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Research classified by Journal of Economic Literature (JEL) codes

/ G: Financial Economics
/ / G0: General
/ / G1: General Financial Markets
/ / G2: Financial Institutions and Services
/ / G3: Corporate Finance and Governance
/ / G4: Behavioral Finance

Most recent items first, undated at the end.
  • 2018 Acknowledgement to Reviewers of Journal of Risk and Financial Management in 2017
    by JRFM Editorial Office

  • 2017 Analysis of the impact of select macroeconomic variables on the Indian Stock Market: A heteroscedastic cointegration approach
    by Naushad Alam

  • 2017 Understanding Financialization: Standing on the Shoulders of Minsky
    by Charles J. Whalen

  • 2017 Management and business model at stake: the crisis of Société Générale bank in 1913 (In French)
    by Hubert BONIN

  • 2017 Ponzi Schemes and the Financial Sector: DMG and DRFE in Colombia
    by Marc Hofstetter & Daniel Mejía & José Nicolás Rosas & Miguel Urrutia

  • 2017 Monetary Policy Implementation in a Negative Rate Environment
    by Michael Boutros & Jonathan Witmer

  • 2017 Firm Performance in the Western Balkan States: the Impact of European Union Membership and Access to Finance
    by Peter Howard-Jones & Jens Hoelscher & Dragana Radicic

  • 2017 The degree of compliance based on excise duties in Romania between 2002 and 2015
    by Todor Silvia Paula & Ghiur Rodica & Brezeanu Petre & Dumiter Florin & Boiță Marius

  • 2017 Global Thermoeconomics
    by Mario W. Cardullo & Manhong Mannie Liu

  • 2017 Development of Individual Entrepreneurship in Poland Under Crisis Conditions
    by Filip Paulina

  • 2017 Private Property Rights and Capital Structure: Empirical Evidence from the 2004 Constitutional Amendment in China
    by Zhiyong An

  • 2017 Models of Investor Forecasting Behavior — Experimental Evidence
    by Federico Bonetto & Vinod Cheriyan & Anton J. Kleywegt

  • 2017 FHA Loans in Foreclosure Proceedings: Distinguishing Sources of Interdependence in Competing Risks
    by Ran Deng & Shermineh Haghani

  • 2017 The Burr X Pareto Distribution: Properties, Applications and VaR Estimation
    by Mustafa Ç. Korkmaz & Emrah Altun & Haitham M. Yousof & Ahmed Z. Afify & Saralees Nadarajah

  • 2017 Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models
    by Shelton Peiris & Manabu Asai & Michael McAleer

  • 2017 Intelligent Decision Support in Proportional–Stop-Loss Reinsurance Using Multiple Attribute Decision-Making (MADM)
    by Shirley Jie Xuan Wang & Kim Leng Poh

  • 2017 Recovering Historical Inflation Data from Postage Stamps Prices
    by Philip Hans Franses & Eva Janssens

  • 2017 A Risk Management Approach for a Sustainable Cloud Migration
    by Alifah Aida Lope Abdul Rahman & Shareeful Islam & Christos Kalloniatis & Stefanos Gritzalis

  • 2017 Bivariate Kumaraswamy Models via Modified FGM Copulas: Properties and Applications
    by Indranil Ghosh

  • 2017 Financial Market Integration: Evidence from Cross-Listed French Firms
    by Mohamed Mehanaoui

  • 2017 GARCH Modelling of Cryptocurrencies
    by Jeffrey Chu & Stephen Chan & Saralees Nadarajah & Joerg Osterrieder

  • 2017 Global Hedging through Post-Decision State Variables
    by Michèle Breton & Frédéric Godin

  • 2017 Trade Openness and Bank Risk-Taking Behavior: Evidence from Emerging Economies
    by Badar Nadeem Ashraf & Sidra Arshad & Liang Yan

  • 2017 Safety Evaluation of Evacuation Routes in Central Tokyo Assuming a Large-Scale Evacuation in Case of Earthquake Disasters
    by Kayoko Yamamoto & Ximing Li

  • 2017 Capital Regulation, the Cost of Financial Intermediation and Bank Profitability: Evidence from Bangladesh
    by Changjun Zheng & Mohammed Mizanur Rahman & Munni Begum & Badar Nadeem Ashraf

  • 2017 An Empirical Study on the Impact of Basel III Standards on Banks’ Default Risk: The Case of Luxembourg
    by Gastón Andrés Giordana & Ingmar Schumacher

  • 2017 OTC Derivatives and Global Economic Activity: An Empirical Analysis
    by Gordon Bodnar & Jonathan Fortun & Jaime Marquez

  • 2017 A Statistical Analysis of Cryptocurrencies
    by Stephen Chan & Jeffrey Chu & Saralees Nadarajah & Joerg Osterrieder

  • 2017 The Solvency II Standard Formula, Linear Geometry, and Diversification
    by Joachim Paulusch

  • 2017 A Risk Management Framework for Cloud Migration Decision Support
    by Shareeful Islam & Stefan Fenz & Edgar Weippl & Haralambos Mouratidis

  • 2017 On the Power and Size Properties of Cointegration Tests in the Light of High-Frequency Stylized Facts
    by Christopher Krauss & Klaus Herrmann

  • 2017 Modeling NYSE Composite US 100 Index with a Hybrid SOM and MLP-BP Neural Model
    by Adriano Beluco & Denise L. Bandeira & Alexandre Beluco

  • 2017 Accurate Evaluation of Expected Shortfall for Linear Portfolios with Elliptically Distributed Risk Factors
    by Dobrislav Dobrev∗ & Travis D. Nesmith & Dong Hwan Oh

  • 2017 Determination of the Optimal Retention Level Based on Different Measures
    by Başak Bulut Karageyik & Şule Şahin

  • 2017 Capital Structure Arbitrage under a Risk-Neutral Calibration
    by Peter J. Zeitsch

  • 2017 Acknowledgement to Reviewers of the Journal of Risk and Financial Management in 2016
    by JRFM Editorial Office

  • 2017 Portfolio Optimization and Mortgage Choice
    by Maj-Britt Nordfang & Mogens Steffensen

  • 2017 Data sources for the credit-card augmented Divisia monetary aggregates
    by Barnett, William A. & Su, Liting

  • 2017 The fundamental theorem of mutual insurance
    by Albrecht, Peter & Huggenberger, Markus

  • 2017 How vulnerable are international financial markets to terrorism? An empirical study based on terrorist incidents worldwide
    by Goel, Sanjay & Cagle, Seth & Shawky, Hany

  • 2017 Why is it a man’s world, after all? Women on bank boards in India
    by Ghosh, Saibal

  • 2017 On high frequency estimation of the frictionless price: The use of observed liquidity variables
    by Chaker, Selma

  • 2017 Economic and Financial Benchmarking as a Strategic Planning Tool
    by Carmelo Intrisano & Anna Paola Micheli & Anna Maria Calce & Loris Di Nallo

  • 2017 Performance Differential between India’s State Owned Ratna Companies and Private Owned Enterprises
    by Abhay S. Nagale

  • 2017 Problems and Prospects of the Foreign Direct Investment-based Organization in Bangladesh
    by Rashid Ahmed Chowdhury & Mohammad Nayeem Abdullah & Jyotirmoy Saha & Rahat Bari Tooheen

  • 2017 An Investigation of the Relationship between Earnings Management and Financial Ratios (Panel Data Approach)
    by Azar Ghyasi

  • 2017 Market Efficiency, Sovereign Debt Restructuring And Credit Ratings In Developing Countries
    by C. Justin ROBINSON & Prosper F. BANGWAYO-SKEETE

