Report NEP-FIN-2004-02-08

This report is closed
Other reports in NEP-FIN

The following items were anounced in this report:

• Fernando Rubio, 2004. "Capital Asset Pricing Model (Capm) Y Arbitrage Pricing Theory (Apt): Una Nota Técnica," Finance 0402007, EconWPA. [Downloadable!]
• René Garcia & Eric Ghysels & Éric Renault, 2004. "The Econometrics of Option Pricing," CIRANO Working Papers 2004s-04, CIRANO. [Downloadable!]
• Jeremy Large, 2004. "Cancellation and uncertainty aversion on limit order books," OFRC Working Papers Series 2004fe04, Oxford Financial Research Centre. [Downloadable!]
• Andrea Morone, 2004. "Comparison of Mean-Variance theory and Expected-Utility theory through a Laboratory Experiment," Experimental 0402001, EconWPA. [Downloadable!]
• Alan J. Auerbach, 2004. "How Much Equity Does the Government Hold?," NBER Working Papers 10291, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Paas, L.J. & Bijmolt, T.H.A. & Vermunt, J.K., 2004. "Extending dynamic segmentation with lead generation : a latent class Markov analysis of financial product portfolios," Discussion Paper 1, Tilburg University, Center for Economic Research. [Downloadable!]
• Item repec:att:belgnw:200341 is not listed on IDEAS anymore

• Goeij, P.C. de & Marquering, W., 2003. "Do macroeconomic announcements cause asymmetric volatility," Discussion Paper 131, Tilburg University, Center for Economic Research. [Downloadable!]
• Leonardo Gambacorta, 2004. "How Do Banks Set Interest Rates?," NBER Working Papers 10295, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Daniel Levy & Shantanu Dutta & Mark Bergen, 2004. "Heterogeneity in Price Rigidity: Evidence from a Case Study Using Micro-Level Data," Macroeconomics 0402021, EconWPA. [Downloadable!]
• Daniella Acker & Nigel W. Duck, 2004. "Estimating Betas and Stock-Return Correlations From Monthly Data: A Warning Note," Bristol Economics Discussion Papers 04/557, Department of Economics, University of Bristol, UK. [Downloadable!]
• Fernando Rubio, 2004. "Simple Trading Rules: Trading On Ibex At Meff," Finance 0402001, EconWPA, revised 02 Feb 2004. [Downloadable!]
• Philip Arestis, 2003. "Financial Sector Reforms in Developing Countries with Special Reference to Egypt," Economics Working Paper Archive 383, Levy Economics Institute, The. [Downloadable!]
• Michael Magill, 2004. "Demography and the Stock Market," Theory workshop papers 658612000000000080, UCLA Department of Economics. [Downloadable!]

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