 1997 A Sotchastic Mesh Method for Pricing High-Dimensional American Options by Broadie, M. & Glasserman, P. 1997 A Unifying Framework for Analysing Offsetting Capital Flows and Sterilisation by Brissimis, S.N. & Gibson, H.D. & Tsakalotos, E. 1997 Empirical Studies of Nigeria's Foreign Parallel Market. II: Speculative Efficiency and Noisy Trading by Ayogu, M. 1997 Comment on 'the spirit of capitalism and stock-market-prices' by G.S. Bakshi and Z. Chen (AER, 1996) by Lettau, M. [Downloadable!] 1997 Minimum Price Variations, Time Priority and Quote Dynamics by Cordella, Tito & Foucault, Thierry [Downloadable!] 1997 Volatility Clustering and Volatility Transmission: A Non-Parametric View of ERM Exchange Rates by Artis, Michael J & Zhang, Wenda [Downloadable!] 1997 Can Relationship Banking Survive Competition? by Boot, Arnoud W A & Thakor, Anjan [Downloadable!] 1997 A Unifying Framework for Analysing Offsetting Capital Flows and Sterilisation by Brissimis, S.N. & Gibson, H.D. & Tsakalotos, E. 1997 Optional decomposition and Lagrange multipliers by H. Föllmer & Y.M. Kabanov [Downloadable!] 1997 Weighted norm inequalities and hedging in incomplete markets by Martin Schweizer & Christophe Stricker & Freddy Delbaen & Pascale Monat & Walter Schachermayer [Downloadable!] 1997 Towards a general theory of bond markets (*) by Giovanni Di Masi & Tomas Björk & Wolfgang Runggaldier & Yuri Kabanov [Downloadable!] 1997 Financial markets, ageing and social welfare by David Miles [Downloadable!] 1997 Stock Returns, the Interest Rate and Inflation in the Italian Stock Market: A Long-Run Perspective by Fabio C. Bagliano & Andrea Beltratti 1997 The Canadian market for zero-coupon bonds by Miles Whittingham [Downloadable!] 1996 New Stock Market Model by Brian Thomas [Downloadable!] 1996 Credit Subsidies, Financial Repression, and the High Inflation/Low Income Trap by Samson, M. 1996 Government Spending, Credit Market Imperfections, and Economic Growth by Ho, W.M. 1996 Credit Market Imperfections and Nominal Exchange Rate Regimes by Ho, W.M. 1996 Contract Damages and Cooperative Investments by Che, Y.K. & Chung, Y.T. 1996 Financial markets as adaptative systems by Marc Potters & Rama Cont & Jean-Philippe Bouchaud [Downloadable!] 1996 Australian Financial Market Volatility: An Exploration of Cross-country and Cross-market Linkages by Tro Kortian & James O'Regan [Downloadable!] 1996 Actifs financiers et theorie de la consommation by Allard, M. & Bronsard, C. & Gourieroux, C. 1996 Arbitrage-Based Pricing when Volatility is Stochastic by Bossaerts, P. & Ghysels, E. & Gourieroux, C. 1996 Stochastic Volatility by Ghysels, E. & Harvey, A. & Renault, E. 1996 Actifs financiers et theorie de la consommation by Allard, M. & Bronsard, C. & Gourieroux, C. [Downloadable!] 1996 Arbitrage-Based Pricing when Volatility is Stochastic by Bossaerts, P. & Ghysels, E. & Gourieroux, C. [Downloadable!] 1996 Stochastic Volatility by Ghysels, E. & Harvey, A. & Renault, E. [Downloadable!] 1996 Repo Markets - Experiences and opportunities in Hungary by Dániel Szakály & Henrik Tóth [Downloadable!] 1996 Stock Price Fluctuations in Australia: The Influence of japanese and U.S. Markets by Lim & C.G. & McNelis & P.D. 1996 Institutional Holdings and Trading Volume Reactions to Quarterly Earnings Announcements by J.B. Kim & I. Krinsky & J. Lee 1996 Business Fixed Investment and "Bubbles": The Japanese Case by Chirinko, Robert S. & Schaller, Huntley [Downloadable!] 