  • 2017 Does EMU Require CMU?
    by Jürgen Schaaf

  • 2017 Das Universalbanksystem – Ein Erfolgsmodell auf den Finanzmärkten?
    by Wixforth Harald

  • 2017 „Ära Voss“: Zur Karriere des Wirtschaftsprüfers Dr. Wilhelm Voss (1896-1974) in der Konsolidierungsphase des NS-Regimes 1933/1934
    by Pothmann Ute

  • 2017 The Role Of Remittances In The Stability Of Money Demand In Pakistan: A Cointegration Analysis
    by Niaz Hussain Ghumro & Mohd Zaini Abd Karim

  • 2017 Does Bank Sector Competition Improve amid Liberalization? Evidence from Ghana
    by Frank Prah

  • 2016 Peer Effects in Credit Ratings
    by Jingzhi Huang & Yao Luo & Ruoyu Shao & Haiqing Xu

  • 2016 Data Sources For The Credit-Card Augmented Divisia Monetary Aggregates
    by William Barnett & Liting Su

  • 2016 Everyone Wondered How a Private Equity Firm Would Make Money in a Leveraged Buyout of a Struggling Non-Profit Hospital Chain - Now We Know
    by Eileen Appelbaum

  • 2016 Reining in Wall Street to Benefit All Americans
    by Dean Baker

  • 2016 Are Lower Private Equity Returns the New Normal?
    by Eileen Appelbaum & Rosemary Batt

  • 2016 Fees, Fees and More Fees: How Private Equity Abuses Its Limited Partners and U.S. Taxpayers
    by Eileen Appelbaum & Rosemary Batt

  • 2016 Using Speed and Credit Limits to Address the Procyclicality of Initial Margin at Central Counterparties
    by Nikil Chande & Nicholas Labelle

  • 2016 Математическое обоснование методики исследования нечетко-множественных свойств траекторий модели Геске и ее модификаций. Mathematical justification of research method of fuzzy set properties of Geske model trajectories and its modifications
    by Баранов А. О. & Музыко Е. И. & Павлов В. Н.

  • 2016 Methods For Improving Performances In Corporate Governace In Financial Markets For Stakeholders Interest
    by Mitica Pepi

  • 2016 Quantifying the components of the banks’ net interest margin
    by Ramona Busch & Christoph Memmel

  • 2016 Decriminalizing the issuance of bad checks in Turkey: an analysis of the effects of changes in penalties
    by Basak Babaoglu & Alexander J. Wulf

  • 2016 The economic and legal significance of “full” deposit availability
    by Philipp Bagus & David Howden

  • 2016 The skewness risk premium in equilibrium and stock return predictability
    by Hiroshi Sasaki

  • 2016 The relationship between cash flow and capital expenditure in the sugar industry of Pakistan
    by Syed Gouhar Ali Qandhari & Malik Muhammad Sheheryar Khan & Wafa Rizvi

  • 2016 Performance Comparison Between Real Estate Securities and Real Estate Investment Using Stochastic Dominance and Mean-Variance Analysis

  • 2016 The Effect of Monitoring Committees on the Relationship between Board Structure and Firm Performance
    by Aymen Ammari & Sarra Amdouni & Ahmed Zemzem & Abderrazak Ellouze

  • 2016 Credit Scoring by Fuzzy Support Vector Machines with a Novel Membership Function
    by Jian Shi & Benlian Xu

  • 2016 The Design and Risk Management of Structured Finance Vehicles
    by Sanjiv Das & Seoyoung Kim

  • 2016 Portfolios Dominating Indices: Optimization with Second-Order Stochastic Dominance Constraints vs. Minimum and Mean Variance Portfolios
    by Neslihan Fidan Keçeci & Viktor Kuzmenko & Stan Uryasev

  • 2016 The Nexus between Social Capital and Bank Risk Taking
    by Wenjing Xie & Haoyuan Ding & Terence Tai-Leung Chong

  • 2016 The Determinants of Equity Risk and Their Forecasting Implications: A Quantile Regression Perspective
    by Giovanni Bonaccolto & Massimiliano Caporin

  • 2016 Probability of Default and Default Correlations
    by Weiping Li

  • 2016 On Setting Day-Ahead Equity Trading Risk Limits: VaR Prediction at Market Close or Open?
    by Ana-Maria Fuertes & Jose Olmo

  • 2016 Down-Side Risk Metrics as Portfolio Diversification Strategies across the Global Financial Crisis
    by David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh

  • 2016 Humanizing Finance by Hedging Property Values
    by Jaume Roig Hernando

  • 2016 Application of Vine Copulas to Credit Portfolio Risk Modeling
    by Marco Geidosch & Matthias Fischer

  • 2016 Revisiting Structural Modeling of Credit Risk—Evidence from the Credit Default Swap (CDS) Market
    by Zhijian (James) Huang & Yuchen Luo

  • 2016 VaR and CVaR Implied in Option Prices
    by Giovanni Barone Adesi

  • 2016 Impact of the Implementation of the SEPA Project on SMEs
    by Otakar Schlossberger

  • 2016 CCPs and network stability in OTC derivatives markets
    by Heath, Alexandra & Kelly, Gerard & Manning, Mark & Markose, Sheri & Shaghaghi, Ali Rais

  • 2016 Intraday risk management in International stock markets: A conditional EVT approach
    by Karmakar, Madhusudan & Paul, Samit

  • 2016 Structured products under generalized kappa ratio
    by Hentati-Kaffel, Rania

  • 2016 Is price support a motive for increasing share repurchases?
    by Liu, Harrison & Swanson, Edward P.

  • 2016 Effect of Macroeconomic Factors on Credit Risk of Banks in Developed and Developing Countries: Dynamic Panel Method
    by Azar Ghyasi

  • 2016 Валутна Структура На Депозитите На Домакинствата В Банките (2005 – 2015 Г.) – Тенденции На Изменение
    by Радослав Къновски

  • 2016 ¿Crean valor los fondos de inversión colectiva colombianos enfocados en acciones?
    by Juan David Monsalve & Nicolas Arango Toro

  • 2016 Krisenviren und der drohende Infarkt des Finanzsystems: Metaphorische Rechtfertigungen von Krisenpolitik
    by Kuck Kristin

  • 2016 Brownian Movement Of Stock Quotes Of The Companies Listed On The Bucharest Stock Exchange And Probability Ranges
    by BRATIAN Vasile

  • 2015 Financing the Capital Development of the Economy: A Keynes-Schumpeter-Minsky Synthesis
    by Mariana Mazzucato & L. Randall Wray

  • 2015 Working Paper: The Upward Redistribution of Income: Are Rents the Story?
    by Dean Baker

  • 2015 The Incidence of Financial Transactions Taxes
    by Dean Baker & Nicole Woo

  • 2015 Private Equity and the SEC after Dodd-Frank
    by Eileen Appelbaum

  • 2015 Securitization under Asymmetric Information over the Business Cycle
    by Martin Kuncl

  • 2015 Emergency Liquidity Facilities, Signalling and Funding Costs
    by Céline Gauthier & Alfred Lehar & Héctor Pérez Saiz & Moez Souissi

  • 2015 Option Valuation with Observable Volatility and Jump Dynamics
    by Peter Christoffersen & Bruno Feunou & Yoontae Jeon

  • 2015 Downside Variance Risk Premium
    by Bruno Feunou & Mohammad R. Jahan-Parvar & Cédric Okou

  • 2015 Examining Full Collateral Coverage in Canada’s Large Value Transfer System
    by Lana Embree & Varya Taylor

  • 2015 Large-Scale Asset Purchases: Impact on Commodity Prices and International Spillover Effects
    by Sharon Kozicki & Eric Santor & Lena Suchanek

  • 2015 Changes in Payment Timing in Canada’s Large Value Transfer System
    by Nellie Zhang

  • 2015 Immigrants and Mortgage Delinquency in the United States
    by Zhenguo Lin & Yingchun Liu & Jia Xie

  • 2015 Brief Analysis Of The Path From Bankbased Financial Intermediation To Securitization
    by ALEXANDRU, Andreea

  • 2015 Systemic Risk Management. Cognitive Perspective (Zarzadzanie ryzykiem systemu finansowego. Perspektywa poznawcza)
    by Jan K. Solarz

  • 2015 Реструктуризация как стратегический инструмент в управлении рисками промышленного предприятия (на примере машиностроительного объединения «Завод Труд») . The restructuring as strategic instrument in management industrial enterprise risk (on example of the machine-building association “Trud Plant")
    by Выжитович А.М

  • 2015 Концепция реальных опционов как инновационный метод оценки эффективности инвестиционных проектов в промышленности. The concept of real options as an innovative method of assessing the effectiveness of investment projects in industry
    by Баранов А.О. & Музыко Е.И.

