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Takao Kobayashi

Personal Details

First Name:Takao
Middle Name:
Last Name:Kobayashi
Suffix:
RePEc Short-ID:pko401

Affiliation

Faculty of Economics
University of Tokyo

Tokyo, Japan
http://www.e.u-tokyo.ac.jp/

: +81-3-3812-2111

7-3-1 Hongo, Bunkyo-ku, Tokyo 113
RePEc:edi:fetokjp (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Editorship

Working papers

  1. Takao Kobayashi & Risa Sai, 2009. "Investment Frictions versus Financing Frictions," CIRJE F-Series CIRJE-F-627, CIRJE, Faculty of Economics, University of Tokyo.
  2. Takao Kobayashi & Seiji Minami, 2008. ""A Separation Theorem of Active Management and Synthetic Enhanced Active Strategies"(in Japanese)," CIRJE J-Series CIRJE-J-196, CIRJE, Faculty of Economics, University of Tokyo.
  3. Takao Kobayashi & Risa Sai & Kazuya Shibata, 2008. "Human Capital as an Asset Mix and Optimal Life-Cycle Portfolio: An Analytical Solution," CIRJE F-Series CIRJE-F-565, CIRJE, Faculty of Economics, University of Tokyo.
  4. Takao Kobayashi & Ryoichi Ikeda, 2007. "Why some Distressed Firms Have Low Expected Returns"," CIRJE F-Series CIRJE-F-504, CIRJE, Faculty of Economics, University of Tokyo.
  5. Ryoichi Ikeda & Takao Kobayashi, 2007. ""Closed-form Solution of Bond Prices with Postponement of Redemption"(in Japanese)," CIRJE J-Series CIRJE-J-180, CIRJE, Faculty of Economics, University of Tokyo.
  6. Ryoichi Ikeda & Takao Kobayashi, 2007. ""A Structural Approach without Path Dependency"(in Japanese)," CIRJE J-Series CIRJE-J-179, CIRJE, Faculty of Economics, University of Tokyo.
  7. Takao Kobayashi & Jeffrey Bohn & Risa Sai, 2007. ""Global Risk Sharing: Toward a stronger Financial System"(in Japanese)," CIRJE J-Series CIRJE-J-176, CIRJE, Faculty of Economics, University of Tokyo.
  8. Takao Kobayashi, 2006. ""The Market Efficiency - 35 years after Fama"(in Japanese)," CIRJE J-Series CIRJE-J-167, CIRJE, Faculty of Economics, University of Tokyo.
  9. Takao Kobayashi, 2006. ""Style Management and Behavioral Finance"(in Japanese)," CIRJE J-Series CIRJE-J-146, CIRJE, Faculty of Economics, University of Tokyo.
  10. Takao Kobayashi, 2006. ""The Critical Weakness of the Japanese Financial System and Its Remedy "(in Japanese)," CIRJE J-Series CIRJE-J-168, CIRJE, Faculty of Economics, University of Tokyo.
  11. Nai-fu Chen & Takao Kobayashi & Risa Sai, 2006. ""Rethinking '100% Money': Challenges from New Financial Technology"(in Japanese)," CIRJE J-Series CIRJE-J-166, CIRJE, Faculty of Economics, University of Tokyo.
  12. Ryoichi Ikeda & Takao Kobayashi & Akihiko Takahashi, 2005. ""Modeling Credit Risk: A Structural Approach with Long-term and Short-term Debts" (in Japanese)," CIRJE J-Series CIRJE-J-131, CIRJE, Faculty of Economics, University of Tokyo.
  13. Takao Kobayashi & Seisho Sato & Akihiko Takahashi, 2005. "Style Analysis Based on a General State Space Model and Monte Carlo Filter," CIRJE F-Series CIRJE-F-337, CIRJE, Faculty of Economics, University of Tokyo.
  14. Takao Kobayashi & Akihiko Takahashi & Norio Tokioka, 2004. "Dynamic Optimality of Yield Curve Strategies," CIRJE F-Series CIRJE-F-299, CIRJE, Faculty of Economics, University of Tokyo.
  15. Takao Kobayashi, 2003. ""Credit Risk Modeling Approaches"(in Japanese)," CIRJE J-Series CIRJE-J-100, CIRJE, Faculty of Economics, University of Tokyo.