1996 The Banking System and Monetary Aggregates Following Financial Sector Reform by Nasution, A. 1996 Project Finance at the World Bank: An Overview of Policies and Instruments by Benoit, P. 1996 World Bank Lending for Small Enterprises 1989-1993 by Webster, L.M. & Riopelle, R. & Chidzero, A.M. 1996 Government Spending, Credit Market Imperfections, and Economic Growth by Ho, W.M. 1996 Credit Market Imperfections and Nominal Exchange Rate Regimes by Ho, W.M. 1996 The Post-Issue Performance of IPO Firms when Banking Is Concentrated and Universal by Ber, H. & Yafeh, Y. & Yosha, O. 1996 Globalization of the Securities Industries: The Need for a Fundamental Rethink of the Regulatory Strategy by Khalidi, M.A. 1996 The Impact of Securisation on Banks' Capital: An Economic Analysis by Wolfe, S. 1996 Market Risk, Corporate Governance & the Regulation of Financial Firms by Casson, P. 1996 The Effects of Spot Transparency on Bid-Ask Spreads and Volume of Traded Share Options by Board, J. & Sutcliffe, C. 1996 Accounting for Convertible Debt: A Fundamental Financial Instrument Approach to Accounting for Convertible Debt as a Single Instrument by Casson, P. 1996 EU Capital Requirements and the Level Playing Field by Dale, R. & Wolfe, S. 1996 "Risks in Derivatives Markets: Implications for the Insurance Industry" by Hentschek, L. & Smith, Jr.C.W. 1996 Approximating the Asset Pricing Kernel by Chapman, D.A. 1996 A Market-Based Evaluation of Discretionary-Accrual Models by Guay, W. & Kothari, S.P. & Watts, R.L. 1996 A Model of Comparative Statics for Changes in Stochastic Returns with Dependent Risky Assets by Dionne, G. & Gollier, C. 1996 Diversification internationale sous contrainte et couverture contre le risque de change by Namur, D. 1996 Bank Financing Strategies, Diversification by Certificates of Deposit, and Securitization by Mokrane, M. 1996 Consumption, Stock Returns, and the Gains from International Risk-Sharing by Lewis, K.K. 1996 Firm Performance and Mechanisms to Control Agency Problems Between Managers and Shareholders by Agrawal, A. & Knoeber, C.R. 1996 The Pre-Acquisition Performance of Target Firms: A Re-Examination of the Inefficient Management Hypothesis by Agrawal, A. & Jaffe, J.F. 1996 Optimal Consumption Choices for a "Large" Investor by Cuoco, D. & Cvitanic, J. 1996 Quotes, Order Flow, and Price Discovery by Blume, M.E. & Goldstein, M.A. 1996 Options, the Value of Capital, and Investment by Abel, A.B. & Dixit, A.K. & Eberly, J.C. & Pindyck, R.S. 1996 The Analysis of VAR, Deltas and State Prices: A New Approach by Grundy, B.D. & Wiener, Z. 1996 Weekends in Malaysia by Davidson, S. & Peker, A. 1996 Distortion Effects and Extreme Observations in Empirical Research: An Analysis of the Incremental Information Content of Cash Flows by Wilson, C.R. 1996 On an Edgeworth Characterization of Rational Expectations Equilibria in Atomless Asset Market Economies by Koutsougeras, L.C. 1996 Contemporaneous Asymmetry in Weak Garch Processes by El Babsiri, M. & Zakoian, J.M. 1996 Dividende et beta: une estimation Garch by Atindehou, R.B. & Bernier, G. & Charest, G. 1996 The Transmission Effects of Credit in a Korean Mecro-Financiel Model: A Quantitative Analaysis by Choi, J.B. 1996 Actifs financiers et theorie de la consommation by Allard, M. & Bronsard, C. & Gourieroux, C. 1996 Option Pricing Under