Report NEP-FIN-2005-01-02

This report is closed
Other reports in NEP-FIN

The following items were anounced in this report:

• Peter M Robinson, 2004. "ROBUST COVARIANCE MATRIX ESTIMATION: "HAC" Estimates with Long Memory/Antipersistence Correction," STICERD - Econometrics Paper Series /2004/471, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
• Trino-Manuel Niguez & Javier Perote, 2004. "Forecasting the density of asset returns," STICERD - Econometrics Paper Series /2004/479, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
• Jens Tapking & Jing Yang, . "Horizontal and vertical integration in securities trading and settlement," Bank of England working papers 245, Bank of England. [Downloadable!]
• Jian Tong & Chenggang Xu, 2004. "Financial Institutions and The Wealth of Nations: Tales of Development," STICERD - Theoretical Economics Paper Series /2004/469, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
• M. Hashem Pesaran & Paolo Zaffaroni, 2004. "Model Averaging and Value-at-Risk Based Evaluation of Large Multi Asset Volatility Models for Risk Management," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
• B. Gabriela Mundaca & Jon Strand, 2004. "A Risk Allocation Approach to Optimal Exchange Rate Policy," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
• Christa Hainz, 2004. "Quality of Institutions, Credit Markets and Bankruptcy," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
• Leonardo Hernández & Fernando Parro, 2004. "Financial System and Economic Growth in Chile," Working Papers Central Bank of Chile 291, Central Bank of Chile. [Downloadable!]
• Juan Pablo Medina, 2004. "The Default Rate and Price of Capital in a Costly External Finance Model," Working Papers Central Bank of Chile 297, Central Bank of Chile. [Downloadable!]
• M. Martin Boyer & Didier Filion, 2004. "Common and Fundamental Factors in Stock Returns of Canadian Oil and Gas Companies," CIRANO Working Papers 2004s-62, CIRANO. [Downloadable!]
• Rombouts, J.V.K. & Verbeek, M.J.C.M., 2009. "Evaluating Portfolio Value-At-Risk Using Semi-Parametric GARCH Models," Research Paper ERS-2004-107-F&A Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
• Moerman, G.A. & Mahieu, R.J. & Koedijk, C.G., 2004. "Financial Integration Through Benchmarks: The European Banking Sector," Research Paper ERS-2004-110-F&A Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
• Goergen, M. & Manjon, M.C. & Renneboog, L.D.R., 2004. "Recent developments in German corporate governance," Discussion Paper 123, Tilburg University, Center for Economic Research. [Downloadable!]
• George, R. & Kabir, M.R. & Douma, S., 2004. "Business groups and profit redistribution : a boon or bane for firms," Discussion Paper 124, Tilburg University, Center for Economic Research. [Downloadable!]
• Beirlant, J. & Schoutens, W. & Segers, J.J.J., 2004. "Mandelbrot's extremism," Discussion Paper 125, Tilburg University, Center for Economic Research. [Downloadable!]
• Rose Cunningham, 2004. "Trade Credit and Credit Rationing in Canadian Firms," Working Papers 04-49, Bank of Canada. [Downloadable!]
• Athayde, Gustavo M. de & Flôres Junior, Renato Galvão, 2004. "Do Higher Moments Really Matter in Portfolio Choice?," Economics Working Papers (Ensaios Economicos da EPGE) 574, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
• Beechey, Meredith, 2004. "Excess Sensitivity and Volatility of Long Interest Rates: The Role of Limited Information in Bond Markets," Working Paper Series 173, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]
• Villani, Mattias & Larsson, Rolf, 2004. "The Multivariate Split Normal Distribution and Asymmetric Principal Components Analysis," Working Paper Series 175, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]
• Anne Epaulard & Aude Pommeret, 2004. "Financial Integration, Growth, and Volatility," Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP) 04.18, Université de Lausanne, Faculté des HEC, DEEP. [Downloadable!]
• Anthony W. Lynch & Sinan Tan, 2004. "Labor Income Dynamics at Business-Cycle Frequencies: Implications for Portfolio Choice," NBER Working Papers 11010, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• George-Marios Angeletos & Ivan Werning, 2004. "Crises and Prices: Information Aggregation, Multiplicity and Volatility," NBER Working Papers 11015, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• J. David Brown & John S. Earle & Almos Telegdy, 2004. "Does Privatization Raise Productivity? Evidence from Comprehensive Panel Data on Manufacturing Firms in Hungary, Romania, Russia, and Ukraine," Staff Working Papers 04-107, W.E. Upjohn Institute for Employment Research. [Downloadable!] (restricted)
• Christian Hopp & Finn Rieder, 2004. "What drives Venture Capital Syndication," Finance 0412023, EconWPA, revised 12 Jan 2006. [Downloadable!]
• Luca Casolaro & Giorgio Gobbi, 2004. "Information technology and productivity changes in the Italian banking industry," Temi di discussione (Economic working papers) 489, Bank of Italy, Economic Research Department. [Downloadable!]
• Andrew B. Bernard & Stephen Redding & Peter K. Schott, 2003. "Product Choice and Product Switching," CEP Discussion Papers dp0594, Centre for Economic Performance, LSE. [Downloadable!]
• Julius Moschitz, 2004. "Spillovers across High Yield Markets," Finance 0412024, EconWPA. [Downloadable!]
• Item repec:xrs:meawpa:0461 is not listed on IDEAS anymore

