Report NEP-FIN-2004-01-25

This report is closed
Other reports in NEP-FIN

The following items were anounced in this report:

• Bronka Rzepkowski, 2003. "Order Flows, Delta Hedging and Exchange Rate Dynamics," Working Papers 2003-18, CEPII research center. [Downloadable!]
• Item repec:ysm:somwrk:ysm4 is not listed on IDEAS anymore

• Ciaran Driver and Katsushi Imai, 2003. "Testing Real Options Theory Using Data on Capital Adequacy," Royal Holloway, University of London: Discussion Papers in Economics 03/3, Department of Economics, Royal Holloway University of London, revised Dec 2003. [Downloadable!]
• Raymond Fisman & Inessa Love, 2004. "Financial Development and Growth in the Short and Long Run," NBER Working Papers 10236, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Ansgar Belke & Kai Geisslreither & Daniel Gros, 2004. "On the Relationship Between Exchange Rates and Interest Rates: Evidence from the Southern Cone," Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim 232/2004, Department of Economics, University of Hohenheim, Germany. [Downloadable!]
• Jaume Masoliver & Miquel Montero & Josep Perello, . "The continuous time random walk formalism in financial markets," Modeling, Computing, and Mastering Complexity 2003 24, Society for Computational Economics. [Downloadable!]
• Scholtens, Bert & Hameeteman, Daphne, 2003. "Joint default probabilities and country risk," Research Report 03E41, University of Groningen, Research Institute SOM (Systems, Organisations and Management). [Downloadable!]
• Tetsuji Okazaki & Michiru Sawada, 2003. "Bank Merger Wave and Evolution of Financial System: Experience in Prewar Japan," Discussion papers 03008, Research Institute of Economy, Trade and Industry (RIETI). [Downloadable!]
• Andrew Powell y Leandro Arozamena, 2003. "Liquidity Protection versus Moral Hazard: The Role of the IMF," Business School Working Papers ocho, Universidad Torcuato Di Tella. [Downloadable!]
• William N. Goetzmann & ROGER G. IBBOTSON & LIANG PENG, 2004. "A New Historical Database For The NYSE 1815 To 1925: Performance And Predictability," Yale School of Management Working Papers ysm5, Yale School of Management. [Downloadable!]
• Jeffrey R. Brown & Zoran Ivkovich & Paul A. Smith & Scott Weisbenner, 2004. "The Geography of Stock Market Participation: The Influence of Communities and Local Firms," NBER Working Papers 10235, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Eduardo Levy Yeyati & Sergio Schmukler & Neeltje van Horen, 2003. "The Price of Inconvertible Deposits: The Stock Market Boom during the Argentine crisis"," Business School Working Papers diez, Universidad Torcuato Di Tella. [Downloadable!]
• Ole E. Barndorff-Nielsen & Neil Shephard, 2004. "Econometrics of testing for jumps in financial economics using bipower variation ," OFRC Working Papers Series 2004fe01, Oxford Financial Research Centre. [Downloadable!]
• Baele, Lieven, 2003. "Volatility Spillover Effects in European Equity Markets: Evidence from a Regime Switching Model," EIFC - Technology and Finance Working Papers 33, United Nations University, Institute for New Technologies. [Downloadable!]
• Eduardo Levy Yeyati & Ernesto Schargrodsky & Sebastián Galiani, 2003. "Finantial Dollarization and Debt Deflation under a Currency Board," Business School Working Papers tres, Universidad Torcuato Di Tella. [Downloadable!]
• Christiansen, Charlotte, 2003. "Volatility-Spillover E ffects in European Bond Markets," Finance Working Papers 03-8, University of Aarhus, Aarhus School of Business, Department of Business Studies. [Downloadable!]
• Andrea Carriero & Carlo Favero & Iryna Kaminska, . "Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates," Working Papers 253, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. [Downloadable!]

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