NEP-FIN-2003-12-07

This file is part of IDEAS, which uses RePEc data

Report NEP-FIN-2003-12-07

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:

Yanjun Liu & Bing-Sun Wong, . "Estimating Structural Breaks in the Volatility of Canadian Output Growth," Working Papers-Department of Finance Canada 2003-20, Department of Finance Canada. [Downloadable!]
Julio Rodríguez & Esther Ruiz, 2003. "A Powerful Test For Conditional Heteroscedasticity For Financial Time Series With Highly Persistent Volatilities," Statistics and Econometrics Working Papers ws036716, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]
Dewachter, H.D.R. & Lyrio, M., 2003. "The Cost of Technical Trading Rules in the Forex Market: A Utility-based Evaluation," Research Paper ERS-2003-052-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!]
Christiansen, Claus Bang & Madsen, Peter Brink & Christensen, Michael, 2003. "Further Evidence on Hedge Funds Performance," Finance Working Papers 03-5, University of Aarhus, Aarhus School of Business, Department of Business Studies. [Downloadable!]
Patrick Georges, . "The Value of Waiting and the Theory of Investment Under Uncertainty(With an Application to Kyoto)," Working Papers-Department of Finance Canada 2003-19, Department of Finance Canada. [Downloadable!]
Elyès Jouini & Clotilde Napp, 2003. "Consensus consumer and intertemporal asset pricing with heterogeneous beliefs," Finance 0312001, EconWPA. [Downloadable!]
Hallerbach, W.G.P.M., 2003. "Holding Period Return-Risk Modeling: The Importance of Dividends," Research Paper ERS-2003-064-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!]
Item repec:cdl:oplwec:11070 is not listed on IDEAS anymore
John Whitley & Richard Windram, . "A quantitative framework for commercial property and its relationship to the analysis of the financial stability of the corporate sector," Bank of England working papers 207, Bank of England. [Downloadable!]
Item repec:cdl:oplwec:11064 is not listed on IDEAS anymore
Berg, J. van den & Bergh, W.M. van den & Kaymak, U., 2003. "Financial Markets Analysis by Probabilistic Fuzzy Modelling," Research Paper ERS-2003-036-LIS 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!]
Post, G.T., 2003. "Asset prices and omitted moments; A stochastic dominance analysis of market efficiency," Research Paper ERS-2003-017-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!]
Item repec:cdl:oplwec:11004 is not listed on IDEAS anymore
Hallerbach, W.G.P.M., 2003. "Holding Period Return-Risk Modeling: Ambiguity in Estimation," Research Paper ERS-2003-063-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!]
Item repec:cdl:oplwec:11063 is not listed on IDEAS anymore
L. Ingber, . "Statistical Mechanics of Financial Markets (SMFM): Applications to Trading Indicators and Options," Lester Ingber Papers 01at, Lester Ingber. [Downloadable!]
Elyès Jouini & Hedi Kallal & Clotilde Napp, 2003. "Arbitrage with fixed costs and interest rate models," Finance 0312002, EconWPA. [Downloadable!]
Carmen Broto & Esther Ruiz, 2003. "Unobserved Component Models With Asymmetric Conditional Variances," Statistics and Econometrics Working Papers ws032003, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]
Michael P. Clements & Philip Hans Franses & Norman R. Swanson, 2003. "Forecasting economic and financial time-series with non-linear models," Departmental Working Papers 200309, Rutgers University, Department of Economics. [Downloadable!]
Elyès Jouini & Clotilde Napp & Walter Schachermayer, 2003. "No-arbitrage and state price deflators in a general continuous time framework," Finance 0312003, EconWPA. [Downloadable!]
Huisman, R. & Huurman, C., 2003. "Fat Tails in Power Prices," Research Paper ERS-2003-059-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!]
Post, G.T. & Vliet, P. van, 2003. "Risk Aversion and Skewness Preference: a comment," Research Paper ERS-2003-009-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!]
Item repec:cdl:oplwec:11035 is not listed on IDEAS anymore
Helmut Rainer, 2003. "Should We Write Prenuptial Contracts?," Economics Discussion Papers 572, University of Essex, Department of Economics. [Downloadable!]
Kole, H.J.W.G. & Koedijk, C.G. & Verbeek, M.J.C.M., 2003. "Stress Testing with Student's t Dependence," Research Paper ERS-2003-056-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!]
D. Narayana, 2003. "Why is the credit-deposit ratio low in Kerala?," Centre for Development Studies, Trivendrum Working Papers 342, Centre for Development Studies, Trivendrum, India. [Downloadable!]
R. Anton Braun & Etsuro Shioji, 2003. "Aggregate Risk in Japanese Equity Markets," CIRJE F-Series CIRJE-F-250, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
Comin, D. & Mulani, S., 2003. "Diverging Trends in Macro and Micro Volatility: Facts," Working Papers 03-08, C.V. Starr Center for Applied Economics, New York University. [Downloadable!]
Item repec:cdl:oplwec:11087 is not listed on IDEAS anymore
Hallerbach, W.G.P.M. & Ning, H. & Spronk, J., 2003. "The effects of decision flexibility in the hierarchical investment decision process," Research Paper ERS-2003-047-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!]

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

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