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Report NEP-FIN-2000-06-29
This is the archive for NEP-FIN, a report on new working papers in the area of Finance. issued this report. It is usually issued weekly.This report is closed
Other reports in NEP-FIN
The following items were anounced in this report:
- Harris Dellas & Martin K. Hess, 2000.
"Financial Development and the Sensitivity of Stock Markets to External Influences,"
Working Papers
00.06, Swiss National Bank, Study Center Gerzensee.
[Downloadable!]
- Bertrand Rime, 2000.
"Bank Capital Behaviour: Empirical Evidence for Switzerland,"
Working Papers
00.05, Swiss National Bank, Study Center Gerzensee.
[Downloadable!]
- Collard, Fabrice & Juillard, Michel, 1999.
"Accuracy of stochastic perturbuation methods: the case of asset pricing models,"
CEPREMAP Working Papers (Couverture Orange)
9922, CEPREMAP.
[Downloadable!]
- Siem Jan Koopman & Eugenie Hol Uspensky, 2000.
"The Stochastic Volatility in Mean Model,"
Tinbergen Institute Discussion Papers
00-024/4, Tinbergen Institute.
[Downloadable!]
This page was last updated on 2009-12-20.
This information is provided to you by 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.