  16. Takao Kobayashi & Ryoichi Ikeda & Yoichiro Hasegawa, 2003. ""Valuing Variable Annuities" (in Japanese)," CIRJE J-Series CIRJE-J-92, CIRJE, Faculty of Economics, University of Tokyo.
  17. Terry Marsh & Takao Kobayashi, 2001. "The Contributions of Professors Fischer Black, Robert Merton, and Myron Scholes to the Financial Services Industry," CIRJE F-Series CIRJE-F-120, CIRJE, Faculty of Economics, University of Tokyo.
  18. Norio Tokioka & Akira Takahashi & Takao Kobayashi, 2001. ""Dynamic Optimality of Some Yield Curve Strategies" (in Japanese)," CIRJE J-Series CIRJE-J-56, CIRJE, Faculty of Economics, University of Tokyo.
  19. Akihiko Takahashi & Takao Kobayashi & Naruhisa Nakagawa, 2001. ""Pricing Convertible Bonds with Credit Risk: A Duffie-Singleton Approach "(in Japanese)," CIRJE J-Series CIRJE-J-45, CIRJE, Faculty of Economics, University of Tokyo.
  20. Hajime Watabe & Takao Kobayashi, 2001. ""Earning Forecasts, Earning Surprises and the Value Anomaly"(in Japanese)," CIRJE J-Series CIRJE-J-42, CIRJE, Faculty of Economics, University of Tokyo.
  21. Akihiko Takahashi & Takao Kobayashi & Naruhisa Nakagawa, 2001. "Pricing Convertible Bonds with Default Risk: A Duffie-Singleton Approach," CIRJE F-Series CIRJE-F-140, CIRJE, Faculty of Economics, University of Tokyo.
  22. Takao Kobayashi, 2001. ""A New Dimension of Equity Analysis and Valuation" (in Japanese)," CIRJE J-Series CIRJE-J-57, CIRJE, Faculty of Economics, University of Tokyo.
  23. Hajime Watabe & Takao Kobayashi, 2000. ""Value Anomaly and Market Overreaction: Analysis using Earnings Forecast Data"(in Japanese)," CIRJE J-Series CIRJE-J-23, CIRJE, Faculty of Economics, University of Tokyo.
  24. Seiji Ogishima & Takao Kobayashi, 2000. ""Cross-shareholdings and Equity Valuation in Japan "(in Japanese)," CIRJE J-Series CIRJE-J-36, CIRJE, Faculty of Economics, University of Tokyo.
  25. Takao Kobayashi & Hiroyuki Yamada, 2000. ""Publicly Listed Parent/Subsidiary Pairs: Benchmarking to TOPIX and Market Distortion" (in Japanese)," CIRJE J-Series CIRJE-J-31, CIRJE, Faculty of Economics, University of Tokyo.
  26. Takao Kobayashi & Hiroyuki Yamada, 2000. "Publicly Listed Parent/Subsidiary Pairs: Benchmarking to TOPIX and Market Distortion," CIRJE F-Series CIRJE-F-72, CIRJE, Faculty of Economics, University of Tokyo.
  27. Takao Kobayashi & Hiroyuki Yamada, 2000. ""Does the Public Offering of Parent and Subsidiary Companies Distort the Market?" (in Japanese)," CIRJE J-Series CIRJE-J-28, CIRJE, Faculty of Economics, University of Tokyo.
  28. Marsh, Terry A. & Takao Kobayashi, 1998. ""The Work of Fischer Black, Robert Merton, and Myron Scholes, and its Continuing Legacy"," CIRJE F-Series 98-F-4, CIRJE, Faculty of Economics, University of Tokyo.
  29. Takao Kobayashi & Terry A. Marsh, 1998. ""An Economics Contribution that is In-the-Money"(in Japanese)," CIRJE J-Series 98-J-3, CIRJE, Faculty of Economics, University of Tokyo.
  30. Takao Kobayashi, 1997. ""A Theoretical Foundation for Equity Style Management"(in Japanese)," CIRJE J-Series 97-J-7, CIRJE, Faculty of Economics, University of Tokyo.
  31. Takao Kobayashi & Akihiro Ochi, 1997. ""Forecasting Interest Rates using Vasicek's Term Structure Model"(in Japanese)," CIRJE J-Series 97-J-2, CIRJE, Faculty of Economics, University of Tokyo.
  32. Takao Kobayashi, 1997. ""Cross-sectional Variation of Stock Returns: A Cristal Survey"(in Japanese)," CIRJE J-Series 97-J-3, CIRJE, Faculty of Economics, University of Tokyo.