• Patrick Leoni, . "Market Power, Survival and Accuracy of Predictions in Financial Markets," IEW - Working Papers iewwp216, Institute for Empirical Research in Economics - IEW. [Downloadable!]
• M. E. Mancino & S. Ogawa & S. Sanfelici, 2004. "A numerical study of the smile effect in implied volatilities induced by a nonlinear feedback model," Economics Department Working Papers 2004-ME01, Department of Economics, Parma University (Italy). [Downloadable!]
• Benjamin Eden, 2004. "Substitution and Risk Aversion: Is Risk Aversion Important for Understanding Asset Prices?," Working Papers 0422, Department of Economics, Vanderbilt University. [Downloadable!]
• Nan-Kuang Chen & Hsiao-Lei Chu, 2003. "Collateral Value and Forbearance Lending," CEP Discussion Papers dp0603, Centre for Economic Performance, LSE. [Downloadable!]
• George J.Mailath & Andrew Postlewaite & Larry Samuelson, 2003. "Sunk Investments Lead to Unpredictable Prices (Second Version)," PIER Working Paper Archive 04-007, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 30 Jan 2004. [Downloadable!]
• Peter F. Christoffersen & Francis X.Diebold, 2003. "Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics," PIER Working Paper Archive 04-009, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania. [Downloadable!]
• Francis X. Diebold, 2004. "The Nobel Memorial Prize for Robert F. Engle," PIER Working Paper Archive 04-010, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania. [Downloadable!]
• Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Jin Wu, 2003. "Realized Beta: Persistence and Predictability," PIER Working Paper Archive 04-018, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 01 Mar 2004. [Downloadable!]
• Emanuel Shachmurove & Yochanan Shachmurove, 2004. "What One Can Learn From the Initial Public Offering of Google? A Twenty-Year Excursion to the Venture Capital Industry," PIER Working Paper Archive 04-041, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania. [Downloadable!]
• Amir Shachmurove & Yochanan Shachmurove, 2004. "Choosing Between Promising and Crowded Industries: How Does the Venture Capital Industry Fare in Each?," PIER Working Paper Archive 04-044, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania. [Downloadable!]
• Deloof Marc & Weets V., 2003. "External financing, information disclosure and the timeliness of annual shareholder meetings and financial statement filings in Belgium," Working Papers 2003014, University of Antwerp, Faculty of Applied Economics. [Downloadable!]
• van de Vooren F. W. C. J. & Pauwels Tom, 2003. "Improvement of infrastructure: Spatial effects and how to finance," Working Papers 2003016, University of Antwerp, Faculty of Applied Economics. [Downloadable!]
• Bostyn F. & Debal P. & Vandingenen R., 2003. "Euclidian distance measurement methodology for determining the reliability of financial statements," Working Papers 2003025, University of Antwerp, Faculty of Applied Economics. [Downloadable!]
• Bostyn F. & Debal P. & Vandingenen R. & Willemé P. & Yeo M. M., 2003. "An empirical study of the variance of Belgium firm profitability," Working Papers 2003026, University of Antwerp, Faculty of Applied Economics. [Downloadable!]
• Decamps Marc & De Schepper Ann & Goovaerts Marc, 2003. "Path integrals as a tool for pricing interest rate contingent claims: the case of reflecting and absorbing boundaries," Working Papers 2003027, University of Antwerp, Faculty of Applied Economics. [Downloadable!]
• Beuselinck C. & Deloof M. & Manigart S., 2004. "Venture capital, private equity and earnings quality," Working Papers 2004002, University of Antwerp, Faculty of Applied Economics. [Downloadable!]
• De Schepper A. & Heijnen B., 2004. "On the pricing of options under limited information," Working Papers 2004004, University of Antwerp, Faculty of Applied Economics. [Downloadable!]
• Brys G. & Hubert M. & Struyf A., 2004. "Goodness-of-fit tests based on a robust measure of skewness," Working Papers 2004018, University of Antwerp, Faculty of Applied Economics. [Downloadable!]
• Item repec:umc:wpaper:0303 is not listed on IDEAS anymore

• Jeremy Grant & Thomas Kirchmaier, 2004. "Corporate Ownership Structure and Performance in Europe," CEP Discussion Papers dp0631, Centre for Economic Performance, LSE. [Downloadable!]
• Philip R. Lane & G Milesi-Feretti, 2004. "Financial Globalization and Exchange Rates," CEP Discussion Papers dp0662, Centre for Economic Performance, LSE. [Downloadable!]

This page was last updated on 2009-11-22.