  • 2015 Research Upon The Utility Of Fundamental Analysis In Stock Selection
    by Ioan-Ovidiu SPATACEAN & Maria-Ioana BOLOGA

  • 2015 Reorganisations a Two-Way Road Between Economic Drivers and Tax Planning
    by Butnaru Iulia

  • 2015 Risk And Firm Value In European Companies: A Dynamic Panel Data Approach
    by Claudiu Botoc & & &

  • 2015 Public Private Partnership Offers No Magic Solutions, But A Method For Resolving Community Needs
    by Pana Elena Cristina & Nisulescu Ileana & &

  • 2015 How EU Economic Integration Advances on the Way of Some Important Unions

  • 2015 A Study on China fs Social Safety Institution and Income Disparity
    by Long KE

  • 2015 Technical Efficiency Levels of Rural Banks (BPRs) in West Java: A Stochastic Frontier Approach
    by Putu Geniki Lavinia Natih

  • 2015 Actual Problems Of Business Risk In Sme Segment. Case Study From Slovakia
    by Jaroslav BELAS & Yuriy BILAN & Aleksandr Kljucnikov & Zuzana Vincurova & Jiri Machacek

  • 2015 Portfolio Selection Under Uncertainty Of Power Generation, Seleccion Bajo Incertidumbre De Portafolios De Generacion Electrica
    by Roberto Jose Taboada Gonzalez & Gerardo Gabriel Alfaro Calderon & Federico Gonzalez Santoyo

  • 2015 The Two Defaults Scenario for Stressing Credit Portfolio Loss Distributions
    by Dirk Tasche

  • 2015 The Fundamental Equation in Tourism Finance
    by Michael McAleer

  • 2015 On a Discrete Interaction Risk Model with Delayed Claims
    by He Liu & Zhenhua Bao

  • 2015 An Empirical Analysis for the Prediction of a Financial Crisis in Turkey through the Use of Forecast Error Measures
    by Seyma Caliskan Cavdar & Alev Dilek Aydin

  • 2015 Volatility Forecast in Crises and Expansions
    by Sergii Pypko

  • 2015 Inflation and Speculation in a Dynamic Macroeconomic Model
    by Matheus R. Grasselli & Adrien Nguyen Huu

  • 2015 Network Analysis of the Shanghai Stock Exchange Based on Partial Mutual Information
    by Tao You & Paweł Fiedor & Artur Hołda

  • 2015 Dependency Relations among International Stock Market Indices
    by Leonidas Sandoval Junior & Asher Mullokandov & Dror Y. Kenett

  • 2015 Interconnected Risk Contributions: A Heavy-Tail Approach to Analyze U.S. Financial Sectors
    by Mauro Bernardi & Lea Petrella

  • 2015 The Impact of the Basel Accord on Greek Banks: A Stress Test Study
    by John Leventides & Anna Donatou

  • 2015 Quadratic Hedging of Basis Risk
    by Hardy Hulley & Thomas A. McWalter

  • 2015 Implied and Local Volatility Surfaces for South African Index and Foreign Exchange Options
    by Antonie Kotzé & Rudolf Oosthuizen & Edson Pindza

  • 2015 State Prices and Implementation of the Recovery Theorem
    by Alex Backwell

  • 2015 Pricing a Collateralized Derivative Trade with a Funding Value Adjustment
    by Chadd B. Hunzinger & Coenraad C.A. Labuschagne

  • 2015 Firm Value and Cross Listings: The Impact of Stock Market Prestige
    by Nicola Cetorelli & Stavros Peristiani

  • 2015 Are Women More Likely to Seek Advice than Men? Evidence from the Boardroom
    by Maurice Levi & Kai Li & Feng Zhang

  • 2015 Quantification of VaR: A Note on VaR Valuation in the South African Equity Market
    by Lesedi Mabitsela & Eben Maré & Rodwell Kufakunesu

  • 2015 Acknowledgement to Reviewers of the Journal of Risk and Financial Management
    by Journal of Risk Financial Management Editorial Office

  • 2015 Self-Regulatory Organizations In The Financial Marketplace
    by Nataliya Polezhaeva

  • 2015 The evolution of the weekend effect in US markets
    by Olson, Dennis & Mossman, Charles & Chou, Nan-Ting

  • 2015 The predictive accuracy of Sukuk ratings; Multinomial Logistic and Neural Network inferences
    by Arundina, Tika & Azmi Omar, Mohd. & Kartiwi, Mira

  • 2015 Stock market valuation of R&D expenditures—The role of corporate governance
    by Chan, Konan & Chen, Hung-Kun & Hong, Li-Hong & Wang, Yanzhi

  • 2015 Childhood roots of financial literacy
    by Grohmann, Antonia & Kouwenberg, Roy & Menkhoff, Lukas

  • 2015 Which banks are more risky? The impact of business models on bank stability
    by Köhler, Matthias

  • 2015 Macroeconomic and Financial Stability: Stress Testing of the Impacts of Macroeconomic Shocks on Credit/Asset Quality of Banking System in Kuwait based on Macro Econometric Model of Kuwait
    by Asraul HOQUE

  • 2015 On capital flows and macroeconomic performance: Evidence before and after the financial crisis in Turkey
    by Magda Kandil & Mohamed Trabelsi

  • 2015 Tail risk analysis of the S&P/OIC COMCEC 50 index
    by Mahmoud Bekri & Young Shin (Aaron) Kim

  • 2014 Financial fragility and over-the-counter markets
    by Bruno Sultanum

  • 2014 Eurobonds for EMU Stability, Convergence and Growth
    by Alberto Quadrio Curzio

  • 2014 What Does the Convenience Yield Curve Tell Us about the Crude Oil Market?
    by Ron Alquist & Gregory Bauer & Antonio Diez de los Rios

  • 2014 Removal of the Unwinding Provisions in the Automated Clearing Settlement System: A Risk Assessment
    by Nicolas Labelle & Varya Taylor

  • 2014 Анализ причин и критериев принятия решений о переходе предприятий на аутсорсинг в процессе реструктуризации по типу ускоренного развития. The analysis of the reasons and criteria of decision-making on transition of the enterprises to outsourcing in the course of restructuring as the accelerated development
    by Выжитович А. М.

