Report NEP-FIN-2002-11-28

This report is closed
Other reports in NEP-FIN

The following items were anounced in this report:

• Baquero, G. & Horst, J.R. ter & Verbeek, M.J.C.M., 2002. "Survival, Look-Ahead Bias and the Persistence in Hedge Fund Performance," Research Paper ERS-2002-104-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!]
• ROCKINGER, Michael & JONDEAU, Eric, 2001. "Portfolio allocation in transition economies," Les Cahiers de Recherche 740, HEC Paris. [Downloadable!]
• Rabah Amir & Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2002. "Market Selection and Survival of Investment Strategies," Discussion Papers 02-16, University of Copenhagen. Department of Economics. [Downloadable!]
• Paul Hallwood & Ian W. Marsh & Jorg Scheibe, 2001. "Official Dollarization in Latin America: Could it Work?," Working papers 2001-06, University of Connecticut, Department of Economics. [Downloadable!]
• Liliane Karlinger, 2002. "The Impact of Common Currencies on Financial Markets: A Literature Review and Evidence from the Euro Area," Working Papers 02-35, Bank of Canada. [Downloadable!]
• Frömmel, Michael & MacDonald, Ronald & Menkhoff, Lukas, 2002. "Markov Switching Regimes in a Monetary Exchange Rate Model," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover dp-266, Universität Hannover, Wirtschaftswissenschaftliche Fakultät. [Downloadable!]
• Jeeman Jung & Robert J. Shiller, 2002. "One Simple Test of Samuelson's Dictum for the Stock Market," NBER Working Papers 9348, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Yongil Jeon & Stephen M. Miller, 2002. "The Effect of the Asian Financial Crisis on the Performance of Korean Nationwide Banks," Working papers 2002-32, University of Connecticut, Department of Economics. [Downloadable!]
• FOUCAULT, Thierry & LESCOURRET, Laurence, 2001. "Information sharing, liquidity and transaction costs in floor-based trading systems," Les Cahiers de Recherche 742, HEC Paris. [Downloadable!]
• WenShwo Fang & Stephen M. Miller, 2002. "Currency Depreciation and Korean Stock Market Performance during the Asian Financial Crisis," Working papers 2002-30, University of Connecticut, Department of Economics. [Downloadable!]
• Giulio Bottazzi & Giovanni Dosi & Igor Rebesco, 2002. "Institutional Architectures and Behavioural Ecologies in the Dynamics of Financial Markets: a Preliminary Investigation," LEM Papers Series 2002/24, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy. [Downloadable!]
• Pietro Rossi & Massimo Tavoni & Flavio Cocco & Robert Marschinski, 2002. "Portfolio Selection with Probabilistic Utility, Bayesian Statistics, and Markov Chain Monte Carlo," Finance 0211003, EconWPA, revised 28 Nov 2002. [Downloadable!]
• ROCKINGER, Michael & JONDEAU, Eric, 2001. "Testing for differences in the tails of stock-market returns," Les Cahiers de Recherche 739, HEC Paris. [Downloadable!]
• P. Kalonga Stambuli, 2002. "Causes and consequences of the 1982 Third World Debt Crisis," International Finance 0211005, EconWPA. [Downloadable!]
• WenShwo Fang & Stephen M. Miller, 2002. "Dynamic Effects of Currency Depreciation on Stock Market Returns during the Asian Financial Crisis," Working papers 2002-31, University of Connecticut, Department of Economics. [Downloadable!]
• Rafiqul Bhuyan, 2002. "Information, Alternative Markets, and Security Price Processes: A Survey of Literature," Finance 0211002, EconWPA. [Downloadable!]

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