Report NEP-RMG-2003-05-29

Subscribe to this report: email or RSS

Other reports in NEP-RMG

The following items were anounced in this report:

• Item repec:att:eurcbw:2003221 is not listed on IDEAS anymore

• Item repec:att:eurcbw:2003218 is not listed on IDEAS anymore

• Allen Abrahamson, 2003. "Efficient Path-Dependent Valuation Using Lattices: Fixed and Floating Strike Asian Options," Finance 0305005, EconWPA. [Downloadable!]
• Johann Burgstaller, 2003. "Interest Rate Transmission to Commercial Credit Rates in Austria," Economics working papers 2003-06, Department of Economics, Johannes Kepler University Linz, Austria. [Downloadable!]
• Piontkovsky Ruslan, 2003. "Dollarization, Inflation Volatility and Underdeveloped Financial Markets in Transition Economies," EERC Working Paper Series 03-02e, EERC Research Network, Russia and CIS. [Downloadable!]
• George Woodward & Heather Anderson, 2003. "Does Beta React to Market Conditions? Estimates of Bull and Bear Betas using a Nonlinear Market Model with an Endogenous Threshold Parameter," Monash Econometrics and Business Statistics Working Papers 9/03, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
• Segers, J., 2003. "Functionals of clusters of extremes," Discussion Paper 48, Tilburg University, Center for Economic Research. [Downloadable!]
• Marc Saidenberg & Til Schuermann & May, . "The New Basel Capital Accord and Questions for Research," Center for Financial Institutions Working Papers 03-14, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
• Landschoot, A. van, 2003. "The term structure of credit spreads on euro corporate bonds," Discussion Paper 46, Tilburg University, Center for Economic Research. [Downloadable!]
• Xibin Zhang & Maxwell L. King, 2003. "Estimation of Asymmetric Box-Cox Stochastic Volatility Models Using MCMC Simulation," Monash Econometrics and Business Statistics Working Papers 10/03, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
• Edward W. Piotrowski & Jan Sladkowski, . "Arbitrage Risk Induced by Transaction Costs," Departmental Working Papers 17, University of Bialtystok, Department of Theoretical Physics. [Downloadable!]
• Federico Bandi & Benoit Perron, 2003. "Long memory and the relation between implied and realized volatility," Econometrics 0305004, EconWPA. [Downloadable!]
• Item repec:att:eurcbw:2003224 is not listed on IDEAS anymore

This page was last updated on 2009-12-6.