  • 2014 The Need and the Importance of Diagnosis and Evaluation for the Enterprises in Difficulty
    by Bologa Gabriela

  • 2014 Bidding Price Foundation And Update
    by Vãduva Cecilia Elena

  • 2014 Hungarian And Romanian Companies Financial And Liquidity Situation In The Light Of Economic Crisis
    by Kinga Emese Zsido

  • 2014 Development Of Decision Making By Managers With Financial And Accounting Information
    by Boghean Florin

  • 2014 Application Of Loans And Their Impact On Economic Development Aspects In Kosovo
    by Rexhepi Shaqir

  • 2014 The Banking Union - The Solution To Reduce The European Banking System Risks?
    by Alina Ligia Dumitrescu

  • 2014 Social Economic Implications Of Microfinance For Micro And Small Comercial Bussines Of The State Of Coahuila,Implicaciones Economico-Sociales Del Microfinanciamiento Para Los Micro Y Pequenos Negocios Del Sector Terciario Del Estado De Coahuila
    by Rosalva D. Vasquez Mireles & Yolanda Mejia de Leon & Baltazar Rodriguez Villanueva

  • 2014 The Effect of Regulation Fair Disclosure on Market Integration
    by Surya Chelikani & Frank P. D'Souza

  • 2014 Personal Financial Decisions: A Study of Changes in Homestead Exemption Levels and Consumer Bankruptcy Choices
    by Benjamin B Boozer & S. Keith Lowe & Robert J. Landry III

  • 2014 Exact Fit of Simple Finite Mixture Models
    by Dirk Tasche

  • 2014 Risk Management of Interest Rate Derivative Portfolios: A Stochastic Control Approach
    by Konstantinos Kiriakopoulos & Alexandros Koulis

  • 2014 Risk Measures and Portfolio Optimization
    by Priscilla Serwaa Nkyira Gambrah & Traian Adrian Pirvu

  • 2014 Report on the Fifth International Mathematics in Finance (MiF) Conference 2014, Skukuza, Kruger National Park, South Africa
    by Michael McAleer

  • 2014 Asymmetric Realized Volatility Risk
    by David E. Allen & Michael McAleer & Marcel Scharth

  • 2014 Refining Our Understanding of Beta through Quantile Regressions
    by Allen B. Atkins & Pin T. Ng

  • 2014 International Diversification Versus Domestic Diversification: Mean-Variance Portfolio Optimization and Stochastic Dominance Approaches
    by Fathi Abid & Pui Lam Leung & Mourad Mroua & Wing Keung Wong

  • 2014 Remuneration Committee, Board Independence and Top Executive Compensation
    by Chii-Shyan Kuo & Shih-Ti Yu

  • 2014 Validation of the Merton Distance to the Default Model under Ambiguity
    by Wei-ling Chen & Leh-chyan So

  • 2014 Revisiting the Performance of MACD and RSI Oscillators
    by Terence Tai-Leung Chong & Wing-Kam Ng & Venus Khim-Sen Liew

  • 2014 Impact of policy changes on the efficiency and returns-to-scale of Japanese financial institutions: An evaluation
    by Azad, A.S.M. Sohel & Yasushi, Suzuki & Fang, Victor & Ahsan, Amirul

  • 2014 Does non-interest income make banks more risky? Retail- versus investment-oriented banks
    by Köhler, Matthias

  • 2014 The global financial crisis: World market or regional contagion effects?
    by Morales, Lucía & Andreosso-O'Callaghan, Bernadette

  • 2014 Liquidity, leverage, and Lehman: A structural analysis of financial institutions in crisis
    by Chen, Ren-Raw & Chidambaran, N.K. & Imerman, Michael B. & Sopranzetti, Ben J.

  • 2014 Do investors hold that they know? Impact of familiarity bias on investor’s reluctance to realize losses: Experimental approach
    by Bulipopova, Ekaterina & Zhdanov, Vladislav & Simonov, Artem

  • 2014 Extreme-quantile tracking for financial time series
    by Chavez-Demoulin, V. & Embrechts, P. & Sardy, S.

  • 2014 What drives the development of the MENA financial sector?
    by Sami Ben Naceur & Mondher Cherif & Magda Kandil

  • 2014 Corporate Social Responsibility - One Step Furthertowards Sustainable Development
    by Florin Boghean

  • 2014 The Consistency Of Equity Style Anomalies On The JSE During A Period Of Market Crisis
    by Ryan Kruger & Francois Toerien

  • 2013 Impact of Financial Deregulation on Monetary and Economic Policy in the Czech Republic, Hungary and Poland: 1990-2003
    by Patricia McGrath

  • 2013 Bringing Back Subprime? The Hazards of Restructuring the GSEs
    by Dean Baker & Nicole Woo

  • 2013 Financial Engineering: The Simple Way to Reduce Government Debt Burdens
    by Dean Baker & Sheva Diagne

  • 2013 The Human Capital Dimensions of Sustainable Investment: What Investment Analysts Need to Know
    by Thomas Kochan & Eileen Appelbaum & Carrie Leana & Jody Hoffer Gittell

  • 2013 State Financial Stability Supporting Continuous Innovative Development

  • 2013 The Impact of the Economic Crisis on the Cohesion Policy
    by Badoiu Catalina Mihaela

  • 2013 Recent Evolutions on the Bancassurance Products and Services Market
    by Barna Flavia & Nachescu Miruna Lucia & ªeulean Victoria

  • 2013 Study On The Perception Of The Corporate Performance In Accounting And Audit Firms
    by Liliana Feleaga & Niculae Feleaga & Mihaela Dumitrascu &

  • 2013 The EU Primary Challenge: New Regulations of the Financial System towards a Banking Union
    by Alina Ligia Dumitrescu

  • 2013 Implications of International Economic and Financial Crisis on State Aid Granted in The EU Member States
    by Andreea Dragoi

  • 2013 Implications of International Economic and Financial Crisis on State Aid Granted in The EU Member States
    by Andreea Dragoi

  • 2013 State Aid Policy Contribution to the Financial and Banking Sector Stability in The European Union Member States
    by Andreea Dragoi & Cristina Balgar

  • 2013 State Aid Policy Contribution to the Financial and Banking Sector Stability in The European Union Member States
    by Andreea Dragoi & Cristina Balgar

  • 2013 The banking union and the financial and banking system reform in EU
    by Alina Ligia Dumitrescu

  • 2013 A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500
    by David E. Allen & Michael McAleer & Robert Powell & Abhay K. Singh

  • 2013 Publisher’s Note: Journal of Risk and Financial Management
    by Shu-Kun Lin

  • 2013 Testing for a Single-Factor Stochastic Volatility in Bivariate Series
    by Masaru Chiba & Masahito Kobayashi

  • 2013 The Journal of Risk and Financial Management in Open Access
    by Michael McAleer

  • 2013 Перспективы Саморегулирования На Финансовых Рынках: Усиление Влияния Государственного Регулятора
    by Natalia Polezhaeva

  • 2013 The Prospects For Self??Regulation Of Financial Markets: The State Regulator’S Influence In On The Increase
    by Nataliya Polezhaeva

  • 2013 Cross-border bank lending: Empirical evidence on new determinants from OECD banking markets
    by Müller, Oliver & Uhde, André

  • 2013 The Effect of Environmental Regulations on Financial Performance in Tanzania: A Survey of Manufacturing Companies Quoted on the Dar Es Salaam Stock Exchange
    by Daniel Linus Naila

  • 2013 Planning In Conditions Of Slovak Republic Companies
    by Katarína Čulková & Adriana Csikósová & Jaroslav Janek

  • 2012 Failing Institutions Are at the Core of the U.S. Financial Crisis
    by Yochanan Shachmurove

  • 2012 Mobilising Investment in Low Carbon, Climate Resilient Infrastructure
    by Christopher Kennedy & Jan Corfee-Morlot

  • 2012 Time-series characteristics of UK commercial property returns: Testing for multiple changes in persistence
    by Simeon Coleman Author name: Vitor Leone

  • 2012 Small-Dollar Lending: Is There A Responsible Path Forward?
    by Jim Campen

  • 2012 Missing the Story: The OECD's Analysis of Inequality
    by David Rosnick & Dean Baker