Transaction Costs: A Martingale Approach by Koehl, P.F. & Pham, H. & Touzi, N. 1996 Arbitrage-Based Pricing When Volatility is Stochastic by Bossaerts, P. & Ghysels, E. & Gourieroux, C. 1996 Intra-Day Market Activity by Gourieroux, C. & Jasiak, J. & Le Fol, G. 1996 Developpement limite d'une diffusion en temps petit. Estimation du prix d'une option sur maxima proche de sa maturite by Corbin, O. & Leblanc, B. 1996 A Dynamic Model of the Liquidity Premium by Koehl, P.F. 1996 Managing Fiscal Policy in Latin America and the Caribbean: Volatility, Procyclicality, and Limited Creditworthiness by Gavin, M. & Hausmann, R. & Perotti, R. & Talvi, E. 1996 Regulation and Deregulation in Colombia Much Ado About Nothing? by Hommes, R. 1996 Law and Finance by LaPorta, R. & Lopez-de-Silanes, F. & Shleifer, A. & Vishny, R.W. 1996 Consumption and the Stock Market: Interpreting International Experience by Campbell, J.Y. 1996 Financial Crises in Emerging Markets: The Lessons from 1995 by Velasco, A. & Sachs, J. & Tornell, A. 1996 Econometric Models of Option Pricing Errors by Renault, E. 1996 Long Memory in Continuous Time Stochastic Volatility Models by Comte, F. & Renault, E. 1996 Le marche des actions internationales: Evolution et perspectives by Leroux, F. 1996 The Short Term Inflation Hedging Characteristics of UK Real Estate by Hoesli, M. & Macgregor, B. & Matysiak, G. & Nanthakumaran, N. 1996 The Spatial Dimensions of the Investment preformance of UK Commercial Property by Hoesli, M. & Lizieri, C. & Macgregor, B. 1996 Optimal Diversification Within Multi-Asset Portfolio Using a Conditional Heteroscedasticity Approach: Evidence from the US and the UK by Giliberto, M. & Hamelink, F. & Hoesli, M. & Macgregor, B. 1996 Mean-Variance vs. mean-Downside Risk: An Empirical Investigation for German Securities by Cornu, P. & Pintado, X. 1996 Politique financiere, opportunites d'investissement et actifs incorporels en Europe: Theorie et etude empirique by Moussu, C. & Thibierge, C. 1996 Do Noise Traders Influence Stock Prices by Kelly, M. 1996 Testing the CCAPM on Spanish Data: A New Approach by Rubio, E.M. 1996 Transaction Costs and Convergence to an Internationally Diversified Portfolio by Rowland, P.F. 1996 Strategie d'allocation sectorielle interpretation et utilisation et utilisation du modele by Namur, D. 1996 Strategie d'allocation sectorielle analyse descriptive et methodologie by Namur, D. & Sassenou, N. 1996 Public Intervention on the Credit Market: French Case by Artus, P. 1996 Le comportement d'epargne recent des Francais a travers leurs opinions by Vernet, S. 1996 Croissance effective ou croissance potentielle et les marches monetaire et obligataire americains by Avouyi-Dovi, S. & Lakhoua, F. 1996 Marches financiers europeens peripheriques: le role des facteurs exterieurs by Nicolai, J.P. & Ricoeur-Nicolai, N. 1996 Multilateral Surveillance: What the OECD Can Offer by Shigehara, K. 1996 The Equity Premium Is No Puzzle by Kurz, M. & Beltratti, A. 1996 Coordination and Correlation in Markov Rational Belief Equilibria by Kutz, M. & Schneider, M. 1996 Stock Prices and Money Velocity: A Multi-Country Analysis by Caruso, M. 1996 Share Prices and Trading Volume: Indications of Stock Exchange Efficiency by Massa, M. & Majnoni, G. 1996 Speculation, Hedging and Intermediation in the Foreign Exchange Market by Kruger, M. 1996 Volatility in Spanish Financial Markets: The Recent