Report NEP-FIN-2005-05-29

This report is closed
Other reports in NEP-FIN

The following items were anounced in this report:

• Alvaro Cartea, 2005. "Dynamic Hedging of Financial Instruments When the Underlying Follows a Non-Gaussian Process," Birkbeck Working Papers in Economics and Finance 0508, Birkbeck, Department of Economics, Mathematics & Statistics. [Downloadable!]
• Gerard Llobet & Javier Suarez, 2005. "Financing And The Protection Of Innovators," Working Papers wp2005_0502, CEMFI. [Downloadable!]
• Rafael Repullo, 2005. "Liquidity, Risk-Taking, And The Lender Of Last Resort," Working Papers wp2005_0504, CEMFI. [Downloadable!]
• María Concepcion Ausin & Pedro Galeano, 2005. "Bayesian Estimation Of The Gaussian Mixture Garch Model," Statistics and Econometrics Working Papers ws053605, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]
• Malika, HAMADI & Erick, RENGIFO & Diego SALZMAN, 2004. "Illusionary Finance and Trading Behavior," Discussion Papers (ECON - Département des Sciences Economiques) 2005012, Université catholique de Louvain, Département des Sciences Economiques, revised 15 Jan 2005. [Downloadable!]
• Helena, BELTRAN & Alain, DURRE & Pierre, GIOT, 2004. "Volatility regimes and the provisions of liquidity in order book markets," Discussion Papers (ECON - Département des Sciences Economiques) 2005015, Université catholique de Louvain, Département des Sciences Economiques. [Downloadable!]
• Don U.A. Galagedera & Robert D. Brooks, 2005. "Is systematic downside beta risk really priced? Evidence in emerging market data," Monash Econometrics and Business Statistics Working Papers 11/05, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
• Sam Howison & Mario Steinberg, 2005. "A matched asymptotic expansions approach to continuity corrections for discretely sampled options. Part 1: barrier options," OFRC Working Papers Series 2005mf02, Oxford Financial Research Centre. [Downloadable!]
• Sam Howison, 2005. "A matched asymptotic expansions approach to continuity corrections for discretely sampled options. Part 2: Bermudan options," OFRC Working Papers Series 2005mf03, Oxford Financial Research Centre. [Downloadable!]
• Fabio Trojani & Markus Leippold & Paolo Vanini, 2005. "Learning and Asset Prices under Ambiguous Information," University of St. Gallen Department of Economics working paper series 2005 2005-03, Department of Economics, University of St. Gallen. [Downloadable!]
• Patrick Gagliardini & C. Gourieroux & E. Renault, 2005. "Efficient Derivative Pricing by Extended Method of Moments," University of St. Gallen Department of Economics working paper series 2005 2005-05, Department of Economics, University of St. Gallen. [Downloadable!]
• Juri Marcucci & Mario Quagliariello, . "Is Bank Portfolio Riskiness Procyclical? Evidence from Italy using a Vector Autoregression," Discussion Papers 05/09, Department of Economics, University of York. [Downloadable!]
• Timothy W. Guinnane, 2005. "Trust: A Concept Too Many," Working Papers 907, Economic Growth Center, Yale University. [Downloadable!]
• Dean S. Karlan & Jonathan Zinman, 2005. "Observing Unobservables: Identifying Information Asymmetries with a Consumer Credit Field Experiment," Working Papers 911, Economic Growth Center, Yale University. [Downloadable!]
• Santiago Carbó Valverde & Francisco Rodríguez Fernández, 2005. "New evidence of scope economies among lending,deposit-taking, loan commitments and mutual fund activities," ThE Papers 05/01, Department of Economic Theory and Economic History of the University of Granada.. [Downloadable!]
• Santiago Carbó Valverde & Rafael López del Paso, 2005. "Do non-financial firms react to monetary policy actions as banks do?," ThE Papers 05/03, Department of Economic Theory and Economic History of the University of Granada.. [Downloadable!]

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