Report NEP-FIN-2004-01-18

This report is closed
Other reports in NEP-FIN

The following items were anounced in this report:

• Item repec:cla:penntw:adb2940730338ff113d930aa2e42ccd is not listed on IDEAS anymore

• Item repec:cla:penntw:d50f0ddbbf9f79b6e05bb90a5d0d23c is not listed on IDEAS anymore

• Item repec:cla:penntw:ed722591a10ca6b7966bbee0c1a0a94 is not listed on IDEAS anymore

• Beatriz de-Blas-Pérez, 2003. "Performance Of Interest Rate Rules Under Credit Market Imperfections," Economics Working Papers we033813, Universidad Carlos III, Departamento de Economía. [Downloadable!]
• Sandro Brusco & Carolina Manzano & Mikel Tapia, 2003. "Price Discovery In The Pre-Opening Period. Theory And Evidence From The Madrid Stock Exchange," Business Economics Working Papers wb035814, Universidad Carlos III, Departamento de Economía de la Empresa. [Downloadable!]
• Ericsson, Johan & González, Andrés, 2003. "Is Momentum Due to Data-Snooping?," Working Paper Series in Economics and Finance 536, Stockholm School of Economics. [Downloadable!]
• Ben R. Craig & Joachim G. Keller, 2003. "The empirical performance of option-based densities of foreign exchange," Working Paper 0313, Federal Reserve Bank of Cleveland. [Downloadable!]
• Item repec:cla:penntw:d12f7936881423171f65801c00cc2 is not listed on IDEAS anymore

• Item repec:cla:penntw:6c418113c19a91c029047e10212054f is not listed on IDEAS anymore

• Item repec:cla:penntw:e5ba8f857b7ab5742bd6c467886da6 is not listed on IDEAS anymore

• Item repec:cla:penntw:33820afad90814b2158b066c471e51 is not listed on IDEAS anymore

• John K.-H. Quah, 2004. "Comparative Statics with Concave and Supermodular Functions," Economics Papers 2004-W01, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
• Andrea Morone, 2004. "Financial Market in the Laboratory," Experimental 0401002, EconWPA. [Downloadable!]
• Vladislav KArgin, 2004. "Optimal Convergence Trading," Finance 0401003, EconWPA. [Downloadable!]
• Ole E. Barndorff-Nielsen & Neil Shephard, 2003. "Power and bipower variation with stochastic volatility and jumps," Economics Papers 2003-W17, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
• Ole E. Barndorff-Nielsen & Svend Erik Graversen & Neil Shephard, 2003. "Power variation & stochastic volatility: a review and some new results," Economics Papers 2003-W19, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
• Item repec:cla:penntw:08d6793d32cab8f6e1f46dac0dbb361 is not listed on IDEAS anymore

• Item repec:cla:penntw:313926d56a787869b6a219eab4d3899 is not listed on IDEAS anymore

• Don U.A. Galagedera & Roland Shami, 2003. "Association between Markov regime-switching market volatility and beta risk: Evidence from Dow Jones industrial serurities," Monash Econometrics and Business Statistics Working Papers 20/03, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
• Ben Craig & Ernst Glatzer & Joachim Keller & Martin Scheicher, 2003. "The forecasting performance of German stock option densities," Working Paper 0312, Federal Reserve Bank of Cleveland. [Downloadable!]
• Item repec:cla:penntw:d12f7936881423171f6589501c00cc2 is not listed on IDEAS anymore

• Pierre Lafourcade, 2003. "Asset prices and rents in a GE model with imperfect competition," Finance and Economics Discussion Series 2003-60, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
• Richard Johnson, 2003. "Portfolio choice in tax-deferred and Roth-type savings accounts," Research Working Paper RWP 03-08, Federal Reserve Bank of Kansas City. [Downloadable!]
• Alexander L. Wolman, 2003. "Real implications of the zero bound on nominal interest rates," Working Paper 03-15, Federal Reserve Bank of Richmond. [Downloadable!]
• Jesus Clemente & Antonio Montañes & Marcelo Reyes, 2004. "Structural Breaks, Inflation and Interest Rates: Evidence for the G7 countries," Econometrics 0401005, EconWPA. [Downloadable!]
• Jurgen A. Doornik & Marius Ooms, 2003. "Multimodality in the GARCH Regression Model," Economics Papers 2003-W20, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
• Item repec:cla:penntw:da63ab402f891c7fcf2fa3465f40596 is not listed on IDEAS anymore

• Item repec:cla:penntw:cae679cdc2e020f74d692ae73e6d291 is not listed on IDEAS anymore

• Item repec:cla:penntw:da63ab402f891c7fcf2fa465f40596 is not listed on IDEAS anymore

• Item repec:cla:penntw:823ad5f6b6eb3583cc70364ee0f161 is not listed on IDEAS anymore

• Item repec:cla:penntw:33820afad90814b2158b0366c471e51 is not listed on IDEAS anymore

• Keiichiro Kobayashi, 2003. "A Theory of Banking Crises (Part 1)," Discussion papers 03016, Research Institute of Economy, Trade and Industry (RIETI). [Downloadable!]
• Item repec:cla:penntw:823ad5f6b6eb3583cc703364ee0f161 is not listed on IDEAS anymore

• Item repec:cla:penntw:e9e0aca257b20d3bb6bb4a52a98edeb is not listed on IDEAS anymore

• Item repec:cla:penntw:e5ba8f857b7ab5742bd6c3467886da6 is not listed on IDEAS anymore

• Ole E. Barndorff-Nielsen & Neil Shephard, 2003. "Econometrics of testing for jumps in financial economics using bipower variation," Economics Papers 2003-W21, Economics Group, Nuffield College, University of Oxford. [Downloadable!]

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