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Research classified by Journal of Economic Literature (JEL) codes


Top JEL
/ D: Microeconomics
/ / D5: General Equilibrium and Disequilibrium
/ / / D53: Financial Markets
This topic is covered by the following reading lists:
  1. SOEP based publications

Most recent items first, undated at the end.
  • 2015 Testing for Stock Market Contagion: A Quantile Regression Approach
    by Sungyong Park & Wendun Wang & Naijing Huang

  • 2015 Convex Incentives in Financial Markets: an Agent-Based Analysis
    by Annalisa Fabretti & Tommy Gärling & Stefano Herzel & Martin Holmen

  • 2015 Credit Constraints, Technology Upgrading, and the Environment
    by Andersen, Dana C.

  • 2015 The Dynamics of Financially Constrained Arbitrage
    by Denis Gromb & Dimitri Vayanos

  • 2015 Auction versus Dealership Markets: Impact of Proprietary Trading with Transaction Fees
    by Katsumasa Nishide & Yuan Tian

  • 2015 The equity premium in a production economy; A new perspective involving recursive utility
    by Aase, Knut K.

  • 2015 Recursive utility and jump-diffusions
    by Aase, Knut K.

  • 2015 Dynamic equilibrium with rare events and heterogeneous Epstein-Zin investors
    by Georgy Chabakauri

  • 2015 Cutting out the Middleman: Crowdinvesting, Efficiency, and Inequality
    by Grüner, Hans Peter & Siemroth, Christoph

  • 2015 The Dynamics of Financially Constrained Arbitrage
    by Gromb, Denis & Vayanos, Dimitri

  • 2015 A dynamic approach to intraday liquidity needs
    by Freddy Cepeda L. & Fabio Ortega C.

  • 2015 Cash-futures basis and the impact of market maturity, informed trading, and expiration effects
    by Chang, Charles & Lin, Emily

  • 2015 Friends or foes? The interrelationship between angel and venture capital markets
    by Hellmann, Thomas & Thiele, Veikko

  • 2015 Financial reporting and market efficiency with extrapolative investors
    by Bianchi, Milo & Jehiel, Philippe

  • 2015 The macroeconomics of Modigliani–Miller
    by Gersbach, Hans & Haller, Hans & Müller, Jürg

  • 2015 An axiomatic characterization of wagering mechanisms
    by Lambert, Nicolas S. & Langford, John & Wortman Vaughan, Jennifer & Chen, Yiling & Reeves, Daniel M. & Shoham, Yoav & Pennock, David M.

  • 2015 Profitability of time series momentum
    by He, Xue-Zhong & Li, Kai

  • 2015 Costs and benefits of financial regulation: Short-selling bans and transaction taxes
    by Lensberg, Terje & Schenk-Hoppé, Klaus Reiner & Ladley, Dan

  • 2015 Contagious synchronization and endogenous network formation in financial networks
    by Aymanns, Christoph & Georg, Co-Pierre

  • 2015 Endogenous leverage and asset pricing in double auctions
    by Breuer, Thomas & Jandačka, Martin & Summer, Martin & Vollbrecht, Hans-Joachim

  • 2014 Effectiveness of corporate finance valuation methods: Piotroski score in an Ohlson model: the case of Mexico
    by Durán-Vázquez, Rocío & Lorenzo-Valdés, Arturo & Castillo-Ramírez, Claudia

  • 2014 In search of economic reality under the veil of financial markets
    by Josef Falkinger

  • 2014 Asymmetric Information and International Corporate Social Responsibility
    by Kerstin Lopatta & Frerich Buchholz & Thomas Kaspereit

  • 2014 Informational Asymmetries in Laboratory Asset Markets with State Dependent Fundamentals
    by Markstädter, Andreas & Keser, Claudia

  • 2014 Peer effects and risk sharing in experimental asset markets
    by Baghestanian, Sascha & Gortner, Paul J. & van der Weele, Joël J.

  • 2014 Prices, Debt and Market Structure in an Agent-Based Model of the Financial Market
    by Fischer, Thomas & Riedler, Jesper

  • 2014 Informational asymmetries in laboratory asset markets with state-dependent fundamentals
    by Keser, Claudia & Markstädter, Andreas

  • 2014 Contagious herding and endogenous network formation in financial networks
    by Georg, Co-Pierre

  • 2014 The Effect of Financial Selection in Experimental Asset Markets
    by Dmitry Gladyrev & Owen Powell & Natalia Shestakova

  • 2014 Time Series Momentum and Market Stability
    by Xue-Zhong He & Kai Li

  • 2014 Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures
    by Léon, C. & Berndsen, R.J. & Renneboog, L.D.R.

  • 2014 Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures
    by Léon, C. & Berndsen, R.J. & Renneboog, L.D.R.

  • 2014 Information Mirages and Financial Contagion in Asset Market Experiment
    by Noussair, C.N. & Xu, Yilong

  • 2014 The Liquidity Premium: Commercial Banks versus Microfinance Institutions
    by Carolina Laureti & Ariane Szafarz

  • 2014 Having it Both Ways: A Theory of the Banking Firm with Time-Consistent and Time-Inconsistent Depositors
    by Carolina Laureti & Ariane Szafarz

  • 2014 The Collateral Costs of Clearing
    by Cyril Monnet & Thomas Nellen

  • 2014 Contagious Synchronization and Endogenous Network Formation in Financial Networks
    by Christoph Aymanns and Co-Pierre Georg

  • 2014 Instabilitatea financiara, ciclurile si rolul institutiilor
    by Iancu, Aurel

  • 2014 Unraveling the Monetary Policy Transmission Mechanism in Sri Lanka
    by Ghazanchyan, Manuk

  • 2014 Domestic Debt Market in India –Its Resilience in Funding Infrastructure
    by Swamy, Vighneswara

  • 2014 Reforms in Institutional Finance for Inclusive Growth
    by Swamy, Vighneswara

  • 2014 Domestic Debt Market in India –Its Resilience in Funding Infrastructure
    by Swamy, Vighneswara

  • 2014 DOLS Cointegration Vector Estimation of the Effect of Inflation and Financial Deepening on Output Growth in Nigeria
    by Alimi, R. Santos

  • 2014 General Equilibrium with Endogenous Trading Constraints
    by Cea-Echenique, Sebastián & Torres-Martínez, Juan Pablo

  • 2014 The Illiquidity of Water Markets
    by Donna, Javier & Espin-Sanchez, Jose

  • 2014 Smooth economic analysis for general spaces of commodities
    by Accinelli, Elvio & Covarrubias, Enrique

  • 2014 Heterogeneity in Decentralized Asset Markets
    by Julien Hugonnier & Benjamin Lester & Pierre-Olivier Weill

  • 2014 Do Credit Market Shocks affect the Real Economy? Quasi-Experimental Evidence from the Great Recession and ‘Normal’ Economic Times
    by Michael Greenstone & Alexandre Mas & Hoai-Luu Nguyen

  • 2014 Competing for Order Flow in OTC Markets
    by Benjamin Lester & Guillaume Rocheteau & Pierre-Olivier Weill

  • 2014 Strategic Trading in Informationally Complex Environments
    by Nicolas S. Lambert & Michael Ostrovsky & Mikhail Panov

  • 2014 A Market Based Solution to Price Externalities: A Generalized Framework
    by Weerachart T. Kilenthong & Robert M. Townsend

