University of Copenhagen. Department of Economics. Finance Research Unit

Editor:
For technical questions regarding this series, please contact (Henriette Aabo Hansen)
Series handle: repec:kud:kuiefr

• 2007/01 Aggregation of Information and Beliefs in Prediction Markets
  by Marco Ottaviani & Peter Norman Sørensen [Downloadable!]

• 2006/06 Testing the Conditional Mean Function of Autoregressive Conditional Duration Models
  by Nikolaus Hautsch [Downloadable!]
• 2006/05 A Dynamic Semiparametric Proportional Hazard Model
  by Frank Gerhard & Nikolaus Hautsch [Downloadable!]
• 2006/04 Noise, Information, and the Favorite-Longshot Bias
  by Marco Ottaviani & Peter Norman Sørensen [Downloadable!]
• 2006/03 Bankruptcy, Counterparty Risk, and Contagion
  by Holger Kraft & Mogens Steffensen [Downloadable!]
• 2006/01 Regulation of Banking Groups
  by Thomas Harr & Thomas Rønde [Downloadable!]

• 2005/08 Static Hedging of Barrier Options under General Asset Dynamics: Unification and Application
  by Morten Nalholm [Downloadable!]
• 2005/07 How to Invest Optimally in Corporate Bonds: A Reduced-Form Approach
  by Holger Kraft & Mogens Steffensen [Downloadable!]
• 2005/06 Financial Giffen Goods
  by Rolf Poulsen & Kourosh Marjani Rasmussen [Downloadable!]
• 2005/05 The Common-Trend and Transitory Dynamics in Real Exchange Rate Fluctuations
  by Michael Bergman & Yin-Wong Cheung & Kon S. Lai [Downloadable!]
• 2005/03 The latent factor VAR model: Testing for a common component in the intraday trading process
  by Nikolaus Hautsch [Downloadable!]
• 2005/02 Static Replication and Model Risk: Razor's Edge or Trader's Hedge?
  by Morten Nalholm & Rolf Poulsen [Downloadable!]
• 2005/01 US Monetary Police 1988-2004: An Empirical Analysis
  by Anders Møller Christensen & Heino Bohn Nielsen [Downloadable!]

• 2005/04 Order Aggressiveness and Order Book Dynamics
  by Anthony D. Hall & Nikolaus Hautsch [Downloadable!]
• 2004/12 The Timing of Bets and the Favorite-Longshot Bias
  by Marco Ottaviani & Peter Norman Sørensen [Downloadable!]
• 2004/11 Equity Prices, Productivity Growth and 'The New Economy
  by Jakob B. Madsen & E. Philip Davis [Downloadable!]
• 2004/10 Exotic Options: Proofs Without Formulas
  by Rolf Poulsen [Downloadable!]
• 2004/09 Bubbles and Busts: The 1990s in the Mirror of the 1920s
  by Eugene N. White [Downloadable!]
• 2004/07 Pitfalls in Estimates of Relationship between Share Returns and Inflation
  by Jakob B. Madsen [Downloadable!]
• 2004/06 Bayesian Learning in Financial Markets – Testing for the Relevance of Information Precision in Price Discovery
  by Nikolaus Hautsch & Dieter Hess [Downloadable!]
• 2004/05 The Strategy of Professional Forecasting
  by Marco Ottaviani & Peter Norman Sørensen [Downloadable!]
• 2004/04 Expected Utility Theory with “Small Worlds”
  by Jacob Gyntelberg & Frank Hansen [Downloadable!]
• 2004/03 A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market
  by Anthony D. Hall & Nikolaus Hautsch [Downloadable!]
• 2004/01 The Equity Premium Puzzle and the Ex Post Bias
  by Jakob B. Madsen [Downloadable!]

• 2004/08 International Parity Relationships Between Germany and the United States: A Joint Modelling Approach
  by Katarina Juselius & Ronald MacDonald [Downloadable!]
• 2004/02 A General Theory of Decision Making
  by Frank Hansen [Downloadable!]

• 2006/02 Worst Case Portfolio Optimization and HJB-Systems
  by Ralf Korn & Mogens Steffensen [Downloadable!]

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This page was last updated on 2008-7-24.