Articles

  1. Takao Kobayashi & Akihiko Takahashi & Norio Tokioka, 2003. "Dynamic Optimality of Yield Curve Strategies-super-," International Review of Finance, International Review of Finance Ltd., vol. 4(1-2), pages 49-78.
  2. Terry Marsh & Takao Kobayashi, 2000. "The Contributions of Professors Fischer Black, Robert Merton and Myron Scholes to the Financial Services Industry," International Review of Finance, International Review of Finance Ltd., vol. 1(4), pages 295-315.
  3. Kobayashi, Takao, 1980. "Equilibrium Contracts for Syndicates with Differential Information," Econometrica, Econometric Society, vol. 48(7), pages 1635-1665, November.

Editorship

  1. International Review of Finance, International Review of Finance Ltd..

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Takao Kobayashi & Seisho Sato & Akihiko Takahashi, 2005. "Style Analysis Based on a General State Space Model and Monte Carlo Filter," CIRJE F-Series CIRJE-F-337, CIRJE, Faculty of Economics, University of Tokyo.

    Cited by:

    1. Takaya Fukui & Seisho Sato & Akihiko Takahashi, 2016. "Style Analysis with Particle Filtering and Generalized Simulated Annealing," CIRJE F-Series CIRJE-F-1010, CIRJE, Faculty of Economics, University of Tokyo.
    2. Takaya Fukui & Seisho Sato & Akihiko Takahashi, 2017. "This paper proposes a new approach to style analysis of mutual funds in a general state space framework with particle filtering and generalized simulated annealing (GSA). Speci cally, we regard the ex," CARF F-Series CARF-F-383, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
    3. Akihiko Takahashi & Kyo Yamamoto, 2008. "Hedge Fund Replication," CIRJE F-Series CIRJE-F-592, CIRJE, Faculty of Economics, University of Tokyo.
    4. Akihiko Takahashi & Kyo Yamamoto, 2008. "Hedge Fund Replication ?Revised in November 2008, forthcoming in The Recent Trend of Hedge Fund Strategies)," CARF F-Series CARF-F-137, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.

  2. Takao Kobayashi & Akihiko Takahashi & Norio Tokioka, 2004. "Dynamic Optimality of Yield Curve Strategies," CIRJE F-Series CIRJE-F-299, CIRJE, Faculty of Economics, University of Tokyo.

    Cited by:

    1. Akihiko Takahashi & Kohta Takehara, 2008. "A Hybrid Asymptotic Expansion Scheme: an Application to Long-term Currency Options ( Revised in April 2008, January 2009 and April 2010; forthcoming in "International Journal of Theoretical and A," CARF F-Series CARF-F-116, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
    2. Akihiko Takahashi & Kohta Takehara, 2010. "A Hybrid Asymptotic Expansion Scheme: an Application to Long-term Currency Options," CIRJE F-Series CIRJE-F-734, CIRJE, Faculty of Economics, University of Tokyo.
    3. Akihiko Takahashi & Kohta Takehara, 2008. "Fourier Transform Method with an Asymptotic Expansion Approach: an Application to Currency Options," CIRJE F-Series CIRJE-F-538, CIRJE, Faculty of Economics, University of Tokyo.
    4. Akihiko Takahashi & Kohta Takehara, 2009. "Asymptotic Expansion Approaches in Finance: Applications to Currency Options," CARF F-Series CARF-F-165, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
    5. Akihiko Takahashi & Kohta Takehara, 2007. "Fourier Transform Method with an Asymptotic Expansion Approach: an Application to Currency Options ( Revised in December 2008; subsequently published in "International Journal of Theoretical and ," CARF F-Series CARF-F-097, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
    6. Akihiko Takahashi & Kohta Takehara, 2009. "Asymptotic Expansion Approaches in Finance: Applications to Currency Options," CIRJE F-Series CIRJE-F-654, CIRJE, Faculty of Economics, University of Tokyo.
    7. Akihiko Takahashi & Kohta Takehara, 2007. "An Asymptotic Expansion Approach to Currency Options with a Market Model of Interest Rates under Stochastic Volatility Processes of Spot Exchange Rates," CIRJE F-Series CIRJE-F-474, CIRJE, Faculty of Economics, University of Tokyo.
    8. Akihiko Takahashi, 2015. "Asymptotic Expansion Approach in Finance," CARF F-Series CARF-F-356, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, revised Aug 2015.
    9. Akihiko Takahashi & Kohta Takehara & Masashi Toda, 2009. "Computation in an Asymptotic Expansion Method," CARF F-Series CARF-F-149, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
    10. Akihiko Takahashi & Kohta Takehara, 2007. "An Asymptotic Expansion Approach to Currency Options with a Market Model of Interest Rates under Stochastic Volatility Processes of Spot Exchange Rates (Revised in August 2007 and January 2009; subseq," CARF F-Series CARF-F-092, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.