  • 2014 Friends or Foes: The Interrelationship between Angel and Venture Capital Markets
    by Thomas F. Hellmann & Veikko Thiele

  • 2014 Segregated Security Exchanges with Ex Ante Rights to Trade: A Market-Based Solution to Collateral-Constrained Externalities
    by Weerachart Kilenthong & Robert Townsend

  • 2014 Liquidity Risk and the Dynamics of Arbitrage Capital
    by Péter Kondor & Dimitri Vayanos

  • 2014 Testing for Information Asymmetries in Real Estate Markets
    by Pablo Kurlat & Johannes Stroebel

  • 2014 The Information Value of Online Social Networks: Lessons from Peer-to-Peer Lending
    by Seth Freedman & Ginger Zhe Jin

  • 2014 Discriminatory versus uniform-price auctions
    by Zoltán Monostori

  • 2014 The Illiquidity of Water Markets
    by José-Antonio Espín-Sánchez & Javier Donna

  • 2014 Recall Searching with and without Recall
    by Daniela Di Cagno & Tibor Neugebauer & Carlos Rodriguez-Palmero & Abdolkarim Sadrieh

  • 2014 On the existence of equilibrium in an incomplete financial economy with numeraire assets
    by Cuong Le Van & Ali Oguz Polat & Hüseyin Cagri Saglam

  • 2014 Recursive utility and jump-diffusions
    by Aase, Knut K.

  • 2014 Heterogeneity and limited stock market Participation
    by Aase, Knut K.

  • 2014 Recursive utility using the stochastic maximum principle
    by Aase, Knut K.

  • 2014 Disputes, Debt and Equity
    by Alfred Duncan & Charles Nolan

  • 2014 Welcoming remarks at Workshop on the Risks of Wholesale Funding
    by Dudley, William

  • 2014 Credit Status and College Investment: Implications for Student Loan Policies
    by Ionescu, Felicia & Simpson, Nicole B.

  • 2014 Factors generating and transmitting the financial crisis: The role of incentives: securitization and contagion
    by Giampaolo Gabbi & Alesia Kalbaska & Alessandro Vercelli

  • 2014 Incomplete Preferences and Confidence
    by Hill , Brian

  • 2014 Recall Searching with and without Recall
    by Tibor Neugebauer & Daniela Di Cagno & Carlos Rodriguez-Palmero, & Abdolkarim Sadrieh

  • 2014 Conventional and Unconventional Monetary Policy with Endogenous Collateral Constraints
    by Araujo, Aloisio & Schommer, Susan & Woodford, Michael

  • 2014 Lehman Brothers: What Did Markets Know?
    by Gehrig, Thomas & Haas, Marlene

  • 2014 Liquidity Risk and the Dynamics of Arbitrage Capital
    by Kondor, Péter & Vayanos, Dimitri

  • 2014 Price Distortions in High-Frequency Markets
    by Steiner, Jakub & Stewart, Colin

  • 2014 Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures
    by Carlos León & Ron J. Berndsen & Luc Renneboog

  • 2014 A multi-layer network of the sovereign securities market
    by Carlos León & Jhonatan Pérez & Luc Renneboog

  • 2014 Informational Asymmetries in Laboratory Asset Markets with State-Dependent Fundamentals
    by Claudia Keser & Andreas Markstädter

  • 2014 Credit Risk in General Equilibrium
    by Jürgen Eichberger & Klaus Rheinberger & Martin Summer

  • 2014 Informed trading and stock market efficiency
    by Taneli M�kinen

  • 2014 Conclusion
    by Carl Chiarella & Boda Kang & Gunter H. Meyer

  • 2014 A Numerical Approach to Pricing American Call Options under SVJD
    by Carl Chiarella & Boda Kang & Gunter H. Meyer

  • 2014 Fourier Cosine Expansion Approach
    by Carl Chiarella & Boda Kang & Gunter H. Meyer

  • 2014 Representation and Numerical Approximation of American Option Prices under Heston
    by Carl Chiarella & Boda Kang & Gunter H. Meyer

  • 2014 American Option Prices under Stochastic Volatility and Jump-Diffusion Dynamics — The Transform Approach
    by Carl Chiarella & Boda Kang & Gunter H. Meyer

  • 2014 American Call Options under Jump-Diffusion Processes
    by Carl Chiarella & Boda Kang & Gunter H. Meyer

  • 2014 The Merton and Heston Model for a Call
    by Carl Chiarella & Boda Kang & Gunter H. Meyer

  • 2014 Introduction
    by Carl Chiarella & Boda Kang & Gunter H. Meyer

  • 2014 High-Frequency Trading and Probability Theory
    by Zhaodong Wang & Weian Zheng

  • 2014 The Numerical Solution of the American Option Pricing Problem:Finite Difference and Transform Approaches
    by Carl Chiarella & Boda Kang & Gunter H Meyer

  • 2014 Technical Analysis and Financial Asset Forecasting:From Simple Tools to Advanced Techniques
    by Raymond Hon Fu Chan & Spike Tsz Ho Lee & Wing-Keung Wong

  • 2014 Validity of EMH; A Case Study of KSE-100 Index
    by Naz, Salma & Razaque, Seema & Khuwaja, Hyder Ali & Ahmed, Niaz

  • 2014 Yield Curve Construction after Crisis
    by Jaroslav Baran & Jiří Witzany

  • 2014 Base Criteria Used in the Evaluation of Investment Projects
    by Cãruntu Constantin & Lãpãduºi Mihaela Loredana

  • 2014 The Role of Information Asymmetry in Financing Methods
    by Mahdi Salehi & Vahab Rostami & Hamid Hesari

  • 2014 The Roots of China’s Economic Slowdown
    by Gheorghe H. Popescu & Elvira Nica

  • 2014 Über die Natur und das Wesen des Geldes – J. H. von Thünens unveröffentlichtes Manuskript zur Geldtheorie
    by Ludwig Nellinger

  • 2014 Considerations on the Role of Financial Markets in Economic Growth
    by Carmen Albu

  • 2014 Baby-Boomers and the Romanian Financial System
    by Tudor Ciumara

  • 2014 Forecasting of Exchange Rate Volatility between Naira and US Dollar Using GARCH Models
    by Musa Y. & Tasi’u M. & Abubakar Bello

  • 2014 Why ‘state of the art’ monetary theory was unable to anticipate the global financial crisis: a child's guide
    by Colin Rogers

  • 2014 Equity culture development in Central and Eastern Europe: The role of institutional and managerial factors
    by Stone, Zita & Filippaios, Fragkiskos & Stoian, Carmen

  • 2014 Foreign exchange rate exposure: Evidence from Canada
    by Al-Shboul, Mohammad & Anwar, Sajid

  • 2014 Mortgage choice, house price externalities, and the default rate
    by Shi, Xinyan & Riley, Sarah F.

  • 2014 Price pressures
    by Hendershott, Terrence & Menkveld, Albert J.

  • 2014 Aggregation of preferences for skewed asset returns
    by Chabi-Yo, Fousseni & Leisen, Dietmar P.J. & Renault, Eric

  • 2014 A leverage-based model of speculative bubbles
    by Barlevy, Gadi

  • 2014 Information percolation in segmented markets
    by Duffie, Darrell & Malamud, Semyon & Manso, Gustavo

  • 2014 Counterparty risk externality: Centralized versus over-the-counter markets
    by Acharya, Viral & Bisin, Alberto

  • 2014 Myopic separability
    by Kannai, Yakar & Selden, Larry & Wei, Xiao

  • 2014 Liquidity provision and stock return predictability
    by Hendershott, Terrence & Seasholes, Mark S.