Experience by Ayuso, J. & Nunez, S. & Perez-Jurado, M. 1996 A Model of Myopic Corporate Behaviour with Efficient Stock Markets and Optimal Management Incentive Programs by Garvey, G.T. & Grant, S. & King, S.P. 1996 Call Features and Term to Maturity of Callable Foreign Bonds by Hooper, V. & Pointon, J. 1996 The Valuation of the Option to Expropriate a Multinational Enterprise's Assets by Hooper, V. & Pointon, J. 1996 Return, Risk Measures and Multicriteria Decision Support for Portfolio Selection by Hurson, C. & Zopounidis, C. 1996 Methodologie multicritere pour l'evaluation et la gestion de portefeuilles d'actions by Hurson, C. & Zopounidis, C. 1996 Foreign Exchange Bureaus in the Economy of Ghana by Osei, K.A. 1996 Croissance et contraintes financiere dans les PED by Pierre Villa [Downloadable!] 1996 Speculation, Hedging and Intermediation in the Foreign Exchange Market by Malte Krüger 1996 Volatility in Spanish Financial Markets: The Recent Experience by Juan Ayuso & Soledad Núñez & María Pérez-Jurado 1996 Decomposing U.S. Nominal Interest Rates into Expected Inflation and Ex Ante Real Interest rates Using Structural VAR Methodology by St-Amant, P. [Downloadable!] 1996 Survey of the Canadian foreign exchange and derivatives markets by Martin Miville [Downloadable!] 1996 The market for futures contracts on Canadian bankers' acceptances by Nancy Harvey [Downloadable!] 1995 Real-world options: smile and residual risk by Jean-Philippe Bouchaud & Giulia Iori & Didier Sornette [Downloadable!] 1995 Stock market crashes, precursors and replicas by Didier Sornette & Anders Johansen & Jean-Philippe Bouchaud [Downloadable!] 1995 A Cross-Market Comparison of Institutional Equity Trading Costs by Louis K. C. Chan & Josef Lakonishok [Downloadable!] 1995 An Empirical Analysis of the Trading Structure at the Stockholm Stock Exchange by Niemeyer, Jonas & Sandås, Patrik [Downloadable!] 1995 Autralian Financial Volatility a Preliminary Investigation by Daly, K. 1995 Regime Shifts and Volatility Spillovers on International Stock Markets by Hassler, J. 1995 Conservatism and the Asymmetric Timeliness of Earning by Basu, S. 1995 Incomplete Markets: A Remark on the Convergence of the Minimal Martingale Measure and Application to the Derivative Assets Pricing by Prigent, J.L. 1995 Pricing of Contingent Claims from Discrete to Continuous Time Models: On the Robustness of the Black and Scholes Formula by Prigent, J.L. 1995 The Organization of Markets and Its Role in Macroeconomic Stabilization During Transition by Ickes, B.W. 1995 Capital Gains in Japan: Their Magnitude and Imact on Consumption by Horioka, C.Y. 1995 Patrimoine et actifs financiers en 1992 by Arrondel, L. 1995 Risk-Taking Behavior with Limited Liability and Risk Aversion by Gollier, C. & Koehl, P.F. & Rochet, J.C. 1995 Investment Opportunities, Short Sales Constraints and Arbitrage Opportunity by Carassus, L. & Jouini, E. 1995 Incomplete markets, Transaction Costs and Liquidity Effects by Jouini, E. & Koehl, P.F. & Touzi, N. 1995 American Options Exercise Boundary when the Volatility Changes Randomly by Touzi, N. 1995 Why Issue Equity Abroad? The Experience of Small Country Companies by Moden, K.M. & Oxelheim, L. 1995 Mixed Risk Aversion by Caballe, J. & Pomansky, A. 1995 Stochastic Volatility by Ghysels, E. & Harvey, A. & Renault, E. 1995 Do Managed Futures Make Good Investments? by Edwards, F.R. & Park, J.M. 