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Report NEP-FIN-2002-08-16
This is the archive for NEP-FIN, a report on new working papers in the area of Finance. Philip Yu 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:
- Jun Liu & Francis A. Longstaff & Jun Pan, 2002.
"Dynamic Asset Allocation With Event Risk,"
NBER Working Papers
9103, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Torben G. Andersen & Tim Bollerslev & Francis X. Diebold, 2002.
"Parametric and Nonparametric Volatility Measurement,"
NBER Technical Working Papers
0279, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Lence, Sergio H. & Hayes, Dermot J., 2002.
"Option Pricing on Renewable Commodity Markets,"
Staff General Research Papers
4093, Iowa State University, Department of Economics.
[Downloadable!]
- Monica Gentile & Roberto Renò, 2002.
"Which Model for the Italian Interest Rates?,"
LEM Papers Series
2002/02, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
[Downloadable!]
- Gary Gorton & Lixin Huang, 2002.
"Bank Panics and the Endogeneity of Central Banking,"
NBER Working Papers
9102, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
This page was last updated on 2009-12-6.
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.