  • 2014 A battle of informed traders and the market game foundations for rational expectations equilibrium
    by Peck, James

  • 2014 Rethinking financial stability: Challenges arising from financial networks’ modular scale-free architecture
    by León, Carlos & Berndsen, Ron J.

  • 2014 VPIN and the Flash Crash: A rejoinder
    by Easley, David & López de Prado, Marcos M. & O'Hara, Maureen

  • 2014 Informational linkages between dark and lit trading venues
    by Nimalendran, Mahendrarajah & Ray, Sugata

  • 2014 On the impossibility of insider trade in rational expectations equilibria
    by Zimper, Alexander

  • 2014 Prices, debt and market structure in an agent-based model of the financial market
    by Fischer, Thomas & Riedler, Jesper

  • 2014 Herding, trend chasing and market volatility
    by Di Guilmi, Corrado & He, Xue-Zhong & Li, Kai

  • 2014 Financial Intermediaries’ Activity On Romanian Capital Market
    by Dumitru-Cristian OANEA

  • 2014 Overview On Romanian Capital Market Transactions: 1995 To Present
    by Dumitru-Cristian OANEA & Stefan-Bogdan VASILESCU

  • 2014 The Status Of Ethics In The International Financial Markets (Postavenie Etiky Na Medzinárodných Finančných Trhoch)
    by Jana Drutarovska

  • 2014 The Impact of Terrorism on Financial Markets: An Empirical Study
    by Ensar AGIRMAN & Muhammet OZCAN & Omer YILMAZ

  • 2014 Endogenous Collateral Constraints and the Leverage Cycle
    by Ana Fostel & John Geanakoplos

  • 2014 When Is a Risky Asset "Urgently Needed"?
    by Felix Kubler & Larry Selden & Xiao Wei

  • 2013 Recursive utility and the equity premium puzzle: A discrete-time approach
    by Aase, Knut K.

  • 2013 Recursive utility and disappearing puzzles for continuous-time models
    by Aase, Knut K.

  • 2013 The strategy approval decision: A Sharpe ratio indifference curve approach
    by Bailey, David H. & López de Prado, Marcos & del Pozo, Eva

  • 2013 Nonlinear support vector machines can systematically identify stocks with high and low future returns
    by Huerta, Ramon & Corbacho, Fernando & Elkan, Charles

  • 2013 Türkiye’de İllerin Finansal Yatırım Eğilimlerine Göre Derecelendirilmesi
    by Ercan ÖZEN & Bahattin HAMARAT & Necmiye Serap VURUR

  • 2013 The Value Relevance of SAM's Corporate Sustainability Ranking and GRI Sustainability Reporting in the European Stock Markets
    by Thomas Kaspereit & Kerstin Lopatta

  • 2013 Prices, debt and market structure in an agent-based model of the financial market
    by Fischer, Thomas & Riedler, Jesper

  • 2013 Collateral requirements and asset prices
    by Brumm, Johannes & Grill, Michael & Kubler, Felix & Schmedders, Karl

  • 2013 Herding, Trend Chasing and Market Volatility
    by Corrado Di Guilmi & Xue-Zhong He & Kai Li

  • 2013 The Capital Asset Pricing Model in Economic Perspective
    by Peter Dawson

  • 2013 On the impossibility of insider trade in rational expectations equilibria
    by Alexander Zimper

  • 2013 Speculative Trade Equilibria with Incorrect Price Anticipations
    by Alexander Zimper

  • 2013 War Finance and the Modern State
    by Vesperoni , Alberto

  • 2013 On the impossibility of insider trade in rational expectations equilibria
    by Alexander Zimper

  • 2013 Speculative Trade Equilibria with Incorrect Price Anticipations
    by Alexander Zimper

  • 2013 Diszkriminatív áras és egyenáras aukciók
    by Monostori, Zoltan

  • 2013 Long-run Consumption Risk and Asset Allocation under Recursive Utility and Rational Inattention
    by Luo, Yulei & Young, Eric

  • 2013 Long Memory Processes and Structural Breaks in Stock Returns and Volatility: Evidence from the Egyptian Exchange
    by Ezzat, Hassan

  • 2013 An extension of the Sard-Smale Theorem to domains with an empty interior
    by Accinelli, Elvio & Covarrubias, Enrique

  • 2013 Liquidity Contractions, Incomplete Financial Participation and the Prevalence of Negative Equity Non-recourse Loans
    by Iraola, Miguel & Torres-Martínez, Juan Pablo

  • 2013 Modeling and Estimating Volatility of Options on Standard & Poor’s 500 Index
    by Boleslaw Borkowski & Monika Krawiec & Yochanan Shachmurove

  • 2013 Martingale unobserved component models
    by Neil Shephard

  • 2013 Endogenous Leverage and Asset Pricing in Double Auctions
    by Thomas Breuer & Martin Summer & Hans-Joachim Vollbrecht

  • 2013 Martingale unobserved component models
    by Neil Shephard

  • 2013 Private Information in Markets: A Market Design Perspective
    by Marzena Rostek & Ji Hee Yoon

  • 2013 Conventional and Unconventional Monetary Policy with Endogenous Collateral Constraints
    by Aloísio Araújo & Susan Schommer & Michael Woodford

  • 2013 Uncertainty as Commitment
    by Jaromir Nosal & Guillermo Ordoñez

  • 2013 Equilibria in a multi-period economy
    by Bernard Cornet & Abhishek Ranjan

  • 2013 Existence of equilibria via quasi-equilibria
    by Bernard Cornet & Abhishek Ranjan

  • 2013 Asset Prices, Trading Volumes, and Investor Welfare in Markets with Transaction Costs
    by Chiaki Hara

  • 2013 Groupthink: Collective Delusions in Organizations and Markets
    by Benabou, Roland

  • 2013 Equilibrium existence in the international asset and good markets
    by Stefano Bosi & Patrice Fontaine & Cuong Le Van

  • 2013 Regional Financial Development and Firm Growth in Peru
    by Eduardo Moron & Edgar Salgado & Cristhian Seminario

  • 2013 Development of a Procedure for the Construction of GEI Emission Abatement Curves Incorporating the Uncertainty Associated to the Main Mitigation Variables
    by Jacques Clerc & Manuel Diaz & Bruno Campos

  • 2013 Reference Dependent Preferences and the EPK Puzzle
    by Maria Grith & Wolfgang Karl Härdle & Volker Krätschmer &

  • 2013 Central bank liquidity auction mechanism design and the interbank market
    by Ollikka, Kimmo & Tukiainen , Janne

  • 2013 Market quality and contagion in fragmented markets
    by Rohit Rahi & Jean-Pierre Zigrand

  • 2013 Screening Peers Softly: Inferring the Quality of Small Borrowers
    by Iyer, Rajkamal & Khwaja, Asim Ijaz & Luttmer, Erzo F. P. & Shue, Kelly

  • 2013 Equilibrium existence in the international asset and good markets
    by Stefano Bosi & Patrice Fontaine & Cuong Le Van