  • 2012 The Relationship Between Financial Transactions Costs and Economic Growth
    by Dean Baker & Helene Jorgensen

  • 2012 A Primer on Private Equity at Work: Management, Employment, and Sustainability
    by Eileen Appelbaum & Rosemary Batt

  • 2012 Pension Liabilities: Fear Tactics and Serious Policy
    by David Rosnick & Dean Baker

  • 2012 A discussion on the development strategy of the Chinese debt market (Chinese version)
    by Zhouying Gang & Chen Shiyuan

  • 2012 The revelation of the Chinese national debt market (Chinese version)
    by Zhouying Gang & Chen Shiyuan

  • 2012 Lao People’s Democratic Republic: An Illustrative Fiscal Strategy Consistent with the Seventh National Socio-Economic Development Plan
    by Asian Development Bank (ADB) & Asian Development Bank (ADB) & Asian Development Bank (ADB) & Asian Development Bank (ADB)

  • 2012 Return Requirements For Regulated Entities In The Gas Industry
    by Martin EHMER & Lukas D. SCHUCHARDT & Heinz-Werner UFER

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  • 2004 Bank Funding Modes
    by Stuart I. Greenbaum & Anjan V. Thakor

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    by Arnoud Boot & Anjan V. Thakor & Gregory F. Udell

  • 2004 Bank Loan Commitments and Interest Rate Volatility
    by Anjan V. Thakor & Hai Hong & Stuart I. Greenbaum

  • 2004 Information Reusability, Competition and Bank Asset Quality
    by Yuk-Shee Chan & Stuart I. Greenbaum & Anjan V. Thakor

  • 2004 Toward a Theory of Bank Loan Commitments
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  • 2004 Relationship Banking, Deposit Insurance and Bank Portfolio Choice
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  • 2004 Competitive Equilibrium in the Credit Market under Asymmetric Information
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  • 2004 Optimal Capital Structure and Project Financing
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  • 2004 Assessment of Financial Stability Reports:Sveriges Riksbank
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  • 2004 A Study of Neo-Austrian Economics using an Artificial Stock Market
    by Harald A. Benink & Jose Luis Gordillo & Juan Pablo Pardo & Christopher R. Stephens

  • 2004 Semi-explicit Delta and Gamma for European swaptions in Hull- White one factor model
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  • 2004 Moral Hazard, Agency Costs, and Asset Prices in a Competitive Equilibrium
    by Ram T. S. Ramakrishnan & Anjan V. Thakor

  • 2004 The Valuation of Assets under Moral Hazard
    by Ram T. S. Ramakrishnan & Anjan V. Thakor

  • 2004 A Theory of Stock Price Responses to Alternative Corporate Cash Disbursement Methods: Stock Repurchase and Dividends
    by Ahron R. Ofer & Anjan V. Thakor

  • 2004 Costly Information Production Equilibria in the Bank Credit Market with Applications to Credit Rationing
    by Anjan V. Thakor & Richard Callaway

  • 2004 Information, Investment Horizon, and Price Reactions
    by Anjan V. Thakor

  • 2004 An Exploration of Competitive Signalling Equilibria with 'Third Party' Information Production: The Case of Debt Insurance
    by Anjan V. Thakor

  • 2004 Capital Requirements, Monetary Policy, and Aggregate Bank
    by Anjan V. Thakor

  • 2004 Private versus Public Ownership: Investment, Ownership Distribution, and Optimality
    by Salman Shah & Anjan V. Thakor

  • 2004 Monopolistic Pricing in the Banking Industry: a Dynamic Portfolio Model
    by Enzo Dia

  • 2004 Moral Hazard and Information Sharing: A Model of Financial Information Gathering Agencies
    by Marcia H. Millon & Anjan V. Thakor

  • 2004 Screening, Market Signalling, and Capital Structure Theory
    by Wayne L. Lee & Anjan V. Thakor & Gautam Vora

  • 2004 Regulatory Pricing and Capital Investment under Asymmetric Information about Cost
    by Wayne Y. Lee & Anjan V. Thakor

  • 2004 Why Do Firms Smooth Earnings?
    by Anand Mohan Goel & Anjan V. Thakor

  • 2004 Capital Accumulation and Deposit Pricing in Mutual Financial Institutions
    by Sudhakar D. Deshmukh & Stuart I. Greenbaum & Anjan V. Thakor

  • 2004 Collateral and Competitive Equilibria with Moral Hazard and Private Information
    by Yuk-Shee Chan & Anjan V. Thakor

  • 2004 Is Fairly Priced Deposit Insurance Possible?
    by Yuk-Shee Chan & Stuart I. Greenbaum & Anjan V. Thakor

  • 2004 Shareholder Preferences and Dividend Policy
    by Michael J. Brennan & Anjan V. Thakor

  • 2004 Contemporary Banking Theory
    by Sudipto_Bhattacharya & Anjan_Thakor

  • 2004 Waiting-times and returns in high-frequency financial data: an empirical study
    by Marco Raberto & Enrico Scalas & Francesco Mainardi

  • 2004 Persistence Characteristics of Latin American Financial Markets
    by Sijing Zong & Cornelis A. Los & Nyonyo Kyaw

  • 2004 L’impiego di “early warning systems” per la previsione delle crisi bancarie. Un’applicazione agli indicatori del Fondo Interbancario di Tutela dei Depositi
    by Giuseppe Vulpes

  • 2004 Fractional calculus and continuous-time finance II: the waiting- time distribution
    by Francesco Mainardi & Marco Raberto & Rudolf Gorenflo & Enrico Scalas

  • 2004 Fractional calculus and continuous-time finance
    by Enrico Scalas & Rudolf Gorenflo & Francesco Mainardi

  • 2004 Volatility in the Italian Stock Market: An Empirical Study
    by Marco Raberto & Enrico Scalas & Gianaurelio Cuniberti & Massimo Riani

  • 2004 Correlations in the Bond–Future Market
    by Gianaurelio Cuniberti & Marco Raberto & Enrico Scalas

  • 2004 Financial liberalization, saving, investment and growth in MENA countries
    by Lahcen ACHY

  • 2004 Measuring the Degree of Efficiency of Financial Market
    by Cornelis Los

  • 2004 Risk Arbitrage-U.S. Financial Markets
    by Supreena Narayanan

  • 2004 Risk Arbitrage in U.S. Financial Markets
    by Supreena Narayanan

  • 2004 Market Discipline In The Indian Banking Sector: An Empirical Exploration
    by Abhiman Das & Saibal Ghosh

  • 2004 Risk Arbitrage In U.S. Financial Markets
    by Supreena Narayanan

  • 2004 Risk, uncertainty and option exercise
    by Jianjun Miao

  • 2004 Social Capital And Credit In A Javanese Village
    by Aloysius Gunadi Brata

  • 2004 Household Saving Behavior: The case of rural industry in Bantul
    by Aloysius Gunadi Brata

  • 2004 How do real options come into existence? A step toward an option- based theory of the firm
    by Thierry BURGER-HELMCHEN

  • 2004 An Analysis of The Arab Stock Market Performance During (1994- 2003)(In Arabic)
    by Hussein A.Motlb Elasrj

  • 2004 An axes to activate the Egyptian securities market in saving development(in arabic)
    by Hussein A.Motlb Elasrj

  • 2004 Log-Periodicity in High Frequency Financial Series
    by Sergio Da Silva & Raul Matsushita & Iram Gleria & Annibal Figueiredo

  • 2004 Multiple equilibrium overnight rates in a dynamic interbank market game
    by Jens Tapking

  • 2004 The Use of Predictive Regressions at Alternative Horizons in Finance and Economics
    by Nelson C. Mark & Donggyu Sul

