Report NEP-FIN-2003-11-30

This report is closed
Other reports in NEP-FIN

The following items were anounced in this report:

• Peter Blair Henry & Peter Lombard Lorentzen, 2003. "Domestic Capital Market Reform and Access to Global Finance: Making Markets Work," NBER Working Papers 10064, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Mira Antonietta & Tenconi Paolo, 2003. "Bayesian estimate of credit risk via MCMC with delayed rejection," Economics and Quantitative Methods qf0315, Department of Economics, University of Insubria. [Downloadable!]
• Björk, Tomas, 2003. "On the Geometry of Interest Rate Models," Working Paper Series in Economics and Finance 545, Stockholm School of Economics. [Downloadable!]
• Robert Dekle & Kenneth Kletzer, 2002. "Financial intermediation, agency, and collateral and the dynamics of banking crises: theory and evidence for the Japanese banking crisis," Pacific Basin Working Paper Series 02-10, Federal Reserve Bank of San Francisco. [Downloadable!]
• Douglas W. Diamond & Raghuram G. Rajan, 2003. "Money in a Theory of Banking," NBER Working Papers 10070, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Sean Cleary & Paul Povel & Michael Raith, 2003. "The U-shaped Investment Curve: Theory and Evidence," Finance 0311010, EconWPA. [Downloadable!]
• Atsushi Kajii & Chiaki Hara, 2003. "On the Range of the Risk-Free Interest Rate in Incomplete Markets," Levine's Bibliography 666156000000000383, UCLA Department of Economics. [Downloadable!]
• AROURI Mohamed El Hedi, 2003. "Financial Integration and International Portfolio," International Finance 0311012, EconWPA. [Downloadable!]
• Douglas W. Diamond & Raghuram G. Rajan, 2003. "Liquidity Shortages and Banking Crises," NBER Working Papers 10071, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Andrew Ang & Jun Liu, 2003. "How to Discount Cashflows with Time-Varying Expected Returns," NBER Working Papers 10042, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Francis Longstaff & Monika Piazzesi, 2003. "Corporate Earnings and the Equity Premium," NBER Working Papers 10054, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Roman Kraeussl, 2003. "Sovereign Credit Ratings and Their Impact on Recent Financial Crises," International Finance 0311013, EconWPA. [Downloadable!]
• Pandey Ajay, 2003. "Overnight Stock Returns and Time-varying Correlations," IIMA Working Papers 2003-09-05, Indian Institute of Management Ahmedabad, Research and Publication Department. [Downloadable!]
• Valeri Zakamouline, 2003. "American Option Pricing with Transaction Costs," Finance 0311012, EconWPA. [Downloadable!]
• Paolo Pellizzari, 2003. "Static Hedging of Multivariate Derivatives by Simulation," Finance 0311013, EconWPA, revised 04 Dec 2003. [Downloadable!]
• Lan Zhang & Per A. Mykland & Yacine Ait-Sahalia, 2003. "A Tale of Two Time Scales: Determining Integrated Volatility with Noisy High Frequency Data," NBER Working Papers 10111, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Jason Barro & Nancy Beaulieu, 2003. "Selection and Improvement: Physician Responses to Financial Incentives," NBER Working Papers 10017, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• John H. Cochrane & Francis A. Longstaff & Pedro Santa-Clara, 2003. "Two Trees: Asset Price Dynamics Induced by Market Clearing," NBER Working Papers 10116, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Lawrence J. Christiano & Jonas D. M. Fisher, 2003. "Stock Market and Investment Goods Prices: Implications for Macroeconomics," NBER Working Papers 10031, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Peter F. Christoffersen & Francis X. Diebold, 2003. "Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics," NBER Working Papers 10009, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Kim McPhail & Anastasia Vakos, 2003. "Excess Collateral in the LVTS: How Much is Too Much?," Working Papers 03-36, Bank of Canada. [Downloadable!]
• Peter Reinhard Hansen & Asger Lunde & James M. Nason, 2003. "Choosing the best volatility models: the model confidence set approach," Working Paper 2003-28, Federal Reserve Bank of Atlanta. [Downloadable!]
• Graciela L. Kaminsky & Carmen Reinhart & Carlos A. Vegh, 2003. "The Unholy Trinity of Financial Contagion," NBER Working Papers 10061, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

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