1995 Mutual Funds and Financial Stability by Edwards, F.R. 1995 Derivatives and the Efficient Allocation of Price Risks in a General Equilibrium World by Heal, G. 1995 Evidence on the Role of Cash Flow for Investment by Gilchrist, S. & Himmelberg, C.P. 1995 Japanese Government Bond Auctions: The U.S. Experience by Hamao, Y. & Jegadeesh, N. 1995 Tests of Alternative International Asset Pricing Models by Vassalou, M. 1995 Living with the "Enemy": An Analysis of Foreign Investment in the Japanese Equity Market by Hamao, Y. & Mei, J. 1995 The Return on Investment from Proportional Portfolio Strategies by Browne, S. 1995 Optimal Investment Policies for a Firm with a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin by Browne, S. 1995 Which Improves Welfare More: Nominal or Indexed Bond? by Magill, M. & Quinzii, M. 1995 Which Improves Welfare More: Nominal or Indexed Bond? by Magill, M. & Quinzii, M. 1995 Les reseaux de neurones artificiels: une application a la prevision des prix des actifs financiers. Partie II: Les resultats empiriques by Avouyi-Dovi, S. & Caulet, R. 1995 Les reseaux de neurones artificiels: une application a la prevision des prix des actifs financiers. Partie I: breve synthese de la theorie by Avouyi-Dovi, S. & Caulet, R. 1995 The Mexican Peso Crisis: The Foreseeable and the Surprise by Lustig, N. 1995 Separation and Hedging Results with State-Contingent Production by Chambers, R.G. & Quiggin, J. 1995 Investing in Insider-Dominated Firms; A Study of Russian Voucher Privatization Funds by Frydman, R. & Pistor, K. & Rapaczynski, A. [Downloadable!] 1995 Banking Scope, Financial Innovation, and the Evolution of the Financial System by Boot, Arnoud W A & Thakor, Anjan [Downloadable!] 1995 Financial System Architecture by Boot, Arnoud W A & Thakor, Anjan [Downloadable!] 1995 Endogenous Short Sale Constraint, Stock Prices and Output Cycles by Zhang, H.H. 1995 Endogenous Borrowing Constraints with Incomplete Markets by Zhang, H.H. 1995 Asset Returns and Volume in a Financial Market with Frictions: A Dynamic Analysis by Zhang, H.H. 1995 Incentives, CEO Compensation, and Shareholder Wealth in a Dynamic Agency Model by Wang, C. 1995 Business Fixed Investment and "Bubbles": the Japanese Case by Huntley Schaller & Robert S. Chirinko 1995 Existence and Uniqueness of Equilibria in the CAPM with a Riskless Asset by Torsten Hens & Andreas Löffler 1995 Repo, reverse repo and securities lending markets in Canada by Ron Morrow [Downloadable!] 1995 The Government of Canada bond market since 1980 by Andrew Branion [Downloadable!] 1994 The Black-Scholes option pricing problem in mathematical finance: generalization and extensions for a large class of stochastic processes by Jean-Philippe Bouchaud & Didier Sornette 1994 Noise Trading, Delegated Portfolio Management, and Economic Welfare by James Dow & Gary Gorton [Downloadable!] 1994 Transaction Taxes and Stock Market Volatility by Lindgren, Ragnar 1994 Mark-up Pricing in Mergers and Acquisitions by Schwert, G.W. 1994 Reglementation et prise de risque des intermediaires financiers by Benoit Mojon [Downloadable!] 1994 On Smile and Skewness by Platen, Eckhard & Martin Schweizer 1994 On the Minimal Martingale Measure and the Foellmer- Schweizer Decomposition by Martin Schweizer [Downloadable!] 1994 Daily distribution of Swedish OMX-index returns over intraday-to-intraday time intervals by Lars Norden [Downloadable!] 