  • 2004 The Eurosystem’s Standing Facilities in a General Equilibrium Model of the European Interbank Market
    by Jens Tapking

  • 2004 Multiple equilibrium overnight rates in a dynamic interbank market game
    by Jens Tapking

  • 2004 Stochastic Skew in Currency Options
    by Peter Carr & Liuren Wu

  • 2004 The Relevance of Short Sales to the Maltese Stock Market
    by Paul V. Azzopardi & Silvio John Camilleri

  • 2004 Rechtspflicht zur Unternehmensplanung? - Ein Diskussionsvorschlag zur Konkretisierung der Planungspflicht und von Mindestanforderungen an eine ordnungsmäßige Unternehmensplanung -
    by Paul J. Groß & Matthias Amen

  • 2004 When Does Extra Risk Strictly Increase the Value of Options?
    by Eric Rasmusen

  • 2004 The Volatility of the Instantaneous Spot Interest Rate Implied by Arbitrage Pricing - A Dynamic Bayesian Approach
    by Ram Bhar & Carl Chiarella & Hing Hung & Wolfgang Runggaldier

  • 2004 Modeling the Credit Risk in Agricultural Mortgages: A Critical Review of the Farm Credit Administration’s Credit Risk Model for Farmer Mac
    by Austin Kelly

  • 2004 Regulatory Changes and New Banking: the Case of Canada
    by Christian Calmès

  • 2004 A local non-parametric model for trade sign inference
    by Adam Blazejewski & Richard Coggins

  • 2004 Do we understand delta hedging?
    by Daniel Badagnani

  • 2004 Relative Performance Evaluation Contracts and Asset Market Equilibrium
    by Sandeep Kapur & Allan Timmermann

  • 2004 Statistical Facts of Artificial Stock Market: Comparison with Indonesian Empirical Data
    by Hokky Situngkir & Yohanes Surya

  • 2004 Day-of-the-week effects in emerging stock markets
    by Syed A. Basher & Perry Sadorsky

  • 2004 The impact of downside risk on risk-adjusted performance of mutual funds in the Euronext markets
    by Auke Plantinga & Franks Sortino & Robert van der Meer

  • 2004 Investment, Hedging, and Consumption Smoothing
    by Jianjun Miao & Neng Wang

  • 2004 Explaining the Beta, Size and Value Effects Under the Relative Value Theory
    by Silviu Iulian Alb

  • 2004 The Econophysics of the Brazilian Real-US Dollar Rate
    by Raul Matsushita & Iram Gleria & Annibal Figueiredo & Sergio Da Silva

  • 2004 Financial Volatility and Independent and Identically Distributed Variables
    by Annibal Figueiredo & Iram Gleria & Raul Matsushita & Sergio Da Silva

  • 2004 Consistent high-precision volatility from high-frequency data
    by Fulvio Corsi & Gilles Zumbach & Ulrich Müller & Michel Dacorogna

  • 2004 Introducing a scale of market shocks
    by Gilles O. Zumbach & Michel M. Dacorogna & Jorgen L. Olsen & Richard B. Olsen

  • 2004 La puissance publique promoteur de nouveaux modèles d’aide à la décision de financement
    by Nadine Levratto & Bernard Paranque

  • 2004 Problems of Evaluating Small Firms’ Quality as a Reason for Unfavourable Loan Conditions
    by Ingrid Groessl & Nadine Levratto

  • 2004 Risk Measure Pricing and Hedging in Incomplete Markets
    by Mingxin Xu

  • 2004 Criticality
    by Sergio Da Silva

  • 2004 Exponentially Damped Levy Flights
    by Sergio Da Silva

  • 2004 Exponentially Damped Levy Flights, Multiscaling, and Slow Convergence in Stockmarkets
    by Sergio Da Silva

  • 2004 Exponentially Damped Levy Flights, Multiscaling, and Exchange Rates
    by Sergio Da Silva

  • 2004 Patterns Of Corporate Governance And Technical Efficiency In Italian Manufacturing
    by Sergio Destefanis & Vania Sena

  • 2004 Levy Flights, Autocorrelation, and Slow Convergence
    by Sergio Da Silva

  • 2004 Autocorrelation and the Sum of Stochastic Variables
    by Sergio Da Silva

  • 2004 Autocorrelation as a Source of Truncated Levy Flights in Foreign Exchange Rates
    by Sergio Da Silva

  • 2004 Corporate Governance: Securities Market in Moldova
    by Natalia Fadeeva

  • 2004 Agent-based Model Construction In Financial Economic System
    by Hokky Situngkir & Yohanes Surya

  • 2004 Stylized Statistical Facts of Indonesian Financial Data: Empirical Study of Several Stock Indexes in Indonesia
    by Hokky Situngkir & Yohanes Surya

  • 2004 Payment systems efficiency, policy approaches, and the role of the central bank
    by Tanai Khiaonarong

  • 2004 The role of market discipline in handling problem banks
    by David T. Llewellyn & David G. Mayes

  • 2004 On the origins of truncated Lévy flights
    by Annibal Figueiredo & Iram Gleria & Raul Matsushita & Sergio Da Silva

  • 2004 Family Matters: The Performance Flow Relationship in the Mutual Fund Industry
    by Alexander Kempf & Stefan Ruenzi

  • 2004 Tournaments in Mutual Fund Families
    by Alexander Kempf & Stefan Ruenzi

  • 2004 Gas Fired Power Plants: Investment Timing, Operating Flexibility and Abandonment
    by Stein-Erik Fleten & Erkka Näsäkkälä

  • 2004 Crescita, Innovazione Tecnologica e Mercato dei Capitali: il Ruolo del Venture Capital
    by Marco Arnone & Umberto Giacometti

  • 2004 Improving the Market Model: The 4-State Model Alternative
    by Octave JOKUNG & Jean-Christophe MEYFREDI

  • 2004 Df Structure Models For Options Pricing
    by Feng Dai & Zifu Qin

  • 2004 A General Theory of Stock Market Valuation and Return
    by Christophe Faugere & Julian Van Erlach

  • 2004 The Price of Gold: A Global Required Yield Theory
    by Christophe Faugere & Julian Van Erlach

  • 2004 Would the CAPM Hold in a Risk-Indifferent World?
    by Silviu Iulian Alb

  • 2004 Portfolio Optimization With Stochastic Dominance Constraints
    by Darinka Dentcheva & Andrzej Ruszczynski

  • 2004 An investigation of a portfolio-loss under the CAPM
    by V. Reznik & U. Spreitzer

  • 2004 Borrowing Alone The Theory and Policy Implications of the Commodification of Finance
    by Greg Hannsgen

  • 2004 The Valuation of Inflation-Indexed and FX Convertible Bonds
    by Yoram Landskroner & Alon Raviv

  • 2004 The Froot and Stein Model Revisited
    by Nils Hogh & Oliver Linton & Jens Nielsen

  • 2004 Specification Analysis of Option Pricing Models Based on Time- Changed Levy Processes
    by Jingzhi Huang & Liuren Wu

  • 2004 Dampened Power Law: Reconciling the Tail Behavior of Financial Security Returns
    by Liuren Wu

  • 2004 Innovative Approaches to Domestic Resource Mobilization in Selected LDCs
    by Samuel Wangwe & Prosper Charle

  • 2004 New approaches to debt relief and debt sustainability in LDCs
    by Olav Bjerkholt

  • 2004 The poverty reduction challenge in LDCs
    by Al Binger

  • 2004 Fidelity versus Vanguard: Comparing the Performance of the Two Largest Mutual Fund Families
    by Tower, Edward & Zheng, Wei

  • 2004 An Introduction to International Money and Foreign Exchange Markets
    by Charles van Marrewijk

