Report NEP-FIN-2000-02-28

This report is closed
Other reports in NEP-FIN

The following items were anounced in this report:

• Roon, F.A. de & Nijman, T.E. & Werker, B.J.M., 1999. "Currency hedging for international stock portfolios : a general approach," Discussion Paper 123, Tilburg University, Center for Economic Research. [Downloadable!]
• Axel F. A. Adam-Müller, 1999. "Hedging Price Risk When Real Wealth Matters," CoFE Discussion Paper 99-12, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
• Ben Bernanke & Mark Gertler, 2000. "Monetary Policy and Asset Price Volatility," NBER Working Papers 7559, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Jan Beran & Dirk Ocker, 1999. "Volatility of Stock Market Indices - An Analysis based on SEMIFAR Models," CoFE Discussion Paper 99-14, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
• William N. Goetzmann & Massimo Massa, 2000. "Daily Momentum and Contrarian Behavior of Index Fund Investors," NBER Working Papers 7567, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Jan Beran & Yuanhua Feng & Günter Franke & Dieter Hess & Dirk Ocker, 1999. "SEMIFAR Models, with Applications to Commodities, Exchange Rates and the Volatility of Stock Market Indices," CoFE Discussion Paper 99-18, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]

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