  • 2013 Evolutionary beliefs and financial markets
    by Napp, Clotilde & Viossat, Yannick & Jouini, Elyès

  • 2013 Financial Innovation, Collateral and Investment
    by Ana Fostel & John Geanakoplos

  • 2013 Financial Innovation, Collateral and Investment
    by Ana Fostel & John Geanakoplos

  • 2013 The Macroeconomics of Modigliani-Miller
    by Gersbach, Hans & Haller, Hans & Müller, Jürg

  • 2013 Modular scale-free architecture of Colombian financial networks: Evidence and challenges with financial stability in view
    by Carlos León & Ron J. Berndsen

  • 2013 Speculative Trade under Unawareness: The Infinite Case
    by Martin Meier & Burkhard C. Schipper

  • 2013 Existence of Financial Equilibria in Continuous Time with Potentially Complete Markets
    by Frank Riedel & Frederik Herzberg

  • 2013 The development of financial markets and financial theory: 50 years of interaction
    by Morten Balling & Ernest Gnan

  • 2013 Are the Global REIT Markets Efficient by a New Approach?
    by Hao Fang & Yen-Hsien Lee

  • 2013 Finance Capitalism: A Look at the European Financial Accounts
    by Massimo Cingolani

  • 2013 The Insurance Market Of The Republic Of Moldova In Terms Of Investment Potential
    by TIMUS, Angela & UNGUR, Cristina

  • 2013 Endogenous indeterminacy and volatility of asset prices under ambiguity
    by Mandler, Michael

  • 2013 A View on the Risk-Neutral Density Forecasting of the Dax30 Returns
    by Duca, Ioana Andreea & Ruxanda, Gheorghe

  • 2013 The Relevance of Using Accounting Fundamentals in the Mexican Stock Market
    by Dorantes, Carlos

  • 2013 Asset-Pricing Implications of Biologically Based Non-Expected Utility
    by Emil Iantchev

  • 2013 Investor’s Perceptions and Financial Instability in the Emerging Countries
    by Ionescu Cristian

  • 2013 Uhnwi In Emerging Markets – They Still Think, Act And Invest Differently
    by Urban Bacher & Kai L. Stober

  • 2013 Russian Interbank Systemic Risks Assessment from the Network Topology Point of View
    by Leonidov, A. & Rumyantsev, E.

  • 2013 A válság mint negatív információ és bizonytalansági tényező. A válság hatása az egy részvényre jutó nyereség-előrejelzésekre
    by Jáki, Erika

  • 2013 Diszkriminatív áras és egyenáras aukciók
    by Monostori, Zoltán

  • 2013 Financial Development, Economics Growth, Income Inequality Nexus: A Case Study of Pakistan
    by Muhammad Shahbaz

  • 2013 Financial restatements by Canadian firms cross-listed and not cross-listed in the U.S
    by Kryzanowski, Lawrence & Zhang, Ying

  • 2013 Inflation ambiguity and the term structure of U.S. Government bonds
    by Ulrich, Maxim

  • 2013 Growth to value: Option exercise and the cross section of equity returns
    by Ai, Hengjie & Kiku, Dana

  • 2013 Competition in fragmented markets: New evidence from the German banking industry in the light of the subprime crisis
    by Moch, Nils

  • 2013 Can position limits restrain ‘rogue’ trading?
    by ap Gwilym, Rhys & Ebrahim, M. Shahid

  • 2013 International capital flows and credit market imperfections: A tale of two frictions
    by Martin, Alberto & Taddei, Filippo

  • 2013 Impact of volatility estimation method on theoretical option values
    by Borkowski, Bolesław & Krawiec, Monika & Shachmurove, Yochanan

  • 2013 Unawareness, beliefs, and speculative trade
    by Heifetz, Aviad & Meier, Martin & Schipper, Burkhard C.

  • 2013 Contagion in the interbank market and its determinants
    by Memmel, Christoph & Sachs, Angelika

  • 2013 Transfer of information by an informed trader
    by Dev, Pritha

  • 2013 Asset pricing with skewed-normal return
    by Carmichael, Benoıˆt & Coën, Alain

  • 2013 The January effect for individual corporate bonds
    by Dbouk, Wassim & Jamali, Ibrahim & Kryzanowski, Lawrence

  • 2013 Quantitative analysis of feasibility of hydrous ethanol futures contracts in Brazil
    by Quintino, Derick David & David, Sergio Adriani

  • 2013 Fundamental traders' ‘tragedy of the commons’: Information costs and other determinants for the survival of experts and noise traders in financial markets
    by Witte, Björn-Christopher

  • 2013 Asymmetric dynamics in stock market correlations: Evidence from Japan and Singapore
    by Toyoshima, Yuki & Hamori, Shigeyuki

  • 2013 Sloboda A Nová Sloboda Vo Svetovom Hospodárstve
    by Eva Svitacova

  • 2012 A note on utility based pricing and asymptotic risk diversification
    by Bouchard, Bruno & Elie, Romuald & Moreau, Ludovic

  • 2012 Financial Markets Equilibrium with Heterogeneous Agents
    by Napp, Clotilde & Malamud, Semyon & Jouini, Elyès & Cvitanic, Jaksa

  • 2012 Lehman – A Case of Strategic Risk
    by McConnell, Patrick

  • 2012 Em-powering economics: Some thoughts on policy and financial markets
    by Josef Falkinger

  • 2012 Prices, debt and market structure in an agent-based model of the financial market
    by Fischer, Thomas & Riedler, Jesper

  • 2012 Studie zu Dispozinsen / Ratenkrediten - Forschungsvorhaben zur Bereitstellung wissenschaftlicher Entscheidungshilfe für das Bundesministerium für Ernährung, Landwirtschaft und Verbraucherschutz (BMELV)
    by Dick, Christian D. & Knobloch, Michael & Al-Umaray, Kerim S. & Jaroszek, Lena & Schröder, Michael & Tiffe, Achim

  • 2012 Does the market make us happy? The stock market and well-being
    by Aurora Murgea & Robert Reisz

  • 2012 Circuit Breakers and Market Runs
    by Sarah Draus & Mark van Achter

  • 2012 The Spread Nightmare: Financial Crises and Happiness
    by Leonardo Becchetti & Giancarlo Marini & Aurora Murgea

  • 2012 Les dividendes de l’innovation DIVIDENDS OF INNOVATION
    by Marian WIELEZYNSKI

  • 2012 Incomplete Financial Markets With Real Assets and Endogenous Credit Limits
    by Matthew Hoelle & Marina Pireddu & Antonio Villanacci

  • 2012 The Application of GARCH Methods in Modeling Volatility Using Sector Indices from the Egyptian Exchange
    by Ezzat, Hassan

  • 2012 Financial Instability, Uncertainty and Banks’ Lending Behaviour
    by Swamy, Vighneswara & S, Sreejesh

  • 2012 The world's dream: economic growth : the balance sheet approach
    by De Koning, Kees

  • 2012 Evolution of the venture capital financing for growing small and medium enterprises in Central and Eastern Europe countries: the case of Macedonia
    by Lazarevski, Dimche & Mrsik, Jadranka & Smokvarski, Edi

  • 2012 Portfolio risk evaluation: An approach based on dynamic conditional correlations models and wavelet multiresolution analysis
    by Khalfaoui, R & Boutahar, M