  3. Takao Kobayashi, 2003. ""Credit Risk Modeling Approaches"(in Japanese)," CIRJE J-Series CIRJE-J-100, CIRJE, Faculty of Economics, University of Tokyo.

    Cited by:

    1. Hideya Kubo & Yasuhiro Sakai, 2011. "On long-term credit risk assessment and rating: towards a new set of models," Journal of Risk Research, Taylor & Francis Journals, vol. 14(9), pages 1127-1141, October.

  4. Hajime Watabe & Takao Kobayashi, 2001. ""Earning Forecasts, Earning Surprises and the Value Anomaly"(in Japanese)," CIRJE J-Series CIRJE-J-42, CIRJE, Faculty of Economics, University of Tokyo.

    Cited by:

    1. Keiichi Kubota & Kazuyuki Suda & Hitoshi Takehara, 2009. "Common Risk Factors Versus a Mispricing Factor of Tokyo Stock Exchange Firms: Inquiries into the Fundamental Value Derived from Analyst Earnings Forecasts-super-," International Review of Finance, International Review of Finance Ltd., vol. 9(3), pages 269-294.

  5. Akihiko Takahashi & Takao Kobayashi & Naruhisa Nakagawa, 2001. "Pricing Convertible Bonds with Default Risk: A Duffie-Singleton Approach," CIRJE F-Series CIRJE-F-140, CIRJE, Faculty of Economics, University of Tokyo.

    Cited by:

    1. Christopher Beveridge & Mark Joshi, 2011. "Monte Carlo Bounds for Game Options Including Convertible Bonds," Management Science, INFORMS, vol. 57(5), pages 960-974, May.
    2. Taiga Saito, 2016. "Pricing Foreign Exchange Options Under Intervention by Absorption Modeling," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 23(1), pages 85-106, March.
    3. Finnerty, John D., 2015. "Valuing convertible bonds and the option to exchange bonds for stock," Journal of Corporate Finance, Elsevier, vol. 31(C), pages 91-115.
    4. Xu, Ruxing, 2011. "A lattice approach for pricing convertible bond asset swaps with market risk and counterparty risk," Economic Modelling, Elsevier, vol. 28(5), pages 2143-2153, September.
    5. Alex W.H. Chan & Nai-fu Chen, 2006. "Convertible Bond Underpricing: Renegotiable Covenants, Seasoning and Convergence (Published in "Management Science", Vol. 53, No. 11, November 2007, pp. 1793.1814. )," CARF F-Series CARF-F-075, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
    6. Jonathan A. Batten & Karren Lee-Hwei Khaw & Martin R. Young, 2014. "Convertible Bond Pricing Models," Journal of Economic Surveys, Wiley Blackwell, vol. 28(5), pages 775-803, December.
    7. Alex W. H. Chan & Nai-fu Chen, 2007. "Convertible Bond Underpricing: Renegotiable Covenants, Seasoning, and Convergence," Management Science, INFORMS, vol. 53(11), pages 1793-1814, November.
    8. Manuel Ammann & Axel Kind & Christian Wilde, 2005. "Simulation-Based Pricing of Convertible Bonds," Finance 0507015, EconWPA.
    9. Alex W.H. Chan & Nai-fu Chen, 2006. "Convertible Bond Underpricing: Renegotiable Covenants, Seasoning and Convergence," CIRJE F-Series CIRJE-F-437, CIRJE, Faculty of Economics, University of Tokyo.
    10. Agostino Capponi & Stefano Pagliarani & Tiziano Vargiolu, 2014. "Pricing vulnerable claims in a Lévy-driven model," Finance and Stochastics, Springer, vol. 18(4), pages 755-789, October.
    11. Feng, Yun & Huang, Bing-hua & Huang, Yu, 2016. "Valuing resettable convertible bonds: Based on path decomposing," Finance Research Letters, Elsevier, vol. 19(C), pages 279-290.
    12. Ali Bora Yigitsbasioglu & Dmitri Lvov & Naoufel El-Bachir, 2004. "Pricing Convertible Bonds by Simulation," ICMA Centre Discussion Papers in Finance icma-dp2004-14, Henley Business School, Reading University, revised Aug 2004.
    13. Yagi, Kyoko & Takashima, Ryuta, 2012. "The impact of convertible debt financing on investment timing," Economic Modelling, Elsevier, vol. 29(6), pages 2407-2416.
    14. Siddiqi, Mazhar A., 2009. "Investigating the effectiveness of convertible bonds in reducing agency costs: A Monte-Carlo approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 49(4), pages 1360-1370, November.
    15. Zhou, Qi-Yuan & Wu, Chong-Feng & Feng, Yun, 2007. "Decomposing and valuing callable convertible bonds: a new method based on exotic options," MPRA Paper 7421, University Library of Munich, Germany.
    16. Sanjiv R. Das & Rangarajan K. Sundaram, 2007. "An Integrated Model for Hybrid Securities," Management Science, INFORMS, vol. 53(9), pages 1439-1451, September.
    17. Francesca Erica Di Girolamo & Francesca Campolongo & Jan De Spiegeleer & Wim Schoutens, 2017. "Contingent conversion convertible bond: New avenue to raise bank capital," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 4(01), pages 1-31, March.

  6. Takao Kobayashi & Hiroyuki Yamada, 2000. "Publicly Listed Parent/Subsidiary Pairs: Benchmarking to TOPIX and Market Distortion," CIRJE F-Series CIRJE-F-72, CIRJE, Faculty of Economics, University of Tokyo.

    Cited by:

    1. Inoue, Kotaro & Kato, Hideaki Kiyoshi & James Schallheim, 2008. "Parent company puzzle in Japan : another case of the limits of arbitrage," Hitotsubashi Journal of commerce and management, Hitotsubashi University, vol. 42(1), pages 67-85, January.

  7. Marsh, Terry A. & Takao Kobayashi, 1998. ""The Work of Fischer Black, Robert Merton, and Myron Scholes, and its Continuing Legacy"," CIRJE F-Series 98-F-4, CIRJE, Faculty of Economics, University of Tokyo.

    Cited by:

    1. Terry Marsh & Takao Kobayashi, 2001. "The Contributions of Professors Fischer Black, Robert Merton, and Myron Scholes to the Financial Services Industry," CIRJE F-Series CIRJE-F-120, CIRJE, Faculty of Economics, University of Tokyo.

Articles

  1. Takao Kobayashi & Akihiko Takahashi & Norio Tokioka, 2003. "Dynamic Optimality of Yield Curve Strategies-super-," International Review of Finance, International Review of Finance Ltd., vol. 4(1-2), pages 49-78.

    Cited by:

    1. Keita Nakayama & Akihiko Takahashi, 2007. "A Factor Allocation Approach to Optimal Bond Portfolio," CIRJE F-Series CIRJE-F-494, CIRJE, Faculty of Economics, University of Tokyo.
    2. Akihiko Takahashi & Kohta Takehara, 2007. "An Asymptotic Expansion Approach to Currency Options with a Market Model of Interest Rates under Stochastic Volatility Processes of Spot Exchange Rates," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 14(1), pages 69-121, March.
    3. Keita Nakayama & Akihiko Takahashi, 2007. "A Factor Allocation Approach to Optimal Bond Portfolio," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 14(4), pages 299-324, December.

