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Wharton School - Weiss Center for International Financial Research Weiss Center Working Papers Contact information of
Wharton School - Weiss Center for International Financial Research: http://finance.wharton.upenn.edu/weiss/ More information through EDIRC
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(Thomas Krichel) Series handle: repec:fth:pennif
2000 1999 1998 98-06 International Portfolio Diversification and Endogenous Labour Supply Choice by Jermann, U.J.
98-05 Explaining Home Bias in Equities and Consumption by Lewis, K.K.
98-04 Currency Prices, the Nominal Exchange Rate, and Security Prices in a Two Country Dynamic Monetary Equilibrium by Basak, S. & Gallmeyer, M.
98-03 Derivatives Usage in Risk Management by US and German Non-Financial Firms: A Comparative Survey by Bodnar, G.M. & Gebhart, G.
98-02 Both Sides of Corporate Diversification: The Value Impacts of Geographic and Industrial Diversification by Bodnar, G.M. & Tang, C. & Weintrop, J.
98-01 Pass-Through and Exposure by Bodnar, G.M. & Dumas, B. & Marston, R.C.
1996 96-4 Consumption, Stock Returns, and the Gains from International Risk-Sharing by Lewis, K.K.
96-3 The Effects of Industry Structure on Economic Exposure by Marston, R.C.
96-2 Price Convergence of Periphical European Countries on the Way to the EMU: A Time Series Approach by Camarero, M. & Esteve, V. & Tamarit, C.
96-1 The Peseta Real Exchange Rate: Which Are Its Determinants? by Camarero, M. & Esteve, V. & Tamarit, C.
1994 1993 93-13 Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in PHLX Deutschemark Options by Bates, D.S.
93-12 Do Long-Term Swings in the Dollar Affect Estimates of the Risk Premia? by Lewis, K. & Evans, M.D.D.
93-11 Are Foreign Exchange Intervention and Monetary Policy Related and Does it Really Matter by Lewis, K.
93-10 Innovations to Enhance Liquidity: Implications for Systemic Risk by Herrig, R.J.
93-9 The World Price of Foreign Exchange Risk by Dumas, B. & Solnik, B.
93-8 Siegel's Paradox and Pricing of Currency Options by Dumas, B. & Jennergren, L.P. & Naslund, B.
93-7 Currency Option Pricing in Credible Target Zones by Dumas, B. & Jennergren, L.P. & Naslund, B.
93-6 Realignment Bank and Currency Option Pricing in Target Zones by Dumas, B. & Jennergren, L.P. & Naslund, B.
93-5 Explaining Overnight Variation in Japanese Stock Returns: The Information Content of Derivative Securities by Dravid, A. & Richardson, M. & Craig, A.
93-4 Trends in Expected Returns in Currency and Bond Markets by Evans, M.D.D. & Lewis, K.K.
1992 1991 1991-3 Strategic Consideration for Privitizing Central-Eastern Europe by Mendelson, M.
1991-2 How Long do Unilateral Target Zones last? by Dumas, B. & Svensson, L.E.O.
1991-1 Options on two Risky Assets: Nikkei Index Warrants by Dravid, A. & Richardson, M. & Sun, T-S.
29-91 Quantity-Adjusting Options and Forward Contracts by Babbel, D.F. & Eisenberg, L.K.
28-91 Budget Deficits and Government Accounting by Bohn, H.
27-91 The Myths and Reality of Low-Grade Bonds by Blume, M.E. & Keim, D.B.
26-91 An Ordered Probit Analysis of Transaction Stock Prices by Hausman, J.A. & Lo, A.W. & MacKinlay, A.C.
25-91 Equity Risk Premia, Corporate Profit Forcasts, and Investor Sentiment Around the Stock Crash of October 1987 by Siegel, J.J.
24-91 Quantity-adjusting Options and Forward Contracts by Babbel, D.F. & Eisenberg, L.K.
23-91 Generalized put-Call parity by Babbel, D.F. & Eisenberg, L.K.
21-91 Stock Price Manipulation, Market Microstructure and Asymetric Information by Allen, F. & Gorton, G.