  • 2012 Irreversibilidad e incertidumbre de las decisiones financieras en i&d
    by Masci, Martín Ezequiel

  • 2012 Criza economică – un fenomen previzibil
    by Asavoaei, Alexandru

  • 2012 A game theory model for currency markets stabilization
    by Musolino, Francesco & Carfì, David

  • 2012 Indian corporate bonds market –an analytical prospective
    by Nath, Golaka

  • 2012 A coopetitive approach to financial markets stabilization and risk management
    by Carfì, David & Musolino, Francesco

  • 2012 Incomplete financial participation: exclusive markets, investment clubs and credit risk
    by Pérez Fernández, Víctor & Torres-Martínez, Juan Pablo

  • 2012 Indonesian Stock Market Crisis Observation with Spectral and Composite Index
    by Situngkir, Hokky

  • 2012 Econometric analysis of multivariate realised QML: efficient positive semi-definite estimators of the covariation of equity prices
    by Neil Shephard & Dacheng Xiu

  • 2012 Efficient and feasible inference for the components of financial variation using blocked multipower variation
    by Neil Shephard & Kevin Sheppard

  • 2012 Less Income Inequality and More Growth – Are they Compatible? Part 6. The Distribution of Wealth
    by Kaja Bonesmo Fredriksen

  • 2012 Econometric analysis of multivariate realised QML: efficient positive semi-definite estimators of the covariation of equity prices
    by Neil Shephard & Dacheng Xiu

  • 2012 Efficient and feasible inference for the components of financial variation using blocked multipower variation
    by Per A. Mykland & Neil Shephard & Kevin Sheppard

  • 2012 Decentralized Exchange
    by Semyon Malamud & Marzena Rostek

  • 2012 The Asymmetric Effects of Financial Frictions
    by Guillermo Ordoñez

  • 2012 Market Liquidity -- Theory and Empirical Evidence
    by Dimitri Vayanos & Jiang Wang

  • 2012 Why Did So Many People Make So Many Ex Post Bad Decisions? The Causes of the Foreclosure Crisis
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  • 2012 Why does bad news increase volatility and decrease leverage?
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  • 2012 Regulating collateral-requirements when markets are incomplete
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  • 2012 Managing the financial risks of electricity producers using options
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  • 2012 A meta-analysis of the equity premium
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  • 2012 The relationship between financial indicators and human development in Pakistan
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  • 2012 Efficiency and Limited Arbitrage in the Stock Markets:Evidences from ISE
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  • 2012 A world between crises
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  • 2012 The Implications Of Globalization On The Efficiency And Stability Of Financial Systems
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  • 2011 Financial Intermediation in the Theory of the Risk-Free Rate
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  • 2011 Unbiased Disagreement in financial markets, waves of pessimism and the risk return tradeoff
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  • 2011 Das Finanzierungsverhalten deutscher Unternehmen – Hinweise auf eine Kreditklemme?
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  • 2011 The natural projection approach to production and uncertainty
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  • 2011 Contagion in the interbank market and its determinants
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  • 2011 Contagion at the interbank market with stochastic LGD
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  • 2011 Equilibrium Structure of Production Economies with Uncertainty: The Natural Projection Approach
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  • 2011 Time-dependent trading strategies in a continuous double auction
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  • 2011 A Discrete--Delay Dynamic Model for the Stock Market
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  • 2011 Impact of calendar effects in the volatility of vale shares
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  • 2011 Existence of equilibrium with unbounded short sales: A new approach
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  • 2011 Homogeneity tests for Levy processes and applications
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  • 2011 Game complete analysis for financial markets stabilization
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  • 2011 Mixed fractional Brownian motion, short and long-term Dependence and economic conditions: the case of the S&P-500 Index
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  • 2011 Efficiency Analysis of Micro-finance Institutions in Pakistan
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  • 2011 The influence of metallurgical sector on Ukrainian economy
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  • 2011 Algorithms for merging tick data and data analysis for Indian financial market
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  • 2011 Financial liberalization, financial development and economic growth: An empirical analysis for Turkey
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  • 2011 Pricing, liquidity and the control of dynamic systems in finance and economics
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  • 2011 Integrarea pietei bursiere europene in contextul UEM
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  • 2011 Analiza inițiativelor de promovare a integrării financiare la nivelul Uniunii Economice și Monetare
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  • 2011 Comovements and Causality of Sector Price Indices: Evidence from the Egyptian Stock Exchange
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  • 2011 Speculation and Risk Sharing with New Financial Assets
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  • 2011 Capital Mobility and Asset Pricing
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  • 2011 Information Percolation in Segmented Markets
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  • 2011 Covariances versus Characteristics in General Equilibrium
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  • 2011 Financing Labor
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  • 2011 Counterparty Risk Externality: Centralized Versus Over-the-counter Markets
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  • 2011 Learning by Doing with Asymmetric Information: Evidence from Prosper.com
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  • 2011 Heterogeneity and Risk Sharing in Village Economies
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  • 2011 Testing the Modigliani-Miller theorem directly in the lab
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  • 2011 Equilibrium Pricing in Incomplete Markets under Translation Invariant Preferences
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  • 2011 Continuous Equilibrium under Base Preferences and Attainable Initial Endowments
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  • 2011 Forward-backward systems for expected utility maximization
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  • 2011 On free lunches in random walk markets with short-sale constraints and small transaction costs, and weak convergence to Gaussian continuous-time processes
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  • 2011 Portfolio Separation with -symmetric and Psuedo-isotropic Distributions
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  • 2011 Portfolio Separation Properties of the Skew-Elliptical Distributions
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  • 2011 Market equilibrium with heterogeneous behavioural and classical investors' preferences
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  • 2011 Financial market equilibria with heterogeneous agents: CAPM and market segmentation
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  • 2011 Consumer credit and payment cards
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  • 2011 Pricing in Retail Payment Systems: A Public Policy Perspective on Pricing of Payment Cards
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  • 2011 Monitoring Leverage
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  • 2011 Greek Debt and American Debt: Graduation Speech at the University of Athens Economics and Business School
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  • 2011 Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes
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  • 2011 Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes
    by Ana Fostel & John Geanakoplos

  • 2011 Endogenous Leverage: VaR and Beyond
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  • 2011 The dollar squeeze of the financial crisis
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  • 2011 Trading and rational security pricing bubbles
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  • 2011 Endogenous bourse structures
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  • 2011 Taxation and Regulation of Bonus Pay
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  • 2011 Fund Managers, Career Concerns, and Asset Price Volatility
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  • 2011 Implicaciones de Forward y Futuros para el Sector Eléctrico Colombiano
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  • 2011 Unawareness, Beliefs, and Speculative Trade
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  • 2011 Equilibrium price of immediacy and infrequent trade
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  • 2011 Macroprudential Financial Regulation: Why, What, How?
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  • 2011 Finance without Probabilistic Prior Assumptions
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  • 2011 Do Low Interest Rates Sow the Seeds of Financial Crises?
    by Simona E. Cociuba & Malik Shukayev & Alexander Ueberfeldt

  • 2011 Payment Card Network Pricing - A Theoretical Approach Analyzing the Relationship between Downstream Market Characteristics and the Merchant Usage Fee
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  • 2011 An Empirical Analysis Of Funds' Alternative Measures In The Drawdown Risk Measure (Drm) Framework
    by Mohammad Reza Tavakoli Baghdadabad & Fauzias Mat Nor & Izani Ibrahim

