This file is part of IDEAS, which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
Report NEP-FIN-2003-05-15
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:
- Bruno CRUZ & Aude POMMERET, 2002.
"Does public investment reduce private investment risk ? A real option approach,"
Discussion Papers (IRES - Institut de Recherches Economiques et Sociales)
2002039, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
[Downloadable!]
- Alejandro Balbás & Rosario Romera & Esther Ruiz, 2003.
"An Overview Of Probabilistic And Time Series Models In Finance,"
Statistics and Econometrics Working Papers
ws032405, Universidad Carlos III, Departamento de Estadística y Econometría.
[Downloadable!]
- Christensen, Michael, 2003.
"Evaluating Danish Mutual Fund Performance,"
Finance Working Papers
03-4, University of Aarhus, Aarhus School of Business, Department of Business Studies.
[Downloadable!]
- Christiansen, Charlotte & Engsted, Tom & Jakobsen, Svend & Tanggaard, Carsten, 2003.
"Denmark - A chapter on the Danish Bond Market,"
Finance Working Papers
03-3, University of Aarhus, Aarhus School of Business, Department of Business Studies.
[Downloadable!]
- Item repec:cla:uclaol:242 is not listed on IDEAS anymore
- Glaser, Markus & Langer, Thomas & Weber, Martin, 2003.
"On the trend recognition and forecasting ability of professional traders,"
Sonderforschungsbereich 504 Publications
03-06, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim.
- Satyajit Chatterjee & Dean Corbae & Makoto Nakajima & Jose-Victor Rios-Rull, 2002.
"A Quantitative Theory of Unsecured Consumer Credit with Risk of Default,"
Centro de AltiÂsimos Estudios RiÂos Pe©rez(CAERP)
2, Centro de Altisimos Estudios Rios Perez (CAERP).
[Downloadable!]
- Söderlind, Paul & Söderström, Ulf & Vredin, Anders, 2003.
"Taylor Rules and the Predictability of Interest Rates,"
Working Paper Series
147, Sveriges Riksbank (Central Bank of Sweden).
[Downloadable!]
- Josep Pijoan-Mas, 2002.
"Pricing Risk in Economies with Heterogenous Agents and Incomplete Markets,"
Centro de AltiÂsimos Estudios RiÂos Pe©rez(CAERP)
3, Centro de Altisimos Estudios Rios Perez (CAERP).
[Downloadable!]
This page was last updated on 2009-11-29.
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.