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50 Years of Money and Finance: Lessons and Challenges

  • Morten Balling
    ()

  • Ernest Gnan
    ()

Registered editor(s):
  • Niels C. Thygesen
  • Robert N. McCauley
  • Guonan Ma
  • William R. White
  • Jakob de Haan
  • Willem van den End
  • Jon Frost
  • Christiaan Pattipeilohy
  • Mostafa Tabbae
  • Ernest Gnan
  • Morten Balling
  • Paul Atkinson
  • Adrian Blundell-Wignall
  • Caroline Roulet
  • Charles Goodhart
  • Donato Masciandaro
  • Marc Quintyn
  • David T. Llewellyn
  • Philip Molyneux
  • Patricia Jackson
  • Juan Ayuso
  • Roberto Blanco
  • William Arrata
  • Alejandro Bernales
  • Virginie Coudert

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This book is provided by SUERF - The European Money and Finance Forum in its series SUERF 50th Anniversary Volume - 50 Years of Money and Finance: Lessons and Challenges with number 1 and published in 2013.
ISBN: 978-3-902109-69-9
Handle: RePEc:erf:erffft:1
Contact details of provider: Postal: SUERF c/o OeNB, Otto-Wagner-Platz 3, A-1090 Vienna, Austria
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  11. Lasserre, Frédéric & Laffitte, Michel & Chevalier, Jean-Marie & Baule, Frédéric & Chevallier, Julien & Odonnat, Ivan & Viellefond, Edouard, 2010. "Rapport du groupe de travail sur la volatilité des prix du pétrole," Economics Papers from University Paris Dauphine 123456789/4217, Paris Dauphine University.
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  17. Diamond, Douglas W. & Verrecchia, Robert E., 1987. "Constraints on short-selling and asset price adjustment to private information," Journal of Financial Economics, Elsevier, vol. 18(2), pages 277-311, June.
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  19. Easley, David & O'Hara, Maureen & Paperman, Joseph, 1998. "Financial analysts and information-based trade," Journal of Financial Markets, Elsevier, vol. 1(2), pages 175-201, August.
  20. Lutz Kilian, 2009. "Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market," American Economic Review, American Economic Association, vol. 99(3), pages 1053-69, June.
  21. Stewart Mayhew & Vassil Mihov, 2004. "How Do Exchanges Select Stocks for Option Listing?," Journal of Finance, American Finance Association, vol. 59(1), pages 447-471, 02.
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  23. Roberto Blanco & Simon Brennan & Ian W. Marsh, 2005. "An Empirical Analysis of the Dynamic Relation between Investment-Grade Bonds and Credit Default Swaps," Journal of Finance, American Finance Association, vol. 60(5), pages 2255-2281, October.
  24. Faff, Robert & Hillier, David, 2005. "Complete markets, informed trading and equity option introductions," Journal of Banking & Finance, Elsevier, vol. 29(6), pages 1359-1384, June.
  25. Jörg Mayer, 2009. "The Growing Interdependence Between Financial And Commodity Markets," UNCTAD Discussion Papers 195, United Nations Conference on Trade and Development.
  26. Pindyck, Robert S. & Rotemberg, Julio., 1987. "The excess co-movement of commodity prices," Working papers 1969-87., Massachusetts Institute of Technology (MIT), Sloan School of Management.
  27. Merton, Robert C., 1997. "Applications of Option-Pricing Theory: Twenty-Five Years Later," Nobel Prize in Economics documents 1997-1, Nobel Prize Committee.
  28. Ke Tang & Wei Xiong, 2010. "Index Investment and Financialization of Commodities," NBER Working Papers 16385, National Bureau of Economic Research, Inc.
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  30. Chern, Keh-Yiing & Tandon, Kishore & Yu, Susana & Webb, Gwendolyn, 2008. "The information content of stock split announcements: Do options matter?," Journal of Banking & Finance, Elsevier, vol. 32(6), pages 930-946, June.
