Report NEP-FIN-2004-10-18This 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:
- Sílvia Ferreira Jorge & Cesaltina Pacheco Pires, 2004. "Delivered versus Mill Nonlinear Pricing in Free Entry Markets," Microeconomics, EconWPA 0409006, EconWPA.
- Francisco Peñaranda & Enrique Sentana, 2004. "Spanning Tests In Return And Stochastic Discount Factor Mean-Variance Frontiers: A Unifying Approach," Working Papers, CEMFI wp2004_0410, CEMFI.
- Don U.A. Galagedera & Elizabeth A. Maharaj, 2004. "Wavelet timescales and conditional relationship between higher- order systematic co-moments and portfolio returns: evidence in Australian data," Finance, EconWPA 0409056, EconWPA.
- Keiichiro Kobayashi, 2004. "Is Financial Friction Irrelevant to the Great Depression? - Simple modification of the Carlstrom-Fuerst model -," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI) 04030, Research Institute of Economy, Trade and Industry (RIETI).
- Romain Houssa, 2004. "Monetary Union in West Africa and Asymmetric Shocks: A Dynamic Structural Factor Model Approach," Development and Comp Systems, EconWPA 0409063, EconWPA.
- Philip Kostov & Ziping Wu & Seamus McErlean, 2004. "Do Chinese stock markets share common information arrival processes?," Econometrics, EconWPA 0410001, EconWPA.
- Francisco Javier Mencía & Enrique Sentana, 2004. "Estimation And Testing Of Dynamic Models With Generalised Hyperbolic Innovations," Working Papers, CEMFI wp2004_0411, CEMFI.
- Enrique Sentana & Giorgio Calzolari & Gabriele Fiorentini, 2004. "Indirect Estimation Of Conditionally Heteroskedastic Factor Models," Working Papers, CEMFI wp2004_0409, CEMFI.
- Claudia M. Buch & John C. Driscoll & Charlotte Ostergaard, 2004. "Cross-Border Diversification in Bank Asset Portfolios," Working Paper, Norges Bank 2004/11, Norges Bank.
- Kyri Kyriacou & Jacob Madsen & Bryan Mase, 2004. "The Equity Premium," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University 04-10, Economics and Finance Section, School of Social Sciences, Brunel University.