NEP-FIN-2003-10-12

This file is part of IDEAS, which uses RePEc data

Report NEP-FIN-2003-10-12

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:

H.Hau & W.Killeen & M.Moore, 2003. "How has the euro Changed the Foreign Exchange Market?," DNB Staff Reports (discontinued) 79, Netherlands Central Bank. [Downloadable!]
Item repec:cla:uclaol:273 is not listed on IDEAS anymore
Donald W.K. Andrews, 2003. "Cross-section Regression with Common Shocks," Cowles Foundation Discussion Papers 1428, Cowles Foundation, Yale University. [Downloadable!]
P. de Grauwe & I. Vansteenkiste, 2003. "Exchange Rates and Fundamentals a Non-Linear Relationship?," DNB Staff Reports (discontinued) 78, Netherlands Central Bank. [Downloadable!]
Dmitry Yakovlev & Dmitry Zhabin, 2003. "About discrete hedging and option pricing," Finance 0310005, EconWPA. [Downloadable!]
Thierry, FOUCAULT & Sophie, MOINAS & Erik, THEISSEN, 2003. "Does anonymity matter in electronic limit order markets ?," Les Cahiers de Recherche 784, Groupe HEC. [Downloadable!]
Arjen Siegmann, 2003. "Shortfall allowed: loss aversion and habit formation," WO Research Memoranda (discontinued) 741, Netherlands Central Bank, Research Department. [Downloadable!]
Glaser, Markus & Nöth, Markus & Weber, Martin, 2003. "Behavioral Finance," Sonderforschungsbereich 504 Publications 03-14, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim. [Downloadable!]
Vladislav Kargin, 2003. "Portfolio Management for a Random Field of Bond Returns," Finance 0310007, EconWPA. [Downloadable!]
A.S.K. Wong & P.J.G. Vlaar, 2003. "Modelling time-varying correlations of financial markets," WO Research Memoranda (discontinued) 739, Netherlands Central Bank, Research Department. [Downloadable!]
Henrard Marc, 2003. "Comparisons of cashflow maps for value-at-risk," Risk and Insurance 0310001, EconWPA. [Downloadable!]
MEDDAHI, Nour, 2002. "ARMA Representation of Integrated and Realized Variances," Cahiers de recherche 2002-20, Universite de Montreal, Departement de sciences economiques. [Downloadable!]
Anthony D. F. Coleman & Neil Esho & Michelle Wong, 2003. "The Investment Performance of Australian Superannuation Funds," Working Papers wp0010, Australian Prudential Regulation Authority. [Downloadable!]
Helmut Wagner & Wolfram Berger, 2003. "Financial Globalization and Monetary Policy," DNB Staff Reports (discontinued) 95, Netherlands Central Bank. [Downloadable!]
Hennessy, David A. & Lapan, Harvey E., 2002. "Algebraic Theory of Portfolio Allocation, An," Staff General Research Papers 10109, Iowa State University, Department of Economics.
M.B. Devereux & Ch. Engel, 2003. "Exchange Rate Pass-Through, Exchange Rate Volatility, and ExchangeRate Disconnect," DNB Staff Reports (discontinued) 77, Netherlands Central Bank. [Downloadable!]
A.F. Tieman, 2003. "Spillover of Domestic Regulation to Emerging Markets," DNB Staff Reports (discontinued) 90, Netherlands Central Bank. [Downloadable!]
James Dean, 2003. "Exchange Rate Regimes for the 21st Century: Asia, Europe and the Americas," Carleton Economic Papers 03-10, Carleton University, Department of Economics. [Downloadable!]
Henrard Marc, 2003. "Parameter risk in the Black and Scholes model," Risk and Insurance 0310002, EconWPA. [Downloadable!]
Glaser, Markus & Weber, Martin, 2003. "September 11 and Stock Return Expectations of Individual Investors," Sonderforschungsbereich 504 Publications 03-17, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim.
N. Valckx & M.J.K.de Ceuster & J. Annaert, 2003. "Is Financial Market Volatility Informative to Predict Recessions?," DNB Staff Reports (discontinued) 93, Netherlands Central Bank. [Downloadable!]
André Lucas & Pieter Klaassen, 2003. "Discrete versus Continuous State Switching Models for Portfolio Credit Risk," Tinbergen Institute Discussion Papers 03-075/2, Tinbergen Institute, revised 30 Sep 2003. [Downloadable!]
Glaser, Markus, 2003. "Online Broker Investors: Demographic Information, Investment Strategy, Portfolio Positions, and Trading Activity," Sonderforschungsbereich 504 Publications 03-18, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim. [Downloadable!]
Y.Chen & K. Rogoff, 2003. "Commodity Currencies and Empirical Exchange Rate Puzzles," DNB Staff Reports (discontinued) 76, Netherlands Central Bank. [Downloadable!]

This page was last updated on 2008-10-5.

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