  • 2011 Fair Redistribution In Financial Markets: A Game Theory Complete Analysis
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  • 2011 The Financing of Public - Private Partnership (Ppp) Projects in Romania - An Evaluation of the Awareness and Know-How among Romanian Organizations
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  • 2011 The Quality Services Vector - A Performance Source For The Banks In Romania
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  • 2011 Factoring: Alternative Model Of Financing
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  • 2011 The Role of Investment Funds in Romania
    by Delia-Elena Diaconasu & Alexandru Asavoaei

  • 2011 Brief Analysis of Financial Architecture of European Union and Romania from Single Market Perspective
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  • 2011 Assets and Liabilities Management – Concept and Optimal Organization
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  • 2011 Net Present Value Criterion - Important Factor in Validating the Efficiency of an Investment
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  • 2011 The Monetary Policy Transmission Mechanism under Financial Distress. An Overview
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  • 2011 On the Properties of General Equilibrium with Default in Economies with Incomplete Markets
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  • 2011 A Disequilibrium Analysis of the Japanese Loan Market : Were the Post-bubble Periods in Disequilibrium?
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  • 2011 The Classification and Identification of Asset Price Bubbles
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  • 2011 Limited attention and stock price drift following earnings announcements and 10-K filings
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  • 2011 Reduced equivalent form of a financial structure
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  • 2011 Micro-Finance and Rural Enterprises: An Analysis of Operational Performance and Constraints in the SHG-Bank Linkage Program in India
    by K. K. Tripathy & Sudhir K. Jain

  • 2011 Revisando la hipótesis de los mercados eficientes: nuevos datos, nuevas crisis y nuevas estimaciones
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  • 2011 The Role Of The Public-Private Partnership Under Economic Crisis At Eu Level And Its Challenges On The Romanian Market
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  • 2011 Analyzing Consumer’s Behaviour in Risk and Uncertainty Situations
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  • 2011-2012 Micro-prudentiality and financial stability
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  • 2011(XXI) Particulars Of Treatment Of Extremely Asymmetric Risk
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  • 2011(XXI) Characteristics Of Risk In Extreme Events
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  • 2010 Three Solutions to the Pricing Kernel Puzzle
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  • 2010 Symposium - Market Inefficiency in Person-to-Person Betting: Examining ‘Known Loser’ Insider Trading on the Exchanges
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  • 2010 Preventing the Next Great Meltdown
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  • 2010 The future of financial risk management
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  • 2010 The Impact of Financial Crisis on Investors’ Risk Aversion. Evidence on Romanian Capital Market
    by Păun Cristian

  • 2010 Die Weltwirtschaftskrise als Exempel der Überinvestitionstheorie: Komplementäre Erklärungsansätze von v. Hayek/Garrison und Minsky
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  • 2010 New sight of herding behavioural through trading volume
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  • 2010 Price pressures
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  • 2010 Endogenous Financing of Production in General Equilibrium with Incomplete Markets
    by Pascal Christian Stiefenhofer

  • 2010 International capital flows and credit market imperfections: A tale of two frictions
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  • 2010 Endogenous differential information in financial markets
    by Sebastian cea-Echenique & Juan Pablo Torres-Martínez

  • 2010 A Meta-Analysis of the Equity Premium
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  • 2010 Markets where buyers also are sellers. How realized home equity may work as an accelerator of house prices
    by Erling Røed Larsen

  • 2010 In search of the ‘economic dividend’ of devolution: spatial disparities, spatial economic policy and decentralisation in the UK
    by Pike, Andy & Rodríguez-Pose, Andrés & Torrisi, Gianpiero & Tselios, Vassilis & Tomaney, John

  • 2010 Universalizing Complete Access to Finance: Key Conceptual Issues
    by Rai, Suyash & Ananth, Bindu & Mor, Nachiket

  • 2010 Solicited and Unsolicited Credit Ratings: A Global Perspective
    by Poon, Winnie P. H. & Chan, Kam C.

  • 2010 Risk and return relationship in stock market and commodity prices: a comprehensive study of Pakistani markets
    by Hunjra, Ahmed Imran & Azam, Muhammad & Niazi, Ghulam Shabbir Khan & Butt, Babar Zaheer & Rehman, Kashif-Ur- & Azam, Rauf i

  • 2010 Spekulation mit Nahrungsmittelprodukten als Ursache für Welternährungskrisen: Untersuchung am Beispiel des Reismarktes
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  • 2010 Corporate governance and capital flows
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  • 2010 Financial intermediation, investment dynamics and business cycle fluctuations
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  • 2010 Dinamica integrarii pietelor europene de obligatiuni
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  • 2010 Money and Keynesian Uncertainty
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  • 2010 Perspectives on Single Euro Payments Area adoption in the light of the financial crisis
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  • 2010 Aracı Kurumların Risk Haritası (Risk Maps of Securities Firms)
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  • 2010 Nachhaltigkeit und Ordnungspolitik in der Krise
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  • 2010 Analyzing Systemic Risk with Financial Networks An Application During a Financial Crash
    by Saltoglu, Burak & Yenilmez, Taylan

  • 2010 Relationship between consumer price index (CPI) and KSE-100 index trading volume in pakistan and finding the endogeneity in the involved data
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  • 2010 Juridical and financial considerations on the public re capitalisation and rescue of financial institutions during periods of financial crises
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  • 2010 Corporate strategies – the institutional approach
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  • 2010 Structure, conduct and performance of grain trading in Tigray and its impact on demand for commodity exchange: The case Maychew, Mokone, Alemata, Mekelle and Himora
    by Mezgebo, Taddese & Dereje, Fikadu

  • 2010 Measures aimed at enhancing the loss absorbency of regulatory capital at the point of non viability
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  • 2010 Measures aimed at mitigating pro cyclical effects of the Capital Requirements Framework: counter cyclical capital buffer proposals
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  • 2010 Managing Markets for Toxic Assets
    by House, Christopher & Masatlioglu, Yusufcan

  • 2010 Juridical and financial considerations on the public re capitalisation and rescue of financial institutions during periods of financial crises (Part I)
    by Ojo, Marianne & Rodríguez-Miguez, Jose

  • 2010 Social rights and economic objectives: The importance of competition at supra national level
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  • 2010 Social rights and economic objectives: The importance of competition at supra national level
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  • 2010 Systemic Stability of Housing and Mortgage Market: From the observable to the unobservable
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  • 2010 A Microstructure Model for Spillover Effects in Price Discovery: A Study for the European Bond Market
    by Perlin, Marcelo & Dufour, Alfonso & Brooks, Chris

  • 2010 Integration, decoupling and the global financial crisis: A global perspective
    by Miankhel, Adil Khan & Kalirajan, Kaliappa & Thangavelu, Shandre

  • 2010 Food and Global Crises impacts on Middle East and North African Region: What lesson can we learn for the future?
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  • 2010 Global Financial crisis and Islamic finance
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  • 2010 Geometrical Considerations on Heston's Market Model
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  • 2010 Speculative Trade under Unawareness: The Infinite Case
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  • 2010 The impact of capital and disclosure requirements on risks and risk taking incentives
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  • 2010 Extending the scope of prudential supervision: Regulatory developments during and beyond the “effective” periods of the Post BCCI and the Capital Requirements directives
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  • 2010 The Inefficiency of Refinancing: Why Prepayment Penalties Are Good for Risky Borrowers
    by Christopher J. Mayer & Tomasz Piskorski & Alexei Tchistyi

