Report NEP-RMG-2002-12-02

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Other reports in NEP-RMG

The following items were anounced in this report:

• Sophie Manigart & Katleen Baeyens & Ilse Verschueren, 2002. "Financing and investment interdependencies in unquoted Belgian companies: the role of venture capital," Vlerick Leuven Gent Management School Working Paper Series 2002-16, Vlerick Leuven Gent Management School. [Downloadable!]
• George Kapetanios, 2002. "Testing for Structural Breaks in Nonlinear Dynamic Models Using Artificial Neural Network Approximations," Working Papers 470, Queen Mary, University of London, Department of Economics. [Downloadable!]
• Li Chen & H. Vincent Poor, 2002. "A General Characterization of Quadratic Term Structure Models," Finance 0211008, EconWPA. [Downloadable!]
• HENROTTE, Philippe, 2001. "Dynamic mean-variance analysis," Les Cahiers de Recherche 729, HEC Paris. [Downloadable!]
• Jan Bouckaert & Hans Degryse, 2002. "Entry and Strategic Information Display in Credit Markets," CSEF Working Papers 79, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy. [Downloadable!]
• Onno Lint & Enrico Pennings, 2002. "The option value of developing two product standards simultaneously when the final standard is uncertain," Vlerick Leuven Gent Management School Working Paper Series 2002-10, Vlerick Leuven Gent Management School. [Downloadable!]
• Eugenie Hol & Siem Jan Koopman, 2002. "Stock Index Volatility Forecasting with High Frequency Data," Tinbergen Institute Discussion Papers 02-068/4, Tinbergen Institute. [Downloadable!]
• J.B.G. Frenk & G. Kassay & V. Protassov, 2002. "On Borel Probability Measures and Noncooperative Game Theory," Tinbergen Institute Discussion Papers 02-093/4, Tinbergen Institute. [Downloadable!]
• HEGE, Ulrich & HAUSWALD, Robert, 2002. "Ownership and control in joint ventures: theory and evidence," Les Cahiers de Recherche 750, HEC Paris. [Downloadable!]
• Francesco MENONCIN, 2002. "How the Financial ManagersÕ Remuneration Can Affect the Optimal Portfolio Composition ?," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2002022, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES). [Downloadable!]
• Hubert Ooghe & Sofie Balcaen, 2002. "Are failure prediction models transferable from one country to another? An empirical study using financial statements," Vlerick Leuven Gent Management School Working Paper Series 2002-3, Vlerick Leuven Gent Management School. [Downloadable!]
• Udo Broll & Peter Welzel, 2002. "Risikomanagement mit Kreditoptionen," Discussion Paper Series 231, Universitaet Augsburg, Institute for Economics. [Downloadable!]
• Francesco, MENONCIN, 2002. "Investment Strategies in Incomplete Markets : Sufficient Conditions for a Closed Form Solution," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2002033, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES). [Downloadable!]
• Mehari Mekonnen Akalu, 2002. "Evaluating the Capacity of Standard Investment Appraisal Methods," Tinbergen Institute Discussion Papers 02-082/1, Tinbergen Institute. [Downloadable!]
• HEGE, Ulrich & MELLA-BARRAL, Pierre, 2002. "Repeated dilution of diffusely held debt," Les Cahiers de Recherche 751, HEC Paris. [Downloadable!]
• Gonzalo Camba-Mendez & George Kapetanios, 2002. "Bootstrap Statistical Tests of Rank Determination for System Identification," Working Papers 468, Queen Mary, University of London, Department of Economics. [Downloadable!]
• Paolo BATTOCCHIO & Francesco MENONCIN, 2002. "Optimal Pension Management under Stochastic Interest Rates, Wages, and Inflation," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2002021, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES). [Downloadable!]
• Jun Yu & Zhenlin Yang & Xibin Zhang, 2002. "A Class of Nonlinear Stochastic Volatility Models and Its Implications on Pricing Currency Options," Monash Econometrics and Business Statistics Working Papers 17/02, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
• Mehari Mekonnen Akalu & Rodney Turner, 2002. "A Monte Carlo Comparison between the Free Cash Flow and Discounted Cash Flow Approaches," Tinbergen Institute Discussion Papers 02-083/1, Tinbergen Institute. [Downloadable!]
• George Kapetanios, 2002. "Measuring Conditional Persistence in Time Series," Working Papers 474, Queen Mary, University of London, Department of Economics. [Downloadable!]
• Léonce Ndikumana & James Boyce, 2002. "Africa’s Debt: Who Owes Whom?," Working Papers wp48, Political Economy Research Institute, University of Massachusetts at Amherst. [Downloadable!]
• FOUCAULT, Thierry & KADAN, Ohad & KANDEL, Eugene, 2001. "Limit order book as a market for liquidity," Les Cahiers de Recherche 728, HEC Paris. [Downloadable!]
• LOVO, Stefano & DECAMPS, Jean-Paul, 2002. "Risk aversion and herd behavior in financial markets," Les Cahiers de Recherche 758, HEC Paris. [Downloadable!]
• George Kapetanios, 2002. "Testing for Neglected Nonlinearity in Long Memory Models," Working Papers 473, Queen Mary, University of London, Department of Economics. [Downloadable!]
• Onno Lint, 2002. "Retrospective insights from Real Options in R&D," Vlerick Leuven Gent Management School Working Paper Series 2002-12, Vlerick Leuven Gent Management School. [Downloadable!]
• HEGE, Ulrich & BERGEMANN, Dirk, 2002. "The value of benchmarking," Les Cahiers de Recherche 752, HEC Paris. [Downloadable!]
• Thierry Post & Haim Levy, 2002. "Does Risk Seeking drive Asset Prices?," Tinbergen Institute Discussion Papers 02-070/2, Tinbergen Institute. [Downloadable!]
• Mark VANCAUTEREN, 2002. "The Impact of Technical Barriers to Trade on Home Bias : An application to EU data," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2002032, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES). [Downloadable!]

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