20-91 The Theory of Security Pricing and Market Structure by Blume, M.E. & Siegel, J.J.
19-91 On Testing Sustainability of Government Deficits in a Stochastic Environment by Bohn, H.
17-91 The Sustainnability of Budget Deficit in a Stochastic Economy by Henning, B.
15-91 Risk and Returns of low-Grade Bonds: An Update by Kein, D.B. & Blume, M.E.
14-91 Limited Market Participation and Volatility of Asset Prices by Gale, D. & Allen, F.
13-91 The Behavior of Stock Returns Around N.B.E.R. Turning Points: An Overview by Siegel, J.J.
12-91 Robust Power Calculations With tests for Serial Correlation in stock Returns by Smith, T. & Richardson, M.
11-91 Option Prices and the Underlying Asset's Return Distribution by Grundy, R.D.
10-91 Historical Returns: The Case for Equity by siegel , J.J.
9-91 the real rate of Interest from 1800-1990: A Study of the U.S. and U.K by siegel , J.J.
8-91 Bayesian Inference and Portfolio Efficiency by Kandel, S. & McCulloch, R. & Stambaugh, R.F.
7-91 Rational Expectations and Stock Market Bubbles by Allen, F. & Postlewaite, A.
6-91 Effects of Bid-Ask Spreads and Prices Discreteness on Stock Returns by Dravid, A.R.
5-91 The Behavior of Stock Returns Around N.B.E.R. Turning Points : An Overview by Siegel, J.J.
4-92 Differences in execution Prices among the Nyse, the Regionals and the NASD by Blume, M.E. & Goldstein, M.A.
3-91 Budget Balance Through Revenue or Spending Adjustments? Some Historical Evidence for the United States by Bohn, H.
2-92 Limited Market Participation and Volatility of Asset Prices by Allen, F. & Gale, D.
2-91 A Baysian Model of Intraday Specialist Pricing by Madhavan, A. & Smidt, S.
1-92 Security Prices and Market Transparency by Madhavan, A.
1-91 Test of Asset Pricing Models With Changing Expectations by Ferson, W.E. & Foester, S.R. & Kein, D.B.
1990 28-90 The Crash Of '87: Was It Expected? The Evidence From Options Markets by Bates, D.S.
26-90 Measurement Distortion And Missing Contingencies In Optimal Contracts by Allen, F. & Gale, D.
24-90 Returns And Volatility Of Low-Grade Bounds 1977-1989 by Blume, M.E. & Kein, D.B. & Patel, S.A.
23-90 The Consumption Of Stockholders And Non-Stockholders by Mankiw, N.G. & Zeldes, S.P.
22-91 Adjustment of Consumers'durables Stocks: Evidence from Automobile Purchases by Eberly, J.C.
22-90 The Information Role Of Upstairs And Downstairs Trading by Grossman, S.J.
21-90 How Rational Is The Market? Testing Alternative Hypotheses On Financial Market Equilibrium by Lang, L.H.P. & Litzenberger, R.H. & Madrigal, V.
20-90 Monetary Contracting Between Central Banks And The Design Of Sustainable Exchange-Rate Zones by Delgado, F. & Dumas, B.
17-90 The Substainability Of Budget Deficits With Lump-Sum And With Income-Based Taxation by Bohn, H.
15-90 Intertemporal Price Discovery By Market Makers: Active Versus Passive Learning by Leach, J.C. & Madhavan, A.N.
8-90 The Consistence Of Monetary Policy In The Open Economy by Bohn, H.
7-90 Asset Returns, Investment Horizons, And Intertemporal Preferences by Kandel, S. & Stambaugh, R.F.
6-90 The Sutainability Of Budget Deficits In A Stochastic Economy by Bohn, H.
5-90 The Risk And Return Characteristics Of Stock Market-Based Real Estate Indexes And Their Relation To Appraisal- Based Returns by Gyourko, J. & Keim, D.B.
2-90 Financing Losers In Competitive Markets by Abel, A.B. & Mailath, G.J.
1-90 Asset Prices Under Habit Formation And Catching Up With The Joneses by Abel, A.B.
1989 Access
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This page was last updated on 2008-7-4.
IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .