Research classified by Journal of Economic Literature (JEL) codes

2008

• Hernández Trillo, Fausto & Avalos, Marcos, 2008, "Competencia bancaria en México," Libros de la CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), number 2534.
• Ronald Fischer, 2008, "Economic performance, creditor protection and labor inflexibility," Documentos de Trabajo, Centro de Economía Aplicada, Universidad de Chile, number 250.
• Viviana Fernández & Brian M. Lucey, 2008, "Emerging Markets Variance Shocks: Local or International in Origin?," Documentos de Trabajo, Centro de Economía Aplicada, Universidad de Chile, number 251.
• Iori, Giulia & De Masi, Giulia & Precup, Ovidiu Vasile & Gabbi, Giampaolo & Caldarelli, Guido, 2008, "A network analysis of the Italian overnight money market," Journal of Economic Dynamics and Control, Elsevier, volume 32, issue 1, pages 259-278, January.
• Shahrabani, Shosh & Shavit, Tal & Benzion, Uri, 2008, "Short-selling and the WTA-WTP gap," Economics Letters, Elsevier, volume 99, issue 1, pages 131-133, April.
• Hara, Chiaki, 2008, "Complete monotonicity of the representative consumer's discount factor," Journal of Mathematical Economics, Elsevier, volume 44, issue 12, pages 1321-1331, December.
• Calvet, Laurent E. & Fisher, Adlai J., 2008, "Multifrequency jump-diffusions: An equilibrium approach," Journal of Mathematical Economics, Elsevier, volume 44, issue 2, pages 207-226, January.
• Sonia Di Giannatale & María José Roa García & Patricia López, 2008, "Una introducción conceptual al desarrollo financiero, capital social y anonimidad: el caso de México," Working Papers, CIDE, División de Economía, number DTE 427, Aug.
• Obiyathulla Ismath Bacha, 2008, "The Islamic inter bank money market and a dual banking system: the Malaysian experience," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 1, issue 3, pages 210-226, August, DOI: 10.1108/17538390810901140.
• Vít Pošta, 2008, "Estimating the Dynamics of Weak Efficiency on the Prague Stock Exchange Using the Kalman Filter," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 58, issue 05-06, pages 248-260, August.
• Wilko Bolt & Sujit Chakravorti, 2008, "Economics of payment cards: a status report," Economic Perspectives, Federal Reserve Bank of Chicago, volume 32, issue Q IV, pages 15-27.
• Gadi Barlevy, 2008, "A leverage-based model of speculative bubbles," Working Paper Series, Federal Reserve Bank of Chicago, number WP-08-01.
• Wilko Bolt & Sujit Chakravorti, 2008, "Consumer choice and merchant acceptance of payment media," Working Paper Series, Federal Reserve Bank of Chicago, number WP-08-11.
• Laurent-Emmanuel Calvet & Adlai J. Fisher, 2008, "Multifrequency jump-diffusions: An equilibrium approach," Post-Print, HAL, number hal-00459681, Jan, DOI: 10.1016/j.jmateco.2007.06.001.
• Moussa Gamys & Yuri Kabanov, 2008, "Mean square error for the Leland-Lott hedging strategy," Post-Print, HAL, number hal-00488170.
• Elyès Jouini & Selima Ben Mansour & Clotilde Napp & Jean-Michel Marin & Christian P. Robert, 2008, "Are Risk Averse Agents More Optimistic? A Bayesian Estimation Approach," Post-Print, HAL, number halshs-00176629.
• Hara, Chiaki & 原, 千秋 & ハラ, チアキ, 2008, "Complete Monotonicity of the Representative Consumer's Discount Factor," PIE/CIS Discussion Paper, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University, number 367, Mar.
• Hara, Chiaki & 原, 千秋 & ハラ, チアキ, 2008, "Heterogeneous Impatience in a Continuous-Time Model," PIE/CIS Discussion Paper, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University, number 396, Aug.
• Laurence Attuel-Mendes & Arvind Ashta, 2008, "French Legislation And The Development Of Credit Availability For Microenterprise," Global Journal of Business Research, The Institute for Business and Finance Research, volume 2, issue 2, pages 123-137.
• Alper ÖZÜN & Mehmet TÜRK, 2008, "Türkiye’de Döviz ve Endeks Futures Sözleşmelerinin Stokastik Modellenmesi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 23, issue 271, pages 61-92.
• Selima Ben Mansour & Elyès Jouini & Jean-Michel Marin & Clotilde Napp & Christian Robert, 2008, "Are risk-averse agents more optimistic? A Bayesian estimation approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 23, issue 6, pages 843-860, DOI: 10.1002/jae.1027.
• Prashanth Mahagaonkar & Jianying Qiu, 2008, "Testing the Modigliani-Miller theorem directly in the lab: a general equilibrium approach," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2008-056, Jul.
• Erika Corona & Sabrina Ecca & Michele Marchesi & Alessio Setzu, 2008, "The Interplay Between Two Stock Markets and a Related Foreign Exchange Market: A Simulation Approach," Computational Economics, Springer;Society for Computational Economics, volume 32, issue 1, pages 99-119, September, DOI: 10.1007/s10614-008-9135-5.
• Partha Dasgupta, 2008, "Discounting climate change," Journal of Risk and Uncertainty, Springer, volume 37, issue 2, pages 141-169, December, DOI: 10.1007/s11166-008-9049-6.
• Donald Kempf, 2008, "Corporate governance as religion," Journal of Regulatory Economics, Springer, volume 33, issue 1, pages 117-131, February, DOI: 10.1007/s11149-007-9044-x.
• Atsushi Kajii, 2008, "Sunspot Equilibria in a Production Economy: Do Rational Animal Spirits Cause Overproduction?," KIER Working Papers, Kyoto University, Institute of Economic Research, number 655, Jun.
• Julio J. Rotemberg, 2008, "Liquidity Needs in Economies with Interconnected Financial Obligations," NBER Working Papers, National Bureau of Economic Research, Inc, number 14222, Aug.
• Seth Freedman & Ginger Zhe Jin, 2008, "Do Social Networks Solve Information Problems for Peer-to-Peer Lending? Evidence from Prosper.com," Working Papers, NET Institute, number 08-43, Nov.
• Karin Wagner, 2008, "Housing Market Challenges in Europe and the United States – Any Solutions Available?," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 4, pages 124-134.
• Albulescu Claudiu Tiberiu, 2008, "La crise actuelle des marches financiers : l’impact au niveau Europeen," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 22-26, May.
• Herwany, Aldrin & Febrian, Erie, 2008, "Co-integration and Causality Analysis on Developed Asian Markets For Risk Management & Portfolio Selection," MPRA Paper, University Library of Munich, Germany, number 10259, Aug.
• Bacha, Obiyathulla I., 2008, "The Islamic Inter bank Money Market and a Dual Banking System : The Malaysian Experience," MPRA Paper, University Library of Munich, Germany, number 12699, revised Mar 2008.
• Shamiri, Ahmed & Shaari, Abu Hassan & Isa, Zaidi, 2008, "Comparing the accuracy of density forecasts from competing GARCH models," MPRA Paper, University Library of Munich, Germany, number 13662.
• Malindretos, John & Kasibhatla, Krishna & Rivera-Solis, Luis Eduardo, 2008, "Evaluating the efficiency of Latin American banks," MPRA Paper, University Library of Munich, Germany, number 34882, May.
• Guzman, Giselle C., 2008, "Using sentiment to predict GDP growth and stock returns," MPRA Paper, University Library of Munich, Germany, number 36505, Jun.
• Guzman, Giselle C., 2008, "Using sentiment surveys to predict GDP growth and stock returns," MPRA Paper, University Library of Munich, Germany, number 36653, Oct.
• Davidson, Paul, 2008, "How To Solve The U.S. Housing Problem and Avoid A Recession: A Revived HOLC and RTC," MPRA Paper, University Library of Munich, Germany, number 7427, Jan.
• Hopfensitz, Astrid & Wranik, Tanja, 2008, "Psychological and environmental determinants of myopic loss aversion," MPRA Paper, University Library of Munich, Germany, number 9305.
• Nwaobi, Godwin C, 2008, "The Economics of Financial Derivative Instruments," MPRA Paper, University Library of Munich, Germany, number 9463, Jul.
• Gadi Barlevy, 2008, "A Leverage Based Model of Speculative Bubbles," 2008 Meeting Papers, Society for Economic Dynamics, number 196.
• Tyrone Jackson & Josephine Yen, 2008, "Operate a mortgage company like a factory," Journal of Financial Transformation, Capco Institute, volume 23, pages 165-172.
• Peter Sinclair & Guy Spier & Tom Skinner, 2008, "Bonuses, Credit Rating Agencies and the Credit Crunch," CDMA Conference Paper Series, Centre for Dynamic Macroeconomic Analysis, number 0805, Sep.
• Vasiliki Skreta & Laura Veldkamp, 2008, "Ratings Shopping and Asset Complexity: A Theory of Ratings Inflation," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 08-28.
• Marc Jeannin & Giulia Iori & David Samuel, 2008, "Modeling stock pinning," Quantitative Finance, Taylor & Francis Journals, volume 8, issue 8, pages 823-831, DOI: 10.1080/14697680701881763.
• Charles S. Bos, 2008, "Model-based Estimation of High Frequency Jump Diffusions with Microstructure Noise and Stochastic Volatility," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 08-011/4, Jan.
• Dirk Krueger & Hanno Lustig & Fabrizio Perri, 2008, "Evaluating Asset Pricing Models with Limited Commitment Using Household Consumption Data," Journal of the European Economic Association, MIT Press, volume 6, issue 2-3, pages 715-726, 04-05.
• John Ryan, 2008, "What is the Future Role of the Chinese Currency in Global Financial Markets?," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2008_26.
• José Manuel Gutiérrez, 2008, "A Frictionless Economy With Suboptimizing Agents," Vienna Economics Papers, University of Vienna, Department of Economics, number vie0811, Aug.
• Sinclair, Peter J. N., 2008, "How We Might Model a Credit Squeeze, and Draw Some Policy Implications for Responding to It," Economics Discussion Papers, Kiel Institute for the World Economy, number 2008-40.

2007

• Tatiana Danescu & Ovidiu Spatacean, 2007, "Recognition, Measurement And Disclosure Of Financial Instruments According To International Financial Reporting Standards (Ifrs)," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 1, issue 9, pages 1-25.
• Uri Ben-Zion & Shosh Shahrabani & TAL SHAVIT, 2007, "Short-selling and the WTA-WTP gap," Working Papers, Ben-Gurion University of the Negev, Department of Economics, number 0706.
• Buiter, Willem, 2007, "Lessons from the 2007 Financial Crisis," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6596, Dec.
• Carvalho, R. & Iori, G., 2007, "Socioeconomic networks with long-range interactions," Working Papers, Department of Economics, City St George's, University of London, number 07/12.
• Iori, Giulia & Renò, Roberto & De Masi, Giulia & Caldarelli, Guido, 2007, "Trading strategies in the Italian interbank market," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 376, issue C, pages 467-479, DOI: 10.1016/j.physa.2006.10.053.
• Rahi, Rohit & Zigrand, Jean-Pierre, 2007, "A theory of strategic intermediation and endogenous liquidity," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 4764, Dec.
• Alfonso Galindo Lucas, 2007, "El intangible como problema conceptual y la ficción del valor razonable," Contribuciones a la Economía, Servicios Académicos Intercontinentales SL, issue 2007-02, February.
• Song, Joon, 2007, "Futures Market: Contractual Arrangement to Restrain Moral Hazard in Teams," Economics Discussion Papers, University of Essex, Department of Economics, number 8912.
• Selima Benmansour & Elyès Jouini & Clotilde Napp & Jean-Michel Marin & Christian P. Robert, 2007, "Are risk averse agents more optimistic? A Bayesian estimation approach," Working Papers, HAL, number halshs-00163678, Jul.
• Ingrid Groessl & Ulrich Fritsche, 2007, "Default Option, Risk-Aversion and Household Borrowing Behaviour," Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics, number 200705, Sep.
• Angelo Antoci & Marcello Galeotti & Lucio Geronazzo, 2007, "Visitor and Firm Taxes Versus Environmental Options in a Dynamical Context," Journal of Applied Mathematics, Hindawi, volume 2007, pages 1-15, August, DOI: 10.1155/2007/97540.
• Erman ERBAYKAL & H. Aydın OKUYAN, 2007, "Türkiye’de temel makro ekonomik değişkenler ile hisse senedi fiyatları arasındaki nedensellik ilişkisi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 22, issue 260, pages 66-79.
• Heshmati, Almas & Davis, Rhona, 2007, "The Determinants of Foreign Direct Investment Flows to the Federal Region of Kurdistan," IZA Discussion Papers, Institute of Labor Economics (IZA), number 3218, Dec.
• Lublóy, Ágnes & Szenes, Márk, 2007, "Az ügyfélelvándorlás kereskedelmi banki modellezése
  [Modelling the migration of commercial bank clients]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 10, pages 915-934.
• Rasmus Fatum & Jesper Pedersen, 2007, "Real-Time Effects of Central Bank Interventions in the Euro Market," EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, number 07-01, Mar.
• Chiaki Hara, 2007, "Complete Monotonicity of the Representative Consumer's Discount Factor," KIER Working Papers, Kyoto University, Institute of Economic Research, number 636, Jul.
• Ulrike Malmendier & Geoffrey Tate & Jonathan Yan, 2007, "Corporate Financial Policies With Overconfident Managers," NBER Working Papers, National Bureau of Economic Research, Inc, number 13570, Nov.
• Dirk Krueger & Hanno Lustig & Fabrizio Perri, 2007, "Evaluating Asset Pricing Models with Limited Commitment using Household Consumption Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 13650, Nov.
• Zainal Abidin, Shahida Nadia & Wan Mahmood, Wan Mansor, 2007, "Day-of-the-Week Effect on the Bursa (Bourse) Malaysia: Further Evidence from Robust Estimations," MPRA Paper, University Library of Munich, Germany, number 13326, Jun.
• Antoci, Angelo & Galeotti, Marcello & Geronazzo, Lucio, 2007, "Visitor and firm taxes versus environmental options in a dynamical context," MPRA Paper, University Library of Munich, Germany, number 13667.
• Kilenthong, Weerachart & Townsend, Robert, 2007, "Market Based, Segregated Exchanges with Default Risk," MPRA Paper, University Library of Munich, Germany, number 20724, Nov, revised 12 Nov 2009.
• Galindo Lucas, ALFONSO, 2007, "El Intangible Como Problema Conceptual Y La Ficción Del Valor Razonable
  [Intangible assets as a conceptual problem and the fiction of fair value (in Spanish)]," MPRA Paper, University Library of Munich, Germany, number 2160, Feb, revised 2007.
• Lin, William & Sun, David, 2007, "Liquidity-adjusted benchmark yield curves: a look at trading concentration and information," MPRA Paper, University Library of Munich, Germany, number 37282, Dec.
• Kai, Guo & Conlon, John R., 2007, "Why Bubble-Bursting Is Unpredictable: Welfare Effects Of Anti-Bubble Policy When Central Banks Make Mistakes," MPRA Paper, University Library of Munich, Germany, number 5927, Oct.
• Kitov, Ivan & Kitov, Oleg, 2007, "Exact prediction of S&P 500 returns," MPRA Paper, University Library of Munich, Germany, number 6056, Dec.
• Cappellini, Alessandro & Ferraris, Gianluigi, 2007, "Waiting Times in Simulated Stock Markets," MPRA Paper, University Library of Munich, Germany, number 7324, Dec.
• Lahiri, Soumitra, 2007, "World War Iii A Techno Economic Introspection," MPRA Paper, University Library of Munich, Germany, number 8183, Apr.
• Venier, Guido, 2007, "A new Model for Stock Price Movements," MPRA Paper, University Library of Munich, Germany, number 9146, Aug.
• Febrian, Erie & Herwany, Aldrin, 2007, "Co-integration and Causality Among Jakarta Stock Exchange, Singapore Stock Exchange, and Kuala Lumpur Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 9632, Oct.
• Shamiri, Ahmed & Shaari, Abu Hassan & Isa, Zaidi, 2007, "Practical Volatility Modeling for Financial Market Risk Management," MPRA Paper, University Library of Munich, Germany, number 9790, Aug, revised 15 May 2008.
• Marylin Choy & Roy Ayllón, 2007, "The payment system intraday liquidity in a dollarized economy: The Peruvian experience," Working Papers, Banco Central de Reserva del Perú, number 2007-019, Dec.
• Ovidiu V. Precup & Giulia Iori, 2007, "Cross-correlation Measures in the High-frequency Domain," The European Journal of Finance, Taylor & Francis Journals, volume 13, issue 4, pages 319-331, DOI: 10.1080/13518470600813565.
• ,, 2007, "Complementarities in information acquisition with short-term trades," Theoretical Economics, Econometric Society, volume 2, issue 4, December.
• ,, 2007, "Two-fund separation in dynamic general equilibrium," Theoretical Economics, Econometric Society, volume 2, issue 2, June.
• Benito Arruñada & Marco Casari, 2007, "Fragile markets: An experiment on judicial independence," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1031, Apr, revised May 2016.
• Jiro Akahori & Shigeyoshi Ogawa & Shinzo Watanabe (ed.), 2007, "Stochastic Processes and Applications to Mathematical Finance," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6330, ISBN: ARRAY(0x5ec28cc0), September.
• Stefan Ankirchner & Peter Imkeller, 2007, "Financial Markets with Asymmetric Information: Information Drift, Additional Utility and Entropy," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Jiro Akahori & Shigeyoshi Ogawa & Shinzo Watanabe, "Stochastic Processes And Applications To Mathematical Finance".
• Mariko Arisawa, 2007, "A Localization of the Lévy Operators Arising in Mathematical Finances," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Jiro Akahori & Shigeyoshi Ogawa & Shinzo Watanabe, "Stochastic Processes And Applications To Mathematical Finance".
• Sara BIAGINI & Rama CONT, 2007, "Model-free Representation of Pricing Rules as Conditional Expectations," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Jiro Akahori & Shigeyoshi Ogawa & Shinzo Watanabe, "Stochastic Processes And Applications To Mathematical Finance".
• L. Carassus & E. Gobet & E. Temam, 2007, "A Class of Financial Products and Models Where Super-replication Prices are Explicit," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Jiro Akahori & Shigeyoshi Ogawa & Shinzo Watanabe, "Stochastic Processes And Applications To Mathematical Finance".
• Diana DOROBANTU & Monique PONTIER, 2007, "Risky Debt and Optimal Coupon Policy and Other Optimal Strategies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Jiro Akahori & Shigeyoshi Ogawa & Shinzo Watanabe, "Stochastic Processes And Applications To Mathematical Finance".
• Rüdiger Frey & Cecilia Prosdocimi & Wolfgang J. Runggaldier, 2007, "Affine Credit Risk Models under Incomplete Information," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Jiro Akahori & Shigeyoshi Ogawa & Shinzo Watanabe, "Stochastic Processes And Applications To Mathematical Finance".
• Keisuke Hara & Terry Lyons, 2007, "Smooth Rough Paths and the Applications," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Jiro Akahori & Shigeyoshi Ogawa & Shinzo Watanabe, "Stochastic Processes And Applications To Mathematical Finance".
• Keiichi Hori & Keizo Mizuno, 2007, "From Access to Bypass: A Real Options Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Jiro Akahori & Shigeyoshi Ogawa & Shinzo Watanabe, "Stochastic Processes And Applications To Mathematical Finance".
• Junichi Imai & Takahiro Watanabe, 2007, "The Investment Game under Uncertainty: An Analysis of Equilibrium Values in the Presence of First or Second Mover Advantage," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Jiro Akahori & Shigeyoshi Ogawa & Shinzo Watanabe, "Stochastic Processes And Applications To Mathematical Finance".
• Masaya Ishihara & Hiroshi Kunita, 2007, "Asian Strike Options of American Type and Game Type," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Jiro Akahori & Shigeyoshi Ogawa & Shinzo Watanabe, "Stochastic Processes And Applications To Mathematical Finance".
• M. Jeanblanc & S. Kloeppel & Y. Miyahara, 2007, "Minimal Variance Martingale Measures for Geometric Lévy Processes," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: Jiro Akahori & Shigeyoshi Ogawa & Shinzo Watanabe, "Stochastic Processes And Applications To Mathematical Finance".
• Christian Litterer & Terry Lyons, 2007, "Cubature on Wiener Space Continued," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, in: Jiro Akahori & Shigeyoshi Ogawa & Shinzo Watanabe, "Stochastic Processes And Applications To Mathematical Finance".
• Hideo Nagai, 2007, "A Remark on Impulse Control Problems with Risk-sensitive Criteria," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, in: Jiro Akahori & Shigeyoshi Ogawa & Shinzo Watanabe, "Stochastic Processes And Applications To Mathematical Finance".
• Thu Van Nguyen & S. Ogawa & M. Yamazato, 2007, "A Convolution Approach to Multivariate Bessel Proceses," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, in: Jiro Akahori & Shigeyoshi Ogawa & Shinzo Watanabe, "Stochastic Processes And Applications To Mathematical Finance".
• Nguyen Van Thu & To Anh Dung & Duong Ton Dam & Nguyen Huu Thai, 2007, "Spectral Representation of Multiply Self-decomposable Stochastic Processes and Applications," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, in: Jiro Akahori & Shigeyoshi Ogawa & Shinzo Watanabe, "Stochastic Processes And Applications To Mathematical Finance".
• Kunio Nishioka, 2007, "Stochastic Growth Models of an Isolated Economy," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, in: Jiro Akahori & Shigeyoshi Ogawa & Shinzo Watanabe, "Stochastic Processes And Applications To Mathematical Finance".
• Huyên PHAM, 2007, "Numerical Approximation by Quantization for Optimization Problems in Finance under Partial Observations," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, in: Jiro Akahori & Shigeyoshi Ogawa & Shinzo Watanabe, "Stochastic Processes And Applications To Mathematical Finance".
• Pausch, Thilo, 2007, "Endogenous credit derivatives and bank behavior," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2007,16.
• Wölfle, Marco, 2007, "Price Discovery for Cross-Listed Securities from Emerging Eastern European Countries," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 07-067.

2006

• Brock, W.A. & Hommes, C.H. & Wagener, F.O.O., 2006, "More hedging instruments may destabilize markets," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 06-12.
• G. De Masi & G. Iori & G. Caldarelli, 2006, "A fitness model for the Italian Interbank Money Market," Papers, arXiv.org, number physics/0610108, Oct.
• Giulia Iori & Roberto Reno' & Giulia De Masi & Guido Caldarelli, 2006, "Trading strategies in the Italian interbank market," Papers, arXiv.org, number physics/0611023, Nov.
• Fabio Panetta & Paolo Angelini & Giuseppe Grande & Aviram Levy & Roberto perli & Pinar Yesin & Stefan Gerlach & Srichander Ramaswam & Michela Scatigna, 2006, "The recent behaviour of financial market volatility," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 2, Aug.
• Peter Bossaerts & Paolo Ghirardato & Serena Guarnaschelli & William R. Zame, 2006, "Ambiguity in Asset Markets: Theory and Experiment," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 27, revised 2009.
• Christian Hellwig & Guido Lorenzoni, 2006, "Bubbles and Self-enforcing Debt," Levine's Bibliography, UCLA Department of Economics, number 321307000000000383, Sep.
• PANACCIONE, Luca, 2006, "Inefficiency of competitive equilibrium with hidden action and financial markets," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2006096, Oct.
• Luca, PANACCIONE, 2006, "Inefficiency of competitive equilibrium with hidden action and financial markets," Discussion Papers (ECON - Département des Sciences Economiques), Université catholique de Louvain, Département des Sciences Economiques, number 2006049, Sep.
• Iori, G. & Reno, R. & de Masi, G. & Caldarelli, G., 2006, "Trading strategies in the Italian interbank market," Working Papers, Department of Economics, City St George's, University of London, number 06/03.
• Jeannin, M. & Iori, G. & Samuel, D., 2006, "Modeling stock pinning," Working Papers, Department of Economics, City St George's, University of London, number 06/04.
• de Masi, G. & Iori, G. & Caldarelli, G., 2006, "A fitness model for the Italian interbank money market," Working Papers, Department of Economics, City St George's, University of London, number 06/08.
• Mattiussi, V. & Iori, G., 2006, "Currency futures volatility during the 1997 East Asian crisis: an application of Fourier analysis," Working Papers, Department of Economics, City St George's, University of London, number 06/09.
• Iori, G. & Precup, O. V., 2006, "Weighted network analysis of high frequency cross-correlation measures," Working Papers, Department of Economics, City St George's, University of London, number 06/10.
• Pao-Li Chang & Chia-Hui Lu, 2006, "On the Magnet E®ect of Foreign Direct Investment," Finance Working Papers, East Asian Bureau of Economic Research, number 22060, Jan.
• Hernández Trillo, Fausto & Avalos, Marcos, 2006, "Competencia bancaria en México," Estudios y Perspectivas – Sede Subregional de la CEPAL en México, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), number 4988, Nov.
• Hasan Baklaci & Adnan Kasman, 2006, "An Empirical Analysis of Trading Volume and Return Volatility Relationship in The Turkish Stock Market," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, volume 6, issue 2, pages 115-125.
• Alejandro Villagómez & Alejandro Castañeda, 2006, "Análisis histórico de la relación macroeconomía-petróleo en México: 1970-2006," Working Papers, CIDE, División de Economía, number DTE 375, Nov.
• Fausto Hernández-Trillo & Marcos Ávalos, 2006, "Competencia bancaria en México," Working Papers, CIDE, División de Economía, number DTE 376, Dec.
• Galindo Lucas, Alfonso, 2006, "Nuevo paradigma monetarista," Entelequia. Revista Interdisciplinar, Entelequia y Servicios Académicos Intercontinentales SL, issue 1, pages 172-175, Spring.
• Roko Aliprantis & Monique Florenzano & Daniella Puzzello & Rabee Tourky, 2006, "The wedge of arbitrage free prices: anything goes," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00112202, Nov.
• Roko Aliprantis & Monique Florenzano & Daniella Puzzello & Rabee Tourky, 2006, "The wedge of arbitrage free prices: anything goes," Post-Print, HAL, number halshs-00112202, Nov.
• Roko Aliprantis & Monique Florenzano & Daniella Puzzello & Rabee Tourky, 2006, "The wedge of arbitrage free prices: anything goes," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number b06070, Nov.
• Rajnish Mehra, 2006, "Recursive Competitive Equilibrium," NBER Working Papers, National Bureau of Economic Research, Inc, number 12433, Aug.
• Christian Hellwig & Guido Lorenzoni, 2006, "Bubbles and Self-Enforcing Debt," NBER Working Papers, National Bureau of Economic Research, Inc, number 12614, Oct.
• Laurent E. Calvet & Adlai J. Fisher, 2006, "Multifrequency Jump-Diffusions: An Equilibrium Approach," NBER Working Papers, National Bureau of Economic Research, Inc, number 12797, Dec.
• Porzecanski, Arturo C., 2006, "The role of professional economists in the financial markets," MPRA Paper, University Library of Munich, Germany, number 106, May.
• Julien Derveeuw, 2006, "Market Dynamics and Agents Behaviors: a Computational Approach," Lecture Notes in Economics and Mathematical Systems, Springer, in: M. Beckmann & H. P. Künzi & G. Fandel & W. Trockel & A. Basile & A. Drexl & H. Dawid & K. Inderfurth, "Artificial Economics", DOI: 10.1007/3-540-28547-4_2.
• William Brock & Cars Hommes & Florian Wagener, 2006, "More Hedging Instruments may destablize Markets," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 06-080/1, Sep, revised 30 Apr 2008.
• John Ryan, 2006, "Reforming China�s Exchange Rate Policy," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2006_51.
• Don K Mak, 2006, "Mathematical Techniques in Financial Market Trading," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6055, ISBN: ARRAY(0x5fd1cc10), September.
• Don K. Mak, 2006, "Introduction," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "Mathematical Techniques In Financial Market Trading".
• Don K. Mak, 2006, "Scientific Review of the Financial Market," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "Mathematical Techniques In Financial Market Trading".
• Don K. Mak, 2006, "Causal Low Pass Filters," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "Mathematical Techniques In Financial Market Trading".
• Don K. Mak, 2006, "Reduced Lag Filters," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "Mathematical Techniques In Financial Market Trading".
• Don K. Mak, 2006, "Causal Wavelet Filters," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Mathematical Techniques In Financial Market Trading".
• Don K. Mak, 2006, "Instantaneous Frequency," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "Mathematical Techniques In Financial Market Trading".
• Don K. Mak, 2006, "Phase," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "Mathematical Techniques In Financial Market Trading".
• Don K. Mak, 2006, "Causal High Pass Filters," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "Mathematical Techniques In Financial Market Trading".
• Don K. Mak, 2006, "Skipped Convolution," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "Mathematical Techniques In Financial Market Trading".
• Don K. Mak, 2006, "Trading Tactics," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "Mathematical Techniques In Financial Market Trading".
• Don K. Mak, 2006, "Trading System," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, "Mathematical Techniques In Financial Market Trading".
• Don K. Mak, 2006, "Money Management — Time Independent Case," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, "Mathematical Techniques In Financial Market Trading".
• Don K. Mak, 2006, "Money Management — Time Dependent Case," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, "Mathematical Techniques In Financial Market Trading".
• Don K. Mak, 2006, "The Reality of Trading," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, "Mathematical Techniques In Financial Market Trading".
• Krueger, Dirk & Lustig, Hanno & Perri, Fabrizio, 2006, "Evaluation asset pricing models with limited commitment using household consumption data," CFS Working Paper Series, Center for Financial Studies (CFS), number 2006/22.

2005

• Precup, O. V. & Iori, G., 2005, "Cross-correlation measures in the high-frequency domain," Working Papers, Department of Economics, City St George's, University of London, number 05/04.
• Iori, G. & Masi, G. D. & Precup, O. V. & Gabbi, G. & Caldarelli, G., 2005, "A network analysis of the Italian overnight money market," Working Papers, Department of Economics, City St George's, University of London, number 05/05.
• Karl Schmedders, 2005, "Two-Fund Separation in Dynamic General Equilibrium," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science, number 1398, Jan.
• Wiszniewska-Matyszkiel, Agnieszka, 2005, "Stock market as a dynamic game with continuum of players," MPRA Paper, University Library of Munich, Germany, number 32982, revised 2006.
• Derveeuw, Julien, 2005, "Market dynamics and agents behaviors: a computational approach," MPRA Paper, University Library of Munich, Germany, number 4916, Apr.
• Gray, W, 2005, "Two Essays on Self-Tender Offers," MPRA Paper, University Library of Munich, Germany, number 8584, Nov, revised 2005.
• Karl Schmedders, 2005, "Two-Fund Separation in Dynamic General Equilibrium," 2005 Meeting Papers, Society for Economic Dynamics, number 148.

2004

• Bacha, Obiyathulla I., 2004, "Value Preservation through Risk Management - A Shariah Compliant Proposal for Equity Risk Management," MPRA Paper, University Library of Munich, Germany, number 12632, revised Apr 2003.
• Sujit Chakravorti, 2004, "Why has stored-value not caught on?," Journal of Financial Transformation, Capco Institute, volume 12, pages 39-48.

2003

• John Roemer & Julian R. Betts, 2003, "Equalizing educational opportunity through educational finance reform," Working Papers, University of California, Davis, Department of Economics, number 118, Jan.
• Martínez, Juan & Santiso, Javier, 2003, "Financial Markets and Politics: The Confidence Game in Latin American Emerging Economies," MPRA Paper, University Library of Munich, Germany, number 12909.
• McCauley, Joseph L. & Gunaratne, Gemunu H., 2003, "On CAPM and Black-Scholes, differing risk-return strategies," MPRA Paper, University Library of Munich, Germany, number 2162.

2002

• Elyès Jouini & Clotilde Napp, 2002, "Arbitrage pricing and equilibrium pricing : compatibility conditions," Post-Print, HAL, number halshs-00176423.
• Carmen M. Reinhart, 2002, "An Introduction," The World Bank Economic Review, World Bank, volume 16, issue 2, pages 149-150, August.
• Reinhart, Carmen & Levich, Richard & Majoni, Giovanni, 2002, "Ratings, rating agencies and the global financial system: Summary and policy implications," MPRA Paper, University Library of Munich, Germany, number 13249.
• Reinhart, Carmen, 2002, "Sovereign Credit Ratings Before and After Financial Crises," MPRA Paper, University Library of Munich, Germany, number 7410.
• Sanjiv Ranjan Das & Rangarajan K. Sundaram, 2002, "On The Regulation Of Fee Structures In Mutual Funds," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Marco Avellaneda, "Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar(Volume III)".
• Les Gulko, 2002, "The Mean-Variance Synthesis Of Corporate Balance Sheets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Marco Avellaneda, "Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar(Volume III)".
• John M. Mulvey, 2002, "Multi-Stage Optimization For Long-Term Investors," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Marco Avellaneda, "Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar(Volume III)".
• Sanjiv Ranjan Das & Rangarajan K. Sundaram, 2002, "A Discrete–Time Approach To Arbitrage-Free Pricing Of Credit Derivatives," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Marco Avellaneda, "Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar(Volume III)".
• Peter Carr & Alex Lipton & Dilip Madan, 2002, "An Alternative Approach For Valuing Continuous Cash Flows," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Marco Avellaneda, "Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar(Volume III)".
• Elyès Jouini & Clotilde Napp, 2002, "Arbitrage Pricing And Equilibrium Pricing: Compatibility Conditions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Marco Avellaneda, "Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar(Volume III)".
• Mogens Bladt & Pablo Padilla, 2002, "Nonlinear Financial Models: Finite Markov Modulation And Its Limits," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Marco Avellaneda, "Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar(Volume III)".
• Jong-Shi Pang & Jacqueline Huang, 2002, "Pricing American Options With Transaction Costs By Complementarity Methods," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Marco Avellaneda, "Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar(Volume III)".
• Alexander Levin, 2002, "A Linearization Approach In Modeling Quasi-Affine Coupon Rate Term Structures And Related Derivatives," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Marco Avellaneda, "Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar(Volume III)".