1993 Financial Markets, Specialization, and Learning by Doing by Cooley, T-F & Smith, B-D 1993 Initial public offerings (IPOs): The Spanish experience by Rahnema, Ahmad & Fernández, Pablo [Downloadable!] 1993 Informational Overshooting, Booms and Crashes by Zeira, Joseph [Downloadable!] 1993 Stock Price Fluctuation as a Diffusion in a Random Environment by Föllmer, Hans 1992 Existence and optimality of equilibria in markets with tradeable derivative securities by Henrotte,Philippe 1991 The Optimality of Nominal Wage Contracts by Freeman, Scott & Tabellini, Guido [Downloadable!] 1991 Rational Frenzies and Crashes by Bulow, Jeremy I & Klemperer, Paul [Downloadable!] 1988 Recent Trends in Insured and Uninsured Unemployment: Is There an Explanation? by Rebecca Blank & David Card & Whitney Newey [Downloadable!] Evolutionary Choice of Markets by Anke Gerber & Marc Oliver Bettzüge [Downloadable!] An Extension of Mantel (1976) to Incomplete Markets by Thorsten Hens [Downloadable!] On Uniqueness of Equilibria in the CAPM - (This paper replaces "Existence and Uniqueness of Equilibria in the CAPM") by Thorsten Hens & Joerg Laitenberger & Andreas Loeffler [Downloadable!] An Evolutionary Approach to Financial Innovation by Marc Oliver Bettzuege & Thorsten Hens [Downloadable!] Nonstandard-Settlement Transactions by JAMES J. ANGEL The Rise and Fall of the AMEX Emerging Company Marketplace by REENA AGGARWAL & JAMES J. ANGEL On infinite-horizon minimum-cost hedging under cone constraints by Kevin Huang [Downloadable!] Valuation and asset pricing in infinite-horizon sequential markets with portfolio constraints by Kevin Huang [Downloadable!] Differential Changes In The Value-Relevance Of Earnings And Book Values Over Time: Financial Versus Other Industries by Sharad Asthana & Lucy Huajing Chen [Downloadable!] On the profitability of technical trading rules based on arifitial neural networks : evidence from the Madrid stock market by Fernando Fernández-Rodríguez & Christian González-Martel* & Simón Sosvilla-Rivero [Downloadable!] Risk Attitude and Market Behavior: Evidence from Experimental Asset Markets by Gerlinde Fellner & Boris Maciejovsky [Downloadable!] Hindsight Bias and Individual Risk Attitude within the Context of Experimental Asset Markets by Boris Maciejovsky & Tarek El-Sehitya & Hans Haumerb & Christian Helmensteinc & Erich Kirchlerd [Downloadable!] Non-parametric counterfactual analysis in dynamic general equilibrium by Felix KUBLER & Karl SCHMEDDERS [Downloadable!] Assessing multivariate predictors of financial market movements: A latent factor framework for ordinal data by Philippe HUBER & Olivier SCAILLET & Maria-Pia VICTORIA-FESER [Downloadable!] Capital growth under transaction costs: An analysis based on the von Neumann-Gale model by Wael BAHSOUN & Igor V. EVSTIGNEEV & Michael I. TAKSAR [Downloadable!] Arbitrage in Stationary Markets by Igor Evstigneev & Dhruv Kapoor [Downloadable!] Medidas de Riesgo, Características y Técnicas de Medición: Una Aplicación del VAR y el ES a la Tasa Interbancaria de Colombia by Luis Fernando Melo Velandia & Oscar reinaldo Becerra Camargo [Downloadable!] El crédito y sus factores determinantes: el caso colombiano (1990 -2004) by Luz Adriana Flórez & Carlos Esteban Posda & José Fernando Escobar [Downloadable!]
This page was last updated on 2009-11-22.
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 . 
