Research Program in Finance, Institute for Business and Economic Research, UC Berkeley

For technical questions regarding this series, please contact (Christopher F. Baum)
Series handle: repec:cdl:rpfina

• 1012 Measuring Tail Thickness under GARCH and an Application to Extremal Exchange Rate Changes
  by Niklas Wagner & Terry Marsh [Downloadable!]
• 1011 An Empirical Test of a Two-Factor Mortgage Valuation Model: How Much Do House Prices Matter?
  by Chris Downing & Richard Stanton & Nancy Wallace [Downloadable!]

• 1004 Corporate Diversification and Agency
  by Benjamin Hermalin & Michael Katz [Downloadable!]
• 1003 On the Relation Between Binomial and Trinomial Option Pricing Models
  by Mark Rubinstein [Downloadable!]
• 1002 Return-Volume Dependence and Extremes in International Equity Markets
  by Niklas Wagner & Terry Marsh [Downloadable!]
• 1001 Rational Markets: Yes or No? The Affirmative Case
  by Mark Rubinstein [Downloadable!]
• 1000 On Adaptive Tail Index Estimation for Financial Return Models
  by Niklas Wagner & Terry Marsh [Downloadable!]

• 1009 Housing Return and Construction Cycles
  by Matthew Spiegel [Downloadable!]
• 1008 The Role of a Corporate Bond Market in an Economy -- and in Avoiding Crises
  by Nils Hakansson [Downloadable!]
• 1007 Order Flow and Exchange Rate Dynamics
  by Martin Evans & Richard Lyons [Downloadable!]
• 1006 Credit Derivatives in Banking: Useful Tools for Managing Risk?
  by Gregory Duffee & Chunseng Zhou [Downloadable!]
• 1005 Optimal Portfolio Management with Transactions Costs and Capital Gains Taxes
  by Hayne Leland [Downloadable!]

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This page was last updated on 2008-5-9.