  2. Kobayashi, Takao, 1980. "Equilibrium Contracts for Syndicates with Differential Information," Econometrica, Econometric Society, vol. 48(7), pages 1635-1665, November.

    Cited by:

    1. S D Flåm & L Koutsougeras, 2005. "Private Information, Transferable Utility, and the Core," The School of Economics Discussion Paper Series 0512, Economics, The University of Manchester.
    2. Einy, Ezra & Shitovitz, Benyamin, 2001. "Private Value Allocations in Large Economies with Differential Information," Games and Economic Behavior, Elsevier, vol. 34(2), pages 287-311, February.
    3. Rajiv Vohra, 1997. "Incomplete Information, Incentive Compatibility and the Core," Working Papers 97-11, Brown University, Department of Economics.
    4. Sjur Didrik Flåm, 2002. "Pooling, Pricing and Trading of Risks," CESifo Working Paper Series 672, CESifo Group Munich.
    5. Beth Allen, 1996. "Cooperative theory with incomplete information," Staff Report 225, Federal Reserve Bank of Minneapolis.
    6. Beth Allen, 2006. "Market games with asymmetric information: the core," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 29(2), pages 465-487, October.
    7. Bengt Holmstrom & Roger B. Myerson, 1981. "Efficient and Durable Decision Rules with Incomplete Information," Discussion Papers 495, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
    8. Achille Basile & Maria Gabriella Graziano & Maria Laura Pesce, 2012. "On Fairness of Equilibria in Economies with Differential Information," CSEF Working Papers 303, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
    9. Volij, Oscar & Lee, Darin, 2000. "The Core of Economies with Asymmetric Information: An Axiomatic Approach," Staff General Research Papers Archive 5193, Iowa State University, Department of Economics.
    10. Einy, Ezra & Moreno, Diego & Shitovitz, Benyamin, 1998. "Existence and equivalence of competitive and core allocations in large exchange economies with differential information," UC3M Working papers. Economics 6078, Universidad Carlos III de Madrid. Departamento de Economía.
    11. Einy, Ezra & Moreno, Diego & Shitovitz, Benyamin, 2000. "Rational expectations equilibria and the ex-post core of an economy with asymmetric information," Journal of Mathematical Economics, Elsevier, vol. 34(4), pages 527-535, December.
    12. Villadsen, Bente, 1995. "Communication and delegation in collusive agencies," Journal of Accounting and Economics, Elsevier, vol. 19(2-3), pages 315-344, April.
    13. Askoura, Y., 2015. "An interim core for normal form games and exchange economies with incomplete information," Journal of Mathematical Economics, Elsevier, vol. 58(C), pages 38-45.
    14. Ko Nishihara, 1989. "Players' Observation, Deductive Knowledge and Information Partitions," Discussion Papers 841, Northwestern University, Center for Mathematical Studies in Economics and Management Science.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 22 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FMK: Financial Markets (6) 2000-04-26 2000-05-22 2001-01-21 2001-07-13 2001-12-04 2001-12-04. Author is listed
  2. NEP-BAN: Banking (3) 2007-01-13 2007-01-13 2007-04-21
  3. NEP-FIN: Finance (3) 2001-02-21 2001-03-13 2003-11-23
  4. NEP-RMG: Risk Management (3) 2003-04-13 2003-11-23 2005-05-23
  5. NEP-MAC: Macroeconomics (2) 2008-06-13 2009-08-02
  6. NEP-CFN: Corporate Finance (1) 2001-02-21
  7. NEP-DGE: Dynamic General Equilibrium (1) 2008-06-13
  8. NEP-ECM: Econometrics (1) 2005-04-30
  9. NEP-ETS: Econometric Time Series (1) 2005-04-30
  10. NEP-HIS: Business, Economic & Financial History (1) 2007-01-13
  11. NEP-HPE: History & Philosophy of Economics (1) 2001-07-13
  12. NEP-HRM: Human Capital & Human Resource Management (1) 2008-06-13
  13. NEP-SEA: South East Asia (1) 2005-05-23

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