  • 2004 An Introduction to International Money and Foreign Exchange Markets
    by Charles Van Marrewijk

  • 2003 The Impact of Insurance Fraud Detection Systems
    by Jörg Schiller

  • 2003 The Impact of Insurance Fraud Detection Systems
    by Joerg Schiller

  • 2003 Fundamental Paper Wealth and Monetary Policy
    by Junning Cai

  • 2003 Impact Of Agriculture Output on Exchange Rates
    by Mukund Raj

  • 2003 Paper or Gold
    by Mukund Raj

  • 2003 Credit Risk Modeling and the Term Structure of Credit Spreads
    by Li Chen & H. Vincent Poor

  • 2003 Information Asymmetry, Corporate Debt Financing and Optimal Investment Decisions: A Reduced Form Approach
    by Li Chen & H. Vincent Poor

  • 2003 IPOs, Trade Sales and Liquidations: Modelling Venture Capital Exits Using Survival Analysis
    by Pierre Giot & Armin Schwienbacher

  • 2003 Market imperfections, equilibrium and arbitrage
    by Elyès Jouini

  • 2003 Equilibrium Pricing in Incomplete Markets
    by Elyès Jouini & Abdelhamid Bizid

  • 2003 No-arbitrage and state price deflators in a general continuous time framework
    by Elyès Jouini & Clotilde Napp & Walter Schachermayer

  • 2003 Arbitrage with fixed costs and interest rate models
    by Elyès Jouini & Hedi Kallal & Clotilde Napp

  • 2003 Playing on profits cycle?
    by Dmitry Baryshevsky

  • 2003 A Theory of Capital Structure with Strategic Defaults and Priority Violations
    by Hans K. Hvide & Tore Leite

  • 2003 Market Efficiency, Time-Varying Volatility and Equity Returns in Bangladesh Stock Market
    by M. Kabir Hassan & Anisul M. Islam & Syed Basher

  • 2003 VaR for Plan Sponsors
    by Eric Stubbs & Francis Gupta

  • 2003 How Much Is Too Much? The Dillema of Consuming Assets in Retirement
    by Francis Gupta & Yogi Thambiah & Eric Stubbs

  • 2003 Insulating Your Nest Egg in the Storm of Social Security Reform
    by Francis Gupta & David Eichhorn

  • 2003 What is hidden in the Fed's model? The second approximation
    by Dmitry Baryshevsky

  • 2003 GARCH Diagnosis with Portmanteau Bicorrelation Test: An Application on the Malaysia's Stock Market
    by K.P. Lim & M.J. Hinich & K.S. Liew

  • 2003 On The Forecastability Of Asean-5 Stock Markets Returns Using Time Series Models
    by Khim-Sen Liew & Kian-Ping Lim & Chee-Keong Choong

  • 2003 Deleted
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  • 2003 The Speed
    by Dmitry Baryshevsky

  • 2003 Duplicating Contingent Claims by the Lagrange Method
    by Gregory C. Chow

  • 2003 Shanghai Stock Prices as Determined by the Present Value Model
    by Gregory C. Chow

  • 2003 The Asian and European Banking Systems: The case of Spain in the quest for development and stability
    by Alicia García Herrero & Sonsoles Gallego Herrero & Jesús Saurina Salas

  • 2003 Investment Optimization under Constraints
    by Long Nguyen-Thanh

  • 2003 The effects of decision flexibility in the hierarchical investment decision process
    by Hallerbach, W.G.P.M. & Ning, H. & Spronk, J.

  • 2003 Business ethics, corporate social responsibility and corporate governance: a review and summary critique
    by John Donaldson & Irene Fafaliou

  • 2003 DU PONT Ratio: A comprehensive measure of business performance
    by Panayiotis Courtis

  • 2003 Modeling Of Returns And Option Pricing Using Models With Flexible Volatility
    by Pavel Vaněček

  • 2002 Social Percolation and Self-Organized Criticality
    by Gerard Weisbuch & Sorin Solomon & Dietrich Stauffer

  • 2002 Power Law Volatility Auto-Correlations in Stochastic Logistic Systems
    by Yoram Louzoun & Sorin Solomon

  • 2002 Consumption and Investment Optimization under Constraints
    by Long Nguyen-Thanh

  • 2002 Can technological change explain the stock market collapse of 1974?
    by Adrian Peralta-Alva

  • 2002 Why do European Venture Capital Companies syndicate?
    by Sophie Manigart & Miguel Meuleman

  • 2002 The realized equity premium has been higher than expected: further evidence
    by Marco Taboga

  • 2002 Financial collateral and capital adequacy requirements
    by Ralph de Haas & Thomas Keijser

  • 2002 Monte Carlo Pricing of American Options Using Nonparametric Regression
    by Pizzi Claudio & Pellizzari Paolo

  • 2002 Review of the Superannuation Industry (Supervision) Act 1993 and Certain Other Superannuation Legislation
    by Productivity Commission

  • 2002 Seize the Moments: Approximating American Option Prices in the GARCH Framework
    by Jin-Chuan Duan & Genevieve Gauthier & Caroline Sasseville & Jean-Guy Simonato

  • 2002 Monetary Conditions and Stock Returns: A South African Case Study
    by Clive Coetzee

  • 2002 An Integrated Model of Market and Limit Orders
    by Sugato Chakravarty & Craig Holden

  • 2002 Reglas del juego y maneras de jugar: el caso del Banco Credicoop Cooperativo Limitado 1994-2000
    by Mirta Vuotto

  • 2001 Power, Levy, Exponential and Gaussian Regimes in Autocatalytic Financial Systems
    by Zhi-Feng Huang, Sorin Solomon*

  • 2001 Market Ecology, Pareto Wealth Distribution and Leptokurtic Returns in the LLS Stock Market Model
    by Sorin Solomon and Moshe Levy

  • 2001 Impact of Commonwealth indirect taxes on exporters
    by Productivity Commission

  • 2001 The Relative Value Theory
    by Silviu I. Alb

  • 2001 DotCom Mania: The Rise and Fall of Internet Stock Prices
    by Eli Ofek & Matthew Richardson

  • 2001 Cronyism and Capital Controls: Evidence from Malaysia
    by Simon Johnson & Todd Mitton

  • 2001 Dynamic Prevention in Short Term Insurance Contracts
    by M. Martin Boyer & Karine Gobert

  • 2000 Why Every Economist Should Learn Some Auction Theory
    by Paul Klemperer

  • 2000 Corporate Diversification and Agency
    by Benjamin E. Hermalin & Michael L. Katz

  • 2000 Corporate Finance in Europe from 1986 to 1996
    by Michel DELBREIL & Ana ESTEBAN & Hans FRIDERICHS & Bernard PARANQUE & Franz PARTSCH & Franco VARETTO

  • 2000 Scaling and multiscaling in financial markets
    by Giulia Iori

  • 1999 Market Risk Measurement and the Cattle Feeding Margin: An Application of Value-at-Risk
    by Mark R. Manfredo. & Raymond M. Leuthold

  • 1999 Log-periodic power law bubbles in Latin-American and Asian markets and correlated anti-bubbles in Western stock markets: An empirical study
    by Anders Johansen & Didier Sornette

  • 1999 A microsimulation of traders activity in the stock market: the role of heterogeneity, agents' interactions and trade frictions
    by Giulia Iori

  • 1999 Futures Exchange Innovations: Reinforcement versus Cannibalism
    by Joost M.E. Pennings & Raymond M. Leuthold

  • 1999 Commodity Futures Contract Viability: A Multidisciplinary Approach
    by Joost M.E. Pennings & Raymond M. Leuthold

  • 1999 The Financial Industry's Challenge of Developing Commodity Derivatives
    by Joost M.E. Pennings & M.T.G. Meulenberg

