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University of Aarhus, Aarhus School of Business, Department of Business Studies Finance Research Group Working Papers Contact information of
University of Aarhus, Aarhus School of Business, Department of Business Studies: http://www.asb.dk/about/departments/bs.aspx More information through EDIRC
For technical questions regarding this series, please contact
(Helle Vinbaek Stenholt) Series handle: repec:hhb:aarbfi
2009 F-2009-02 The Forecast Performance of Competing Implied Volatility Measures: The Case of Individual Stocks by Tsiaras, Leonidas [Downloadable!]
F-2009-05 A Consistent Pricing Model for Index Options and Volatility Derivatives by Cont, Rama & Kokholm, Thomas [Downloadable!]
F-2009-04 Investment Timing, Liquidity, and Agency Costs of Debt by Hirth, Stefan & Uhrig-Homburg, Marliese [Downloadable!]
F-2009-03 Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach by Bork, Lasse [Downloadable!]
F-2009-01 Sato Processes in Default Modeling by Kokholm, Thomas & Nicolato, Elisa [Downloadable!]
2008 F-2008-07 On the Generalized Brownian Motion and its Applications in Finance by Høg, Esben & Frederiksen, Per & Schiemert, Daniel [Downloadable!]
F-2006-05 How well do financial and macroeconomic variables predict stock returns: Time-series and cross-sectional evidence by Rasmussen, Anne-Sofie Reng
F-2008-06 Volatility and realized quadratic variation of differenced returns : A wavelet method approach by Høg, Esben [Downloadable!]
F-2008-05 Time Charters with Purchase Options in Shipping: Valuation and Risk Management by Jørgensen, Peter Løchte & De Giovanni, Domenico [Downloadable!]
F-2008-04 Habit persistence: Explaining cross-sectional variation in returns and time-varying expected returns by Møller, Stig Vinther [Downloadable!]
F-2008-03 Private benefits in corporate control transactions by Poulsen, Thomas [Downloadable!]
F-2008-02 Investment decisions with benefits of control by Poulsen, Thomas [Downloadable!]
F-2008-01 Pricing of Traffic Light Options and other Correlation Derivatives by Kokholm, Thomas [Downloadable!]
2007 2006 F-2006-03 Conducting event studies on a small stock exchange by Bartholdy, Jan & Olson, Dennis & Peare, Paula [Downloadable!]
F-2006-97 Dispersed Trading and the Prevention of Market Failure: The Case of the Copenhagen Stock Exchange by Porter, David C. & Tanggaard, Carsten & Weaver, Daniel G. & Yu, Wei [Downloadable!]
F-2006-09 Lognormal Approximation of Complex Path-dependent Pension Scheme Payoffs by Jørgensen, Peter Løchte [Downloadable!]
F-2006-08 Traffic Light Options by Løchte, Peter [Downloadable!]
F-2006-04 Improving the asset pricing ability of the Consumption-Capital Asset Pricing Model? by Rasmussen, Anne-Sofie Reng
F-2006-02 Debt and Taxes: Evidence from bank-financed unlisted firms by Bartholdy, Jan & Mateus, Cesário [Downloadable!]
F-2006-01 The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application by Høg, Espen P. & Frederiksen, Per H. [Downloadable!]
2005 F-2006-06 Paying for Market Quality by Anand, Amber & Tanggaard, Carsten & Weaver, Daniel G. [Downloadable!]
F-2005-05 Realized Bond-Stock Correlation: Macroeconomic Announcement Effects by Christiansen, Charlotte & Ranaldo, Angelo [Downloadable!]
F-2004-01 Decomposing European bond and equity volatility by Christiansen, Charlotte [Downloadable!]
F-2005-04 GSE Funding Advantages and Mortgagor Benefits: Answers from Asset Pricing by Willemann, Søren [Downloadable!]
F-2005-03 Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates by Christiansen, Charlotte [Downloadable!]
F-2005-02 Do More Economists Hold Stocks? by Christiansen, Charlotte & Joensen, Juanna Schröter & Rangvid, Jesper [Downloadable!]
F-2005-01 Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence by Christensen, Michael [Downloadable!]
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This page was last updated on 2009-10-25.
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 .