Report NEP-FIN-2002-06-13

This report is closed
Other reports in NEP-FIN

The following items were anounced in this report:

• Yacine Ait-Sahalia & Jefferson Duarte, 2002. "Nonparametric Option Pricing under Shape Restrictions," NBER Working Papers 8944, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Patrick Houweling & Ton Vorst, 2002. "An Empirical Comparison of Default Swap Pricing Models," Tinbergen Institute Discussion Papers 02-004/2, Tinbergen Institute. [Downloadable!]
• Bakhodir A Ergashev, 2002. "A note on a generalized Black-Scholes formula," Finance 0203006, EconWPA. [Downloadable!]
• M. Fatih Guvenen, 2002. "Does Stockholding Provide Perfect Risk Sharing?," RCER Working Papers 490, University of Rochester - Center for Economic Research (RCER), revised Mar 2003. [Downloadable!]
• Ernst-Ludwig VON THADDEN, 2002. "Liquidity," Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP) 02.01, Université de Lausanne, Faculté des HEC, DEEP. [Downloadable!]
• Aron Gereben, 2002. "Extracting market expectations from option prices: an application to over-the-counter New Zealand dollar options," Reserve Bank of New Zealand Discussion Paper Series DP2002/04, Reserve Bank of New Zealand. [Downloadable!]
• Goeij, P. de & Marquering, W.A., 2002. "Modeling the Conditional Covariance between Stock and Bond Returns," Research Paper ERS-2002-11-F&A Revision_, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
• W A Razzak, 2002. "Monetary policy and forecasting inflation with and without the output gap," Reserve Bank of New Zealand Discussion Paper Series DP2002/03, Reserve Bank of New Zealand. [Downloadable!]
• Stephen G. Cecchetti & Hans Genberg & Sushil Wadhwani, 2002. "Asset Prices in a Flexible Inflation Targeting Framework," NBER Working Papers 8970, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Mathä, Thomas, 2002. "The Single European Market, Swedish Investment Liberalisation, and Horizontal and Vertical Multinationals," EIJS Working Paper Series 147, The European Institute of Japanese Studies. [Downloadable!]
• Raymond Fisman & Inessa Love, 2002. "Trade Credit, Financial Intermediary Development and Industry Growth," NBER Working Papers 8960, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Hui Guo, 2002. "Understanding the risk-return tradeoff in the stock market," Working Papers 2002-001, Federal Reserve Bank of St. Louis. [Downloadable!]
• Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega, 2002. "Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange," NBER Working Papers 8959, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Eduardo Moron & Juan F. Castro, 2002. "Uncovering Central Bank Monetary Policy Objectives: Going Beyond Fear of Floating," Macroeconomics 0205002, EconWPA. [Downloadable!]
• Jan Hanousek & Gerard Roland, 2002. "Banking Passivity and Regulatory Failure in Emerging Markets: Theory and Evidence from the Czech republic," Econometrics 0203004, EconWPA. [Downloadable!]
• Lúcio Vinhas de Souza, 2002. "Integrated Monetary and Exchange Rate Frameworks," Tinbergen Institute Discussion Papers 02-054/2, Tinbergen Institute. [Downloadable!]
• Walter Stanners, 2002. "The function of the central bank," Macroeconomics 0201006, EconWPA. [Downloadable!]
• Jiri Hoogland & Dimitri Neumann & Michel Vellekoop, 2002. "Symmetries in Jump-Diffusion Models with Applications in Option Pricing and Credit Risk," Finance 0203001, EconWPA. [Downloadable!]
• Michel Beine & Agnes Benassy-Quere & Estelle Dauchy & Ronald MacDonald, 2002. "The Impact of Central Bank Intervention on Exchange-Rate Forecast Heterogeneity," Working Papers 2002-04, CEPII research center. [Downloadable!]
• Bernd Hayo & Doh Shin, 2002. "Mass Attitudes Toward Financial Crisis and Economic Reform in Korea," Development and Comp Systems 0205003, EconWPA. [Downloadable!]
• Herings,P. Jean-Jacques & Kubler,Felix, 2002. "Computing Equilibria in Finance Economies," Research Memoranda 010, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
• Robert J. Barro & Jong-Wha Lee, 2002. "IMF Programs: Who is Chosen and What Are the Effects?," NBER Working Papers 8951, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Ioannidou, V.P., 2002. "Does monetary policy affect the central bank's role in bank supervision?," Discussion Paper 54, Tilburg University, Center for Economic Research. [Downloadable!]
• John H. Cochrane, 2002. "Stocks as Money: Convenience Yield and the Tech-Stock Bubble," NBER Working Papers 8987, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• John Armour & B.R. Cheffins & D.A. Skeel Jr., 2002. "Corporate Ownership Structure and the Evolution of Bankruptcy Law in the US and UK," ESRC Centre for Business Research - Working Papers wp226, ESRC Centre for Business Research. [Downloadable!]
• Anusha Chari & Peter Blair Henry, 2002. "Risk Sharing and Asset Prices: Evidence From a Natural Experiment," NBER Working Papers 8988, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Clive Coetzee, 2002. "Monetary Conditions and Stock Returns: A South African Case Study," Finance 0205002, EconWPA. [Downloadable!]
• Bernd Hayo & Doh Chull Shin, 2002. "Popular Reaction to the Intervention by the IMF in the Korean Economic Crisis," Development and Comp Systems 0204001, EconWPA. [Downloadable!]
• Douglas W. Diamond & Raghuram G. Rajan, 2002. "Liquidity Shortages and Banking Crises," NBER Working Papers 8937, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Hui Guo, 2003. "Stock prices, firm size, and changes in the federal funds rate target," Working Papers 2002-004, Federal Reserve Bank of St. Louis. [Downloadable!]
• Lindhe, Tobias, 2002. "The Marginal Source of Finance," Working Paper Series 2002:9, Uppsala University, Department of Economics. [Downloadable!]
• Mark Bailey & Deb Ghosh & Sailesh Tanna, 2002. "Thai financial sector efficiency prior to the East Asian financial crisis," Industrial Organization 0203009, EconWPA. [Downloadable!]
• Michael D. Bordo & Olivier Jeanne, 2002. "Boom-Busts in Asset Prices, Economic Instability, and Monetary Policy," NBER Working Papers 8966, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Maged Shawky Sourial, 2002. "The Future of the Stock Market Channel In Egypt," Finance 0204002, EconWPA. [Downloadable!]
• Alex Strashny, 2002. "Trading system evaluation based on past performance: Random Signals Test," Finance 0205003, EconWPA, revised 10 Jun 2002. [Downloadable!]
• John Y. Campbell & Glen B. Taksler, 2002. "Equity Volatility and Corporate Bond Yields," NBER Working Papers 8961, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Chernov, Mikhail & Gallant, A. Ronald & Ghysels, Eric & Tauchen, George, 2002. "Alternative Models for Stock Price Dynamic," Working Papers 02-03, Duke University, Department of Economics. [Downloadable!]

This page was last updated on 2009-11-22.