  • 1999 A Survey on Nonparametric Time Series Analysis
    by Siegfried Heiler

  • 1999 When are Options Overpriced? The Black-Scholes Model and Alternative Characterisations of the Pricing Kernel
    by Guenter Franke & Richard C. Stapleton & Marti G. Subrahmanyam

  • 1999 How to account for virtual arbitrage in the standard derivative pricing
    by Kirill Ilinski

  • 1999 Virtual Arbitrage Pricing Theory
    by Kirill Ilinski

  • 1999 Asymmetries of information in centralized order-driven markets
    by BOCCARD, Nicolas & CALCAGNO, Riccardo

  • 1998 Using Value-at-Risk to Control Risk Taking: How Wrong Can you Be?
    by Xiongwei Ju & Neil D. Pearson

  • 1998 Financial Returns and Efficiency as seen by an Artificial Technical Analyst
    by Spyros Skouras

  • 1998 Generalized Binomial Trees
    by Jens Carsten Jackwerth

  • 1998 Recovering Risk Aversion from Option Prices and Realized Returns
    by Jens Carsten Jackwerth

  • 1998 Volume, Volatility, Price and Profit When All Traders Are Above Average
    by Terrance Odean

  • 1998 A discrete martingale model of pension fund guarantees in
    by Klaus P. Fischer

  • 1997 How To Stabilize Financial Markets Before EMU ?
    by A. Frachot

  • 1997 Financial Modeling and Option Theory with the Truncated Levy Process
    by Andrew Matacz

  • 1997 French manufacturing firms and the capital gap since1985 - a credit rationing approach
    by SylvieCieply & Bernard Paranque & .

  • 1997 Noise Traders, Market Sentiment, and Futures Price Behavior
    by Dwight R. Sanders & Scott H. Irwin & Raymond M. Leuthold

  • 1997 Equity of European Industriel Corporations from 1991 to 1993
    by Michel Delbreil & Bernard Paranque & Jose Ramon Cano & Hans Friderichs & Benoit Gress & Franz Partsch & Franco Varetto & .

  • 1997 Financial Liberalization: Commercial Bank's Blessing or Curse?
    by Klaus P. Fischer & Jean-Pierre Gueyie & Edgar Ortiz

  • 1997 An Analysis of the Profiles and Motivations of Habitual Commodity Speculators
    by W. Bruce Canoles & Sarahelen R. Thompson & Scott H. Irwin & Virginia G. France & .

  • 1997 The Angular Distribution of Asset Returns in Delay Space
    by Roger Koppl & Carlo Nardone

  • 1997 The Long-Run Linkage Between Yields on Treasury and Municipal Bonds and the 1986 Tax Act
    by William J. Crowder & Mark E. Wohar

  • 1997 Are Tax Effects Important in the Long-Run Fisher Relation?: Evidence from the Municipal Bond Market
    by William J. Crowder & Mark E. Wohar

  • 1996 Financial constraints and economics behavior: the specificities of small manufacturing firms from 1985 to 1995
    by Bernard Paranque

  • 1996 Marchés, organisations de la production et rentabilité des entreprises industrielles françaises (The markets, organisations and profitability of french manufacturing firms)
    by Bernard Paranque & Dorothée Rivaud-Danset & Robert Salais

  • 1996 Optimal Asset Rebalancing in the Presence of Transactions Costs
    by Hayne E. Leland

  • 1996 Risk Measurement: An Introduction to Value at Risk
    by Thomas J. Linsmeier & Neil D. Pearson

  • 1996 Option Pricing & Partial Hedging: Theory Of Polish Options
    by Erik Aurell & Karol Zyczkowski

  • 1995 Growth patterns and economic performance of french manufacturing firms
    by Bernard Paranque

  • 1995 Corporate behaviour and competitive forces
    by Bernard Paranque

  • 1995 Evolution, Coordination, and Banking Panics
    by Ted Temzelides

  • 1995 Beliefs, Competition, and Bank Runs
    by Ted Temzelides & Bernandino Adao

  • 1995 Equity And Rate Of Return: Are Small Manufacturing Firms Handicapped By Their Own Success?
    by Bernard Paranque

  • 1995 Financement, investissement et performances des entreprises industrielles françaises
    by Bernard Paranque

  • 1995 Long-Lived Information and Intraday Patterns
    by Kerry Back & Hal Pedersen

  • 1995 Long-Lived Information and Intraday Patterns
    by Kerry Back & Hal Pedersen

  • 1995 Heteroscedasticity models on the BSE
    by Susan Thomas

  • 1995 Do `speculative traders' increase Stock Price Volatility? Empirical evidence from the Bombay Stock Exchange
    by Venkat Eleswarapu & Chandrasekar Krishnamurti

  • 1995 Liquidity, stock returns and ownership structure: an empirical study of the BSE
    by Venkat Eleswarapu & Chandrasekar Krishnamurti

  • 1995 The Indian IPO Market: Suggestions for Institutional Arrangements
    by Ajay Shah

  • 1995 The Indian IPO Market: Empirical Facts
    by Ajay Shah

  • 1995 The impact of speculation upon volatility and market efficiency: The badla experience on the BSE
    by Ajay Shah

  • 1995 The Tale of One Market Inefficiency: Abnormal Returns around GDR Issues by Indian Firms
    by Ajay Shah

  • 1995 On the Peculiar Distribution of the U.S. Stock Indeces' Digits
    by Eduardo Ley

  • 1995 Takeover Bidding with Toeholds: The Case of the Owner's Curse
    by Rajdeep Singh

  • 1994 Evaluating Neural Network Predictors by Bootstrapping
    by Blake LeBaron & Andreas S. Weigend

  • 1994 Chaos and Nonlinear Forecastability in Economics and Finance
    by Blake LeBaron

  • 1994 Stochastic Dominance, Pareto Optimality, and Equilibrium Asset Pricing
    by Chongmin Kim

  • 1994 Bubbles and Market Crashes
    by Michael Youssefmir & Bernardo Huberman & Tad Hogg

  • 1994 A Reexamination Of The Relationship Between Preferences And Moment Orderings By Rational Risk Averse Investors
    by Patrick L. Brockett & James R. GARVEN

  • 1994 Reinsurance, Taxes And Efficiency: A Contingent Claims Model Of Insurance Market Equilibrium
    by James R. GARVEN & Henri Louberge

  • 1994 The Capm Is Alive And Well
    by Ravi Jagannathan & Zhenyu Wang

  • 1994 Finance Constraints or Free Cash Flow? The Impact of Asymmetric Information on Investment
    by Robert E. Carpenter

  • 1994 Continuous-Time Limits in the Generalized Ho-Lee Framework under the Forward Measure
    by Sommer, Daniel

  • 1993 Adverse Selection in Credit Markets with Costly Screening
    by Cheng Wang & Stephen D. Williamson

  • 1993 Occasional Ratcheting: Optimal Dynamic Consumption and Investment Given Intolerance for any Decline in Standard of Living
    by Philip H. Dybvig

  • 1993 A Further Re-Examination of the Contrarian Investment Strategy: Evidence from Multivariate Tests
    by Pin-Huang Chou & Robert P. Parks

  • 1992 Non Linear ARX-Models : Probabilistic Properties and Consistent Recursive Estimation

  • Economic Confidence, Negative Interest Rates, and Liquidity: Towards Keynesianism 2.0
    by Ulrich van Suntum

  • Die Haftung des Wirtschaftsprüfers am Primär- und am Sekundärmarkt - eine rechtsökonomische Analyse
    by Hans-Bernd Schäfer & Jochen Bigus

  • Staging of Venture Financing, Moral Hazard, and Patent Law
    by Jochen Bigus

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