  • 2010 Are Options on Index Futures Profitable for Risk Averse Investors? Empirical Evidence
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  • 2010 The Valuation of Long-Dated Assets
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  • 2010 Managing Markets for Toxic Assets
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  • 2010 Competing for Attention in Financial Markets
    by Bruce Ian Carlin & Shaun William Davies & Andrew Miles Iannaccone

  • 2010 Leverage, Moral Hazard and Liquidity
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  • 2010 Pay-to-Bid Auctions
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  • 2010 Overconfidence and Early-life Experiences: The Impact of Managerial Traits on Corporate Financial Policies
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  • 2010 Equilibrium on international assets and goods
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  • 2010 Re-hypothecation of securities
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  • 2010 Heterogeneous Beliefs in a Continuous-Time Model
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  • 2010 Are the Intraday Effects of Central Bank Intervention on Exchange Rate Spreads Asymmetric and State Dependent?
    by Rasmus Fatum & Jesper Pedersen & Peter Norman Sørensen

  • 2010 Why does Bad News Increase Volatility and Decrease Leverage?
    by Ana Fostel & John Geanakoplos

  • 2010 Regularity and Pareto Improving on financial equilibria with endogenous borrowing restrictions
    by Michele Gori & Marina Pireddu & Antonio Villanacci

  • 2010 Existence of financial equilibria with endogenous short selling restrictions and real assets
    by Michele Gori & Marina Pireddu & Antonio Villanacci

  • 2010 Universalizing Complete Access to Finance : Key Conceptual Issues
    by Suyash Rai & Bindu Ananth & Nachiket Mor

  • 2010 Universalizing Complete Access to Finance : Key Conceptual Issues
    by Suyash Rai & Bindu Ananth & Nachiket Mor

  • 2010 Universalizing Complete Access to Finance : Key Conceptual Issues
    by Suyash Rai & Bindu Ananth & Nachiket Mor

  • 2010 Solicited and Unsolicited Credit Ratings : A Global Perspective
    by Winnie P. H. Poon & Kam C. Chan

  • 2010 Universalizing Complete Access to Finance : Key Conceptual Issues
    by Suyash Rai & Bindu Ananth & Nachiket Mor

  • 2010 Computational Methods for Production-Based Asset Pricing Models with Recursive Utility
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  • 2010 Equilibrium on International Financial Assets and Goods Marke
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  • 2010 Digitization of Retail Payment
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  • 2010 SEPA, Efficiency, and Payment Card Competition
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  • 2010 Optimism and Portfolio Choice
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  • 2010 Why Does Bad News Increase Volatility and Decrease Leverage?
    by Ana Fostel & John Geanakoplos

  • 2010 Why Does Bad News Increase Volatility and Decrease Leverage?
    by Ana Fostel & John Geanakoplos

  • 2010 Why Does Bad News Increase Volatility and Decrease Leverage?
    by Ana Fostel & John Geanakoplos

  • 2010 International Capital Flows and Credit Market Imperfections: A Tale of Two Frictions
    by Martin, Alberto & Taddei, Filippo

  • 2010 A meta-analysis of the equity premium
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  • 2010 Are Under- and Over-reaction the Same Matter? A Price Inertia based Account
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  • 2010 Price Impact and Portfolio Impact
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  • 2010 Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices
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  • 2010 In Search of the 'Economic Dividend' of Devolution: Spatial Disparities, Spatial Economic Policy and Decentralisation in the UK
    by Andy Pike & Andrés Rodríguez-Pose & John Tomaney & Gianpiero Torrisi & Vassilis Tselios

  • 2010 International Capital Flows and Credit Market Imperfections: a Tale of Two Frictions
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  • 2010 On the Difficulty of Measuring Forecasting Skill in Financial Markets
    by Satchell, S. & Williams, O.J.

  • 2010 Social Welfare Issues of Financial Literacy
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  • 2010 VALUATION OF EQUITY SECURITIES:History, Theory and Application
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  • 2010 The Global Economic Downturn And African Economy €“ Recent Trends And Future Prospects
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  • 2010 A Predictive Model for Financial Crises: An Exploratory Public Policy Tool
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  • 2010 Capital Market Development And Economic Growth: The Case Of Romania
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  • 2010 Problema de calibración de mercado y estructura implícita del modelo de bonos de Black-Cox = Market Calibration Problem and the Implied Structure of the Black-Cox Bond Model
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  • 2010 Public Private Partnership in Europe - Challenges During The Crisis
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  • 2010 ¿El desarrollo del mercado accionario genera crecimiento económico en México? Un análisis de series de tiempo
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  • 2010 El mercado de crédito colombiano, un análisis desde las reformas financieras
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  • 2010 VAR-Prognose-Pooling : ein Ansatz zur Verbesserung der Informationsgrundlage der ifo Dresden Konjunkturprognosen
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  • 2010 Shocks, Crashes and Bubbles in Financial Markets
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  • 2010 Global Financial Economic Crisis – Questions and Answers
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  • 2008 Using sentiment to predict GDP growth and stock returns
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  • 2008 Testing the Modigliani-Miller theorem directly in the lab: a general equilibrium approach
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  • 2008 Heterogeneous Impatience in a Continuous-Time Model
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  • 2008 Complete Monotonicity of the Representative Consumer's Discount Factor
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  • 2008 Una introducción conceptual al desarrollo financiero, capital social y anonimidad: el caso de México
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  • 2008 Determinants of board members’ financial expertise – Empirical evidence from France
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  • 2008 Insiders-outsiders, transparency and the value of the ticker
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  • 2008 Economics of Payment Cards: A Status Report
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  • 2008 CDOs: How far should we depart from Gaussian copulas?
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  • 2008 Are More Risk-Averse Agents More Optimistic ? Insights from a Rational Expectations Model
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  • 2008 Are Risk-Averse Agents more Optimistic? A Bayesian Estimation Approach
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  • 2008 Financial Control of a Competitive Economy without Randomness
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  • 2008 Moral Hazard, Collateral and Liquidity
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  • 2008 Existence of Equilibrium in Financial Markets: Hart´s Securities Exchange Model with Consumption in the First Period
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  • 2008 Bubbles and multiplicity of equilibria under portfolio constraints
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  • 2008 How We Might Model a Credit Squeeze, and Draw some Policy Implications for Responding to it
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  • 2008 Liquidity, Moral Hazard and Inter-Bank Market Collapse
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  • 2008 Evaluating Asset Pricing Models with Limited Commitment Using Household Consumption Data
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  • 2008 La crise actuelle des marches financiers : l’impact au niveau Europeen
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  • 2008 Housing Market Challenges in Europe and the United States – Any Solutions Available?
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  • 2008 French Legislation And The Development Of Credit Availability For Microenterprise
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  • 2008 Estimating the Dynamics of Weak Efficiency on the Prague Stock Exchange Using the Kalman Filter
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  • 2007 Equilibres à anticipations rationnelles et information incomplète sur les caractéristiques des autres acteurs
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  • 2007 Financial Markets with Heterogeneous Beliefs
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  • 2007 A new Model for Stock Price Movements
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  • 2007 World War Iii A Techno Economic Introspection
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  • 2007 Eficiencia del Mercado Accionario Chileno: Un Enfoque Dinámico usando Tests de Volatilidad
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  • 2007 Waiting Times in Simulated Stock Markets
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  • 2007 Exact prediction of S&P 500 returns
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  • 2007 Why Bubble-Bursting Is Unpredictable: Welfare Effects Of Anti-Bubble Policy When Central Banks Make Mistakes
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  • 2007 Evaluating Asset Pricing Models with Limited Commitment using Household Consumption Data
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  • 2007 Corporate Financial Policies With Overconfident Managers
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  • 2007 Complete Monotonicity of the Representative Consumer's Discount Factor
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  • 2007 Real-Time Effects of Central Bank Interventions in the Euro Market
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  • 2007 The Determinants of Foreign Direct Investment Flows to the Federal Region of Kurdistan
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  • 2007 The Determinants of Foreign Direct Investment Flows to the Federal Region of Kurdistan
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  • 2007 Simulation studies of liquidity needs, risks and efficiency in payment networks
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  • 2007 A theory of strategic intermediation and endogenous liquidity
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  • 2007 Lessons from the 2007 Financial Crisis
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  • 2007 Two-fund separation in dynamic general equilibrium
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  • 2007 Complementarities in information acquisition with short-term trades
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  • 2007 Az ügyfélelvándorlás kereskedelmi banki modellezése
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  • 2006 Les agents les plus tolérants au risque sont-ils plus pessimistes ? Un modèle d'équilibre à anticipations rationnelles
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  • 2006 Is there a pessimistic bias in individual and collective beliefs ? Theory and Evidence
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  • 2006 Heterogeneous beliefs and asset pricing : an analysis in terms of pessimism, doubt and risk aversion
    by Jouini, Elyès & Ben Mansour, Selima & Napp, Clotilde