  31. Erkko Etula, 2013. "Broker-Dealer Risk Appetite and Commodity Returns," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 11(3), pages 486-521, June.
  32. Sorin M. Sorescu, 2000. "The Effect of Options on Stock Prices: 1973 to 1995," Journal of Finance, American Finance Association, vol. 55(1), pages 487-514, 02.
  33. Sushil Bikhchandani & David Hirshleifer & Ivo Welch, 1998. "Learning from the Behavior of Others: Conformity, Fads, and Informational Cascades," Journal of Economic Perspectives, American Economic Association, vol. 12(3), pages 151-170, Summer.
  34. Haibin Zhu, 2006. "An Empirical Comparison of Credit Spreads between the Bond Market and the Credit Default Swap Market," Journal of Financial Services Research, Springer, vol. 29(3), pages 211-235, June.
  35. Nicholas Taylor, 1998. "Precious metals and inflation," Applied Financial Economics, Taylor & Francis Journals, vol. 8(2), pages 201-210.
  36. Damodaran, Aswath & Lim, Joseph, 1991. "The effects of option listing on the underlying stocks' return processes," Journal of Banking & Finance, Elsevier, vol. 15(3), pages 647-664, June.
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  38. Joel M. Vanden, 2008. "Information Quality and Options," Review of Financial Studies, Society for Financial Studies, vol. 21(6), pages 2635-2676, November.
  39. Menzie D. Chinn & Olivier Coibion, 2010. "The Predictive Content of Commodity Futures," NBER Working Papers 15830, National Bureau of Economic Research, Inc.
  40. Massimo Massa, 2002. "Financial Innovation and Information: The Role of Derivatives When a Market for Information Exists," Review of Financial Studies, Society for Financial Studies, vol. 15(3), pages 927-957.
  41. Joshua Coval & Jakub Jurek & Erik Stafford, 2009. "The Economics of Structured Finance," Journal of Economic Perspectives, American Economic Association, vol. 23(1), pages 3-25, Winter.
  42. Francis A. Longstaff & Sanjay Mithal & Eric Neis, 2004. "Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit-Default Swap Market," NBER Working Papers 10418, National Bureau of Economic Research, Inc.
  43. Gayle Delong & Robert Deyoung, 2007. "Learning by Observing: Information Spillovers in the Execution and Valuation of Commercial Bank M&As," Journal of Finance, American Finance Association, vol. 62(1), pages 181-216, 02.
  44. Carol Alexander & Andreas Kaeck, 2006. "Regimes in CDS Spreads: A Markov Switching Model of iTraxx Europe Indices," ICMA Centre Discussion Papers in Finance icma-dp2006-08, Henley Business School, Reading University.
  45. Raman Kumar & Atulya Sarin & Kuldeep Shastri, 1998. "The Impact of Options Trading on the Market Quality of the Underlying Security: An Empirical Analysis," Journal of Finance, American Finance Association, vol. 53(2), pages 717-732, 04.
  46. Cyriel de Jong & Kees G. Koedijk & Charles R. Schnitzlein, 2006. "Stock Market Quality in the Presence of a Traded Option," The Journal of Business, University of Chicago Press, vol. 79(4), pages 2243-2274, July.
  47. Nijman, T.E. & Swinkels, L.A.P., 2003. "Strategic and Tactical Allocation to Commodities for Retirement Savings Schemes," Discussion Paper 2003-20, Tilburg University, Center for Economic Research.
  48. Jennings, Robert & Starks, Laura, 1986. " Earnings Announcements, Stock Price Adjustment, and the Existence of Option Markets," Journal of Finance, American Finance Association, vol. 41(1), pages 107-25, March.
  49. Geman, Hélyette & Ohana, Steve, 2009. "Forward curves, scarcity and price volatility in oil and natural gas markets," Energy Economics, Elsevier, vol. 31(4), pages 576-585, July.
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