Report NEP-FIN-2000-04-17

This report is closed
Other reports in NEP-FIN

The following items were anounced in this report:

• Mitchell Berlin & Loretta J. Mester, 2000. "Optimal financial contracts for large investors: the role of lender liability," Working Papers 00-1, Federal Reserve Bank of Philadelphia. [Downloadable!]
• Bossaerts, Peter & Plott, Charles R., 2000. "Basic Principles of Asset Pricing Theory: Evidence From Large-Scale Experimental Financial Markets," Working Papers 1070, California Institute of Technology, Division of the Humanities and Social Sciences. [Downloadable!]
• Item repec:fmg:fmgdps:dp0344 is not listed on IDEAS anymore

• Ghirardato, Paolo & Marinacci, Massimo, 2000. "Risk, Ambigity and the Separation of Utility and Beliefs," Working Papers 1085, California Institute of Technology, Division of the Humanities and Social Sciences. [Downloadable!]
• Jamee K. Moudud, 1999. "Finance in a Classical and Harrodian Cyclical Growth Model," Economics Working Paper Archive 290, Levy Economics Institute, The. [Downloadable!]
• Item repec:fip:fedlwp:2000-008a is not listed on IDEAS anymore

• Michael T. Kiley, 2000. "Stock prices and fundamentals in a production economy," Finance and Economics Discussion Series 2000-05, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
• Dan Covitz & Paul Harrison, 2000. "The timing of debt issuance and rating migration: theory and evidence," Finance and Economics Discussion Series 2000-10, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
• Item repec:fmg:fmgdps:dp0328 is not listed on IDEAS anymore

• Jeremy Berkowitz, 2000. "On identification of continuous time stochastic processes," Finance and Economics Discussion Series 2000-07, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]

This page was last updated on 2009-12-13.