Report NEP-FIN-2004-04-25This 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 announced in this report:
- Item repec:imf:imfwpa:0370 is not listed on IDEAS anymore
- Ernst Fehr & Klaus Schmidt, 2004. "Contracts, Fairness and Incentives," Levine's Bibliography 122247000000000148, UCLA Department of Economics.
- John Bone & John Hey & John Suckling, . "A Simple Risk-Sharing Experiment," Discussion Papers 00/36, Department of Economics, University of York.
- George Buckley & Richard Holt, 2004. "Forecasting Cross-Section Stock Returns using Theoretical Prices Estimated from an Econometric Model," ESE Discussion Papers 47, Edinburgh School of Economics, University of Edinburgh.
- Jan Frederik Slijkerman & David J.C. Smant & Casper G. de Vries, 2004. "Credit Rationing Effects of Credit Value-at-Risk," Tinbergen Institute Discussion Papers 04-032/2, Tinbergen Institute.
- Item repec:imf:imfwpa:03123 is not listed on IDEAS anymore
- Item repec:imf:imfwpa:0441 is not listed on IDEAS anymore
- Herings,P. Jean-Jacques & Kubler,Felix, 2003. "Approximate CAPM When Preferences Are CRRA," Research Memoranda 064, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization.
- Siem Jan Koopman & Borus Jungbacker & Eugenie Hol, 2004. "Forecasting Daily Variability of the S&P 100 Stock Index using Historical, Realised and Implied Volatility Measurements," Tinbergen Institute Discussion Papers 04-016/4, Tinbergen Institute.
- Charles S. Bos, 2003. "Time Series Modelling using TSMod 3.24," Tinbergen Institute Discussion Papers 03-091/4, Tinbergen Institute.
- Felix Eschenbach, 2004. "Finance and Growth: A Survey of the Theoretical and Empirical Literature," Tinbergen Institute Discussion Papers 04-039/2, Tinbergen Institute.
- Charles S. Bos & Neil Shephard, 2004. "Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space form," Tinbergen Institute Discussion Papers 04-015/4, Tinbergen Institute.
- Abraham Arpad & Nicola Pavoni, 2004. "Efficient Allocations, with Moral Hazard and Hidden Borrowing and Lending," Levine's Bibliography 122247000000000138, UCLA Department of Economics.
- Bas Peeters & Cees L. Dert & Andr� Lucas, 2003. "Black Scholes for Portfolios of Options in Discrete Time: the Price is Right, the Hedge is wrong," Tinbergen Institute Discussion Papers 03-090/2, Tinbergen Institute.
- Benoît Mercereau, 2003. "Stock Markets and Real Exchange Rate: An Intertemporal Approach," IMF Working Papers 03/109, International Monetary Fund.
- Nivorozhkin, Eugene, 2004. "Financing Choices of Firms in EU Accession Countries," Ratio Working Papers 33, The Ratio Institute.
- N.P. Firth & J.N. Dewynne, 2004. "High Dimensional Radial Barrier Options," OFRC Working Papers Series 2004mf02, Oxford Financial Research Centre.
- Alexander Kempf & Stefan Ruenzi, 2004. "Tournaments in Mutual Fund Families," Finance 0404011, EconWPA.