  • 2006 Are risk averse agents more optimistic ?
    by Ben Mansour, Selima & Jouini, Elyès & Marin, Jean-Michel & Napp, Clotilde & Robert, Christian P.

  • 2006 Evaluation asset pricing models with limited commitment using household consumption data
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  • 2006 Reforming China’s Exchange Rate Policy
    by John Ryan

  • 2006 More Hedging Instruments may destablize Markets
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  • 2006 The role of professional economists in the financial markets
    by Porzecanski, Arturo C.

  • 2006 Multifrequency Jump-Diffusions: An Equilibrium Approach
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  • 2006 Bubbles and Self-Enforcing Debt
    by Christian Hellwig & Guido Lorenzoni

  • 2006 Recursive Competitive Equilibrium
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  • 2006 The wedge of arbitrage free prices : anything goes
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  • 2006 Competencia bancaria en México
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  • 2006 Análisis histórico de la relación macroeconomía-petróleo en México: 1970-2006
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  • 2006 On the Magnet E®ect of Foreign Direct Investment
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  • 2006 Is there a pessimistic bias in individual beliefs ? Evidence from survey data
    by Napp, Clotilde & Jouini, Elyès & Ben Mansour, Selima

  • 2006 Inefficiency of competitive equilibrium with hidden action and financial markets
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  • 2006 Inefficiency of competitive equilibrium with hidden action and financial markets
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  • 2006 Ambiguity in Asset Markets: Theory and Experiment
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  • 2006 Nuevo paradigma monetarista
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  • 2006 An Empirical Analysis of Trading Volume and Return Volatility Relationship in The Turkish Stock Market
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  • 2005 Applications financières sous Excel en Visual Basic
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  • 2005 Two Essays on Self-Tender Offers
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  • 2005 Market dynamics and agents behaviors: a computational approach
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  • 2005 Stock market as a dynamic game with continuum of players
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  • 2004 Pricing in incomplete markets : from absence of good deals to acceptable risk
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  • 2004 Hétérogénéité des croyances, prix du risque et volatilité des marchés
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  • 2004 Why has stored-value not caught on?
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  • 2004 Value Preservation through Risk Management - A Shariah Compliant Proposal for Equity Risk Management
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  • 2004 Finance et spécialisation : une note
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  • 2004 L'identification de facteurs communs de la liquidité sur le marché parisien des actions
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  • 2003 On CAPM and Black-Scholes, differing risk-return strategies
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  • 2003 Financial Markets and Politics: The Confidence Game in Latin American Emerging Economies
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  • 2003 Modelling agents’ preferences in complete markets by second order stochastic dominance
    by Dana, Rose-Anne & Meilijson, Isaac

  • 2003 Equalizing educational opportunity through educational finance reform
    by John Roemer & Julian R. Betts

  • 2002 Sovereign Credit Ratings Before and After Financial Crises
    by Reinhart, Carmen

  • 2002 Ratings, rating agencies and the global financial system: Summary and policy implications
    by Reinhart, Carmen & Levich, Richard & Majoni, Giovanni

  • 2001 Option pricing by large risk aversion utility under transaction costs
    by Bouchard, Bruno & Touzi, Nizar & Kabanov, Yuri

  • 2001 Yükselen Piyasalarda Finansal Kriz
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  • 2001 Halal Stock Designation and Impact on Price and Trading Volume
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  • 2001 Arbitrage and control problems in finance: A presentation
    by Jouini, Elyès

  • 2001 Financial Collaborative Trading Networks
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  • 2001 157 APUNTES DEL CENES I SEMESTRE DE 2002 Aspectos financieros del ciclo económico
    by Delfín Soto Chávez

  • 2000 Explicit Solution of the Multivariate Super-Replication Problem under Transaction Costs
    by Bouchard, Bruno & Touzi, Nizar

  • 1999 Derivative Instruments and Islamic Finance: Some Thoughts for a Reconsideration
    by Bacha, Obiyathulla I.

  • 1999 Pricing of non-redundant derivatives in a complete market
    by Jouini, Elyès & Bizid, Abdelhamid & Koehl, Pierre-François

  • 1999 Viability and equilibrium in securities markets with frictions
    by Jouini, Elyès & Kallal, Hedi

  • 1997 Market Imperfections , Equilibrium and Arbitrage
    by Jouini, Elyès

  • 1992 Insider Trading, Micro Diversity and the Long-Run Macro Efficiency
    by Antonov, Mikhail & Trofimov, Georgi

  • 1987 An Empirical Study of Dispute Resolution Under an Arbitration System: The Case of British Columbia's Teachers
    by Janet Neelin

  • Real Earnings Management through Share Repurchases
    by Sharad C. Asthana

  • The Market For Audit Services And S&P 500 Index Clients
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  • Discounting Climate Change
    by Partha Dasgupta

  • Bonuses, Credit Rating Agencies and the Credit Crunch
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  • Collateral Requirements and Asset Prices
    by Johannes Brumm & Michael GRILL & Felix KUBLER & Karl SCHMEDDERS

  • Nonmyopic Optimal Portfolios in Viable Markets
    by Jaksa CVITANIC & Semyon MALAMUD

  • Endogenous completeness of diffusion driven equilibrium markets
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  • Equilibrium Driven by Discounted Dividend Volatility
    by Jaksa CVITANIC & Semyon MALAMUD

  • Asset Prices, Funds’ Size and PortfolioWeights in Equilibrium with Heterogeneous and Long-Lived Funds
    by Jaksa CVITANIC